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VIOV vs. IJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIOVIJS
YTD Return-0.34%0.06%
1Y Return14.70%13.81%
3Y Return (Ann)1.95%2.75%
5Y Return (Ann)8.68%8.55%
10Y Return (Ann)8.04%7.76%
Sharpe Ratio0.710.69
Daily Std Dev21.07%21.08%
Max Drawdown-47.36%-60.11%
Current Drawdown-3.42%-3.56%

Correlation

0.94
-1.001.00

The correlation between VIOV and IJS is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VIOV vs. IJS - Performance Comparison

In the year-to-date period, VIOV achieves a -0.34% return, which is significantly lower than IJS's 0.06% return. Both investments have delivered pretty close results over the past 10 years, with VIOV having a 8.04% annualized return and IJS not far behind at 7.76%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%340.00%OctoberNovemberDecember2024FebruaryMarch
331.55%
327.04%
VIOV
IJS

Compare stocks, funds, or ETFs


Vanguard S&P Small-Cap 600 Value ETF

iShares S&P SmallCap 600 Value ETF

VIOV vs. IJS - Expense Ratio Comparison

VIOV has a 0.15% expense ratio, which is lower than IJS's 0.25% expense ratio.

IJS
iShares S&P SmallCap 600 Value ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

VIOV vs. IJS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and iShares S&P SmallCap 600 Value ETF (IJS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.70
IJS
iShares S&P SmallCap 600 Value ETF
0.69

VIOV vs. IJS - Sharpe Ratio Comparison

The current VIOV Sharpe Ratio is 0.70, which roughly equals the IJS Sharpe Ratio of 0.69. The chart below compares the 12-month rolling Sharpe Ratio of VIOV and IJS.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80OctoberNovemberDecember2024FebruaryMarch
0.70
0.69
VIOV
IJS

Dividends

VIOV vs. IJS - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 2.21%, more than IJS's 1.46% yield.


TTM20232022202120202019201820172016201520142013
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.21%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%
IJS
iShares S&P SmallCap 600 Value ETF
1.46%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

Drawdowns

VIOV vs. IJS - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, smaller than the maximum IJS drawdown of -60.11%. The drawdown chart below compares losses from any high point along the way for VIOV and IJS


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.42%
-3.56%
VIOV
IJS

Volatility

VIOV vs. IJS - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 4.68% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.68%
4.75%
VIOV
IJS