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

Correlation

The correlation between VISVX and IJS is 0.97, 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.


-0.50.00.51.01.0

Performance

VISVX vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Value Index Fund (VISVX) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.07%
13.59%
VISVX
IJS

Key characteristics

Sharpe Ratio

VISVX:

0.69

IJS:

0.35

Sortino Ratio

VISVX:

1.07

IJS:

0.65

Omega Ratio

VISVX:

1.13

IJS:

1.08

Calmar Ratio

VISVX:

1.26

IJS:

0.62

Martin Ratio

VISVX:

3.66

IJS:

1.54

Ulcer Index

VISVX:

3.12%

IJS:

4.70%

Daily Std Dev

VISVX:

16.51%

IJS:

20.79%

Max Drawdown

VISVX:

-62.15%

IJS:

-60.11%

Current Drawdown

VISVX:

-9.05%

IJS:

-8.13%

Returns By Period

In the year-to-date period, VISVX achieves a 11.26% return, which is significantly higher than IJS's 6.68% return. Over the past 10 years, VISVX has outperformed IJS with an annualized return of 8.50%, while IJS has yielded a comparatively lower 8.02% annualized return.


VISVX

YTD

11.26%

1M

-4.59%

6M

9.07%

1Y

13.26%

5Y*

9.56%

10Y*

8.50%

IJS

YTD

6.68%

1M

-3.17%

6M

13.59%

1Y

9.24%

5Y*

7.76%

10Y*

8.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VISVX vs. IJS - Expense Ratio Comparison

VISVX has a 0.19% expense ratio, which is lower than IJS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IJS
iShares S&P SmallCap 600 Value ETF
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VISVX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

VISVX vs. IJS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Value Index Fund (VISVX) 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 ratio
The chart of Sharpe ratio for VISVX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.690.35
The chart of Sortino ratio for VISVX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.070.65
The chart of Omega ratio for VISVX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.08
The chart of Calmar ratio for VISVX, currently valued at 1.26, compared to the broader market0.002.004.006.008.0010.0012.0014.001.260.62
The chart of Martin ratio for VISVX, currently valued at 3.66, compared to the broader market0.0020.0040.0060.003.661.54
VISVX
IJS

The current VISVX Sharpe Ratio is 0.69, which is higher than the IJS Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of VISVX and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
0.35
VISVX
IJS

Dividends

VISVX vs. IJS - Dividend Comparison

VISVX's dividend yield for the trailing twelve months is around 1.35%, less than IJS's 1.79% yield.


TTM20232022202120202019201820172016201520142013
VISVX
Vanguard Small Cap Value Index Fund
1.35%2.00%1.91%1.64%1.58%1.95%2.20%1.68%1.66%1.85%1.62%1.71%
IJS
iShares S&P SmallCap 600 Value ETF
1.79%1.42%1.47%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

Drawdowns

VISVX vs. IJS - Drawdown Comparison

The maximum VISVX drawdown since its inception was -62.15%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for VISVX and IJS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-8.13%
VISVX
IJS

Volatility

VISVX vs. IJS - Volatility Comparison

The current volatility for Vanguard Small Cap Value Index Fund (VISVX) is 5.11%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 5.99%. This indicates that VISVX experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
5.11%
5.99%
VISVX
IJS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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