VSIIX vs. IJR
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and iShares Core S&P Small-Cap ETF (IJR).
VSIIX is managed by Vanguard. It was launched on Dec 7, 1999. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIIX or IJR.
Key characteristics
| VSIIX | IJR | |
|---|---|---|
| YTD Return | 19.11% | 16.12% |
| 1Y Return | 38.34% | 37.85% |
| 3Y Return (Ann) | 6.88% | 2.91% |
| 5Y Return (Ann) | 11.98% | 10.78% |
| 10Y Return (Ann) | 9.58% | 9.93% |
| Sharpe Ratio | 2.22 | 1.84 |
| Sortino Ratio | 3.16 | 2.71 |
| Omega Ratio | 1.39 | 1.32 |
| Calmar Ratio | 3.13 | 1.76 |
| Martin Ratio | 13.03 | 10.75 |
| Ulcer Index | 2.92% | 3.52% |
| Daily Std Dev | 17.17% | 20.62% |
| Max Drawdown | -62.05% | -58.15% |
| Current Drawdown | -1.23% | -1.54% |
Correlation
The correlation between VSIIX and IJR is 0.96, 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
VSIIX vs. IJR - Performance Comparison
In the year-to-date period, VSIIX achieves a 19.11% return, which is significantly higher than IJR's 16.12% return. Both investments have delivered pretty close results over the past 10 years, with VSIIX having a 9.58% annualized return and IJR not far ahead at 9.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSIIX vs. IJR - Expense Ratio Comparison
VSIIX has a 0.06% expense ratio, which is lower than IJR's 0.07% 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%.
Risk-Adjusted Performance
VSIIX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
VSIIX vs. IJR - Dividend Comparison
VSIIX's dividend yield for the trailing twelve months is around 1.89%, more than IJR's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.89% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
IJR iShares Core S&P Small-Cap ETF | 1.21% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
VSIIX vs. IJR - Drawdown Comparison
The maximum VSIIX drawdown since its inception was -62.05%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VSIIX and IJR. For additional features, visit the drawdowns tool.
Volatility
VSIIX vs. IJR - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) is 5.80%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.52%. This indicates that VSIIX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.