Data Source: from January 1972 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 18 2022
Category: Stocks
ETF: iShares Core S&P Small-Cap (IJR)
ETF • LIVE PERFORMANCE (USD currency)
0.87%
1 Day
Aug 18 2022
4.30%
Current Month
August 2022

In the last 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 10.74% compound annual return, with a 18.67% standard deviation.

In 2021, the ETF granted a 1.92% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P Small-Cap (IJR) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The iShares Core S&P Small-Cap (IJR) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJR Weight
Ultimate Buy&Hold FundAdvice 6.0%
No Brainer Portfolio Bill Bernstein 25.0%
Coffee House Bill Schultheis 10.0%
Lifepath Fund iShares 4.2%
Coward's Portfolio Bill Bernstein 5.0%
Ultimate Buy and Hold Strategy Paul Merriman 10.0%
Sandwich Portfolio Bob Clyatt 8.0%
7Twelve Portfolio Craig Israelsen 8.3%
Simple Money Portfolio Tim Maurer 7.5%
Family Taxable Portfolio Ted Aronson 10.0%
Big Rocks Portfolio Larry Swedroe 9.0%
Gone Fishin' Portfolio Alexander Green 15.0%
Paul Boyer Portfolio Paul Boyer 12.5%

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares Core S&P Small-Cap (IJR) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1972 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
9.93
9.95
0.00
1 - 0
3M
2.49
0.01
-8.48
Jun 2022 - Jun 2022
2 - 1
6M
-3.95
-8.85
-14.08
Apr 2022 - Jun 2022
4 - 2
YTD
-10.88
-16.13
-18.93
Jan 2022 - Jun 2022
4 - 3
1Y
-6.40
-13.76
18.32
-18.93
Jan 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
10.26
5.10
24.16
-32.77
Jan 2020 - Mar 2020
25 - 11
69% pos
5Y(*)
9.03
4.95
22.28
-36.12
Sep 2018 - Mar 2020
41 - 19
68% pos
10Y(*)
12.38
9.53
18.23
-36.12
Sep 2018 - Mar 2020
81 - 39
68% pos
15Y(*)
9.05
6.52
20.21
-50.99
Nov 2007 - Feb 2009
117 - 63
65% pos
20Y(*)
10.86
8.13
18.75
-51.79
Jun 2007 - Feb 2009
156 - 84
65% pos
25Y(*)
9.15
6.51
19.71
-51.79
Jun 2007 - Feb 2009
188 - 112
63% pos
30Y(*)
10.74
8.02
18.67
-51.79
Jun 2007 - Feb 2009
230 - 130
64% pos
MAX(*)
01 Jan 1972
11.81
7.53
19.52
-53.43
May 1972 - Sep 1974
375 - 232
62% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of iShares Core S&P Small-Cap (IJR) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES CORE S&P SMALL-CAP (IJR) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IJR
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.93
0.91
0.89
0.88
0.88
US Large Cap
SPY
0.92
0.88
0.86
0.81
0.81
US REITs
VNQ
0.80
0.75
0.61
0.63
0.63
US Technology
QQQ
0.87
0.76
0.71
0.73
0.73
Preferred Stocks
PFF
0.93
0.76
0.64
0.41
0.41
EAFE Stocks
EFA
0.91
0.87
0.76
0.72
0.72
World All Countries
VT
0.94
0.91
0.86
0.81
0.81
Emerging Markets
EEM
0.61
0.74
0.61
0.69
0.68
Europe
VGK
0.85
0.84
0.73
0.73
0.72
Pacific
VPL
0.96
0.86
0.73
0.61
0.60
Latin America
FLLA
0.50
0.58
0.49
0.62
0.62
US Total Bond Market
BND
0.77
0.21
0.09
0.01
0.01
Long Term Treasuries
TLT
0.56
-0.26
-0.28
-0.25
-0.25
US Cash
BIL
-0.08
-0.29
-0.22
-0.05
-0.05
TIPS
TIP
0.85
0.36
0.19
0.07
0.07
Investment Grade Bonds
LQD
0.86
0.48
0.35
0.20
0.20
High Yield Bonds
HYG
0.92
0.80
0.72
0.65
0.65
International Bond Market
BNDX
0.69
0.24
0.16
0.08
0.08
Emerging Market Bonds
EMB
0.85
0.62
0.48
0.50
0.50
Gold
GLD
0.27
-0.01
-0.05
0.05
0.05
Commodities
DBC
0.09
0.58
0.47
0.36
0.36

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares Core S&P Small-Cap (IJR) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 21324.94$, with a total return of 2032.49% (10.74% annualized).

The Inflation Adjusted Capital now would be 10112.71$, with a net total return of 911.27% (8.02% annualized).
An investment of 1000$, since January 1972, now would be worth 283947.86$, with a total return of 28294.79% (11.81% annualized).

The Inflation Adjusted Capital now would be 39389.82$, with a net total return of 3838.98% (7.53% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.79% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.12% Sep 2018 Mar 2020 19 Dec 2020 9 28
-29.82% May 1998 Aug 1998 4 Dec 1999 16 20
-27.50% May 2002 Feb 2003 10 Oct 2003 8 18
-24.76% Mar 2000 Sep 2001 19 Apr 2002 7 26
-22.06% May 2011 Sep 2011 5 Mar 2012 6 11
-18.93% Jan 2022 Jun 2022 6 in progress 1 7
-11.92% Jun 1996 Jul 1996 2 Dec 1996 5 7
-11.66% Jul 2015 Jan 2016 7 Jun 2016 5 12
-8.62% Feb 1994 Jun 1994 5 Mar 1995 9 14
-8.26% May 2006 Jul 2006 3 Nov 2006 4 7
-7.97% Mar 2005 Apr 2005 2 Jun 2005 2 4
-7.54% Apr 2012 May 2012 2 Sep 2012 4 6
-7.09% Feb 1997 Mar 1997 2 May 1997 2 4
-6.68% Jul 2014 Sep 2014 3 Dec 2014 3 6
-6.45% Jul 2004 Aug 2004 2 Oct 2004 2 4
-4.93% Oct 1997 Nov 1997 2 Feb 1998 3 5
-4.45% Aug 2005 Oct 2005 3 Nov 2005 1 4
-4.41% Oct 2016 Oct 2016 1 Nov 2016 1 2
-4.34% Oct 1995 Oct 1995 1 Dec 1995 2 3

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.43% May 1972 Sep 1974 29 Dec 1976 27 56
-51.79% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.12% Sep 2018 Mar 2020 19 Dec 2020 9 28
-33.84% Sep 1987 Nov 1987 3 Apr 1989 17 20
-30.61% Oct 1989 Oct 1990 13 Mar 1991 5 18
-29.82% May 1998 Aug 1998 4 Dec 1999 16 20
-27.50% May 2002 Feb 2003 10 Oct 2003 8 18
-24.76% Mar 2000 Sep 2001 19 Apr 2002 7 26
-22.06% May 2011 Sep 2011 5 Mar 2012 6 11
-20.35% Sep 1978 Oct 1978 2 Apr 1979 6 8
-18.93% Jan 2022 Jun 2022 6 in progress 1 7
-18.74% Jul 1983 Jul 1984 13 Jan 1985 6 19
-18.57% Feb 1980 Mar 1980 2 Jul 1980 4 6
-17.67% Jun 1981 Jul 1982 14 Oct 1982 3 17
-11.92% Jun 1996 Jul 1996 2 Dec 1996 5 7
-11.66% Jul 2015 Jan 2016 7 Jun 2016 5 12
-11.53% Jul 1986 Sep 1986 3 Feb 1987 5 8
-10.49% Sep 1979 Oct 1979 2 Dec 1979 2 4
-9.77% Mar 1992 Jun 1992 4 Nov 1992 5 9
-8.62% Feb 1994 Jun 1994 5 Mar 1995 9 14

Rolling Returns ( more details)

iShares Core S&P Small-Cap (IJR) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
14.03 97.53
Jul 1982 - Jun 1983
-42.26
Mar 2008 - Feb 2009
23.66%
2 Years
13.13 50.15
Jan 1975 - Dec 1976
-30.27
Jan 1973 - Dec 1974
12.84%
3 Years
13.07 37.65
Jan 1975 - Dec 1977
-19.16
Jan 1972 - Dec 1974
8.92%
5 Years
13.25 34.06
Jan 1975 - Dec 1979
-5.17
Mar 2004 - Feb 2009
2.37%
7 Years
13.15 29.58
Jan 1975 - Dec 1981
-0.74
Apr 2002 - Mar 2009
0.38%
10 Years
12.92 26.24
Oct 1974 - Sep 1984
2.72
Mar 1999 - Feb 2009
0.00%
15 Years
12.34 22.73
Oct 1974 - Sep 1989
5.28
Mar 1994 - Feb 2009
0.00%
20 Years
12.28 19.44
Oct 1974 - Sep 1994
6.49
Apr 2000 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Core S&P Small-Cap (IJR) ETF: Rolling Returns page.

Seasonality

iShares Core S&P Small-Cap (IJR) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
2.19
61%
1.25
63%
1.11
71%
1.64
65%
1.10
63%
1.02
63%
0.45
51%
0.35
56%
-0.25
52%
-0.23
54%
2.26
72%
2.27
72%
Best
Year
24.8
1975
16.5
2000
9.8
1979
18.1
2009
11.1
1997
9.3
2000
11.0
1973
11.8
1984
11.2
2010
14.9
2011
18.2
2020
11.5
1999
Worst
Year
-11.7
2009
-11.8
2009
-22.6
2020
-7.8
2022
-8.7
2019
-8.5
2022
-14.0
2002
-19.3
1998
-14.1
2001
-29.0
1987
-18.2
1973
-12.2
2018
Statistics calculated for the period Jan 1972 - Jul 2022

Monthly/Yearly Returns

iShares Core S&P Small-Cap (IJR) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
375 Positive Months (62%) - 232 Negative Months (38%)
Jan 1972 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-10.88 -16.13 -7.2 1.4 0.3 -7.8 1.9 -8.5 9.9
2021
+26.60 +18.27 6.2 7.7 3.5 1.9 2.1 0.3 -2.4 1.9 -2.4 3.5 -2.4 4.5
2020
+11.28 +9.78 -4.0 -9.6 -22.6 12.9 4.4 3.6 4.3 3.9 -4.6 2.5 18.2 8.2
2019
+22.82 +20.08 10.6 4.3 -3.3 3.9 -8.7 7.3 1.2 -4.6 3.4 2.0 3.0 3.0
2018
-8.49 -10.21 2.5 -3.8 2.0 1.1 6.5 1.0 3.2 4.8 -3.1 -10.5 1.6 -12.2
2017
+13.15 +10.81 -0.6 1.6 -0.1 0.9 -2.1 2.9 1.0 -2.5 7.8 0.9 3.5 -0.5
2016
+26.61 +24.04 -6.2 1.1 8.2 1.2 1.6 0.7 5.0 1.4 0.6 -4.4 12.5 3.4
2015
-2.07 -2.78 -3.6 6.0 1.6 -2.3 1.5 1.1 -0.8 -5.2 -3.5 6.1 2.7 -4.7
2014
+5.85 +5.05 -3.7 4.4 0.7 -2.7 0.2 4.8 -5.6 4.3 -5.2 6.9 -0.2 2.9
2013
+41.32 +39.23 5.8 1.4 4.2 -0.2 4.3 -0.1 6.9 -2.3 6.2 3.6 4.5 1.4
2012
+16.29 +14.30 6.6 2.2 2.9 -1.4 -6.3 4.2 -0.8 3.9 2.3 -2.3 1.3 3.1
2011
+0.79 -2.11 0.1 4.4 2.9 2.6 -0.9 -1.8 -3.2 -7.8 -10.3 14.9 0.6 1.3
2010
+26.60 +24.74 -3.1 4.1 8.0 5.8 -7.2 -7.1 6.4 -7.6 11.2 4.2 3.8 7.6
2009
+25.88 +22.55 -11.7 -11.8 6.6 18.1 1.9 1.8 9.7 2.4 5.1 -5.6 2.6 8.2
2008
-31.52 -31.58 -5.4 -2.4 -0.1 4.4 4.2 -7.5 1.9 4.3 -6.7 -19.8 -11.9 5.1
2007
-0.47 -4.38 2.0 -0.6 1.7 2.3 4.4 -1.6 -5.1 1.9 1.6 1.7 -7.1 -1.0
2006
+15.09 +12.23 8.2 -0.5 5.0 0.1 -4.5 -0.2 -3.7 1.8 0.9 5.1 2.6 0.0
2005
+7.53 +3.98 -2.2 2.8 -2.5 -5.6 6.5 3.5 6.1 -1.6 0.7 -3.6 5.2 -1.1
2004
+22.41 +18.55 3.0 1.8 1.5 -3.9 2.2 5.5 -5.5 -1.0 5.0 2.1 8.8 1.8
2003
+38.50 +35.95 -3.1 -3.5 0.5 8.6 7.7 2.7 5.0 5.0 -2.7 8.6 3.9 1.4
2002
-14.31 -16.30 1.5 -2.1 7.8 3.2 -4.3 -5.2 -14.0 0.6 -5.8 2.9 5.4 -3.3
2001
+6.43 +4.80 4.8 -5.9 -4.6 7.9 2.0 2.2 -0.7 -1.8 -14.1 5.7 6.6 6.7
2000
-2.67 -5.85 -1.7 16.5 -6.7 -6.0 -5.8 9.3 -3.4 7.6 -3.0 -4.3 -10.3 8.6
1999
+23.13 +19.91 1.2 -8.1 1.5 8.9 1.7 5.8 -2.2 -3.8 -0.1 0.4 6.0 11.5
1998
-2.61 -4.16 -1.6 7.5 4.1 0.5 -5.4 -0.2 -8.0 -19.3 7.5 4.2 5.3 6.2
1997
+24.59 +22.50 2.3 -2.5 -4.7 0.4 11.1 5.2 5.4 2.2 7.3 -4.4 -0.5 1.7
1996
+18.12 +14.32 0.2 3.4 1.9 5.6 3.9 -3.8 -8.4 5.9 3.8 -1.4 4.4 2.4
1995
+28.74 +25.55 -1.0 3.6 2.1 2.2 1.9 5.0 5.8 2.1 1.7 -4.3 3.9 2.8
1994
-0.51 -3.10 3.6 -0.4 -5.1 0.7 -0.8 -3.3 1.8 5.5 -0.3 -0.4 -3.9 2.6
1993
+18.70 +15.53 3.8 -1.8 3.1 -2.8 4.3 0.3 0.9 4.2 2.8 2.7 -2.9 3.3
1992
+18.20 +14.87 8.0 3.5 -3.4 -3.0 1.2 -4.8 3.6 -2.4 1.7 3.2 7.0 3.4
1991
+45.26 +40.94 8.6 11.4 6.9 -0.4 4.4 -5.5 3.8 4.1 0.4 2.7 -4.9 8.0
1990
-18.13 -22.84 -8.3 2.0 4.8 -3.4 7.1 0.3 -4.3 -12.9 -8.8 -6.0 7.8 4.5
1989
+19.41 +14.11 4.6 0.7 2.6 4.5 4.4 -1.7 4.4 3.0 0.3 -5.5 1.0 0.2
1988
+23.78 +18.54 3.8 8.3 3.1 1.7 -1.4 7.2 -1.4 -2.5 2.9 -0.3 -2.8 3.8
1987
-6.42 -10.40 11.6 7.2 2.0 -2.9 0.1 2.8 3.5 3.5 -2.1 -29.0 -4.8 8.5
1986
+9.77 +8.58 1.7 7.5 5.1 1.6 4.4 0.9 -9.0 3.9 -6.4 3.6 0.0 -2.6
1985
+33.70 +28.81 11.8 2.3 -1.6 -0.5 4.2 2.3 2.3 -0.9 -5.4 3.8 7.5 4.5
1984
-4.26 -7.89 -1.8 -5.7 1.0 -0.5 -5.4 3.0 -4.2 11.8 -0.4 -1.1 -2.1 2.1
1983
+31.64 +26.83 6.8 5.7 4.5 7.8 6.1 4.4 -2.4 -3.0 2.0 -6.1 4.7 -1.5
1982
+29.27 +24.50 -3.5 -4.3 -0.7 5.8 -2.6 -2.4 -1.5 9.2 4.0 14.1 8.9 0.9
1981
+4.36 -4.18 -0.8 1.2 7.6 3.1 3.3 -1.8 -2.3 -7.2 -7.4 8.1 3.4 -1.6
1980
+35.78 +20.67 7.0 -2.4 -16.6 6.6 8.3 4.7 10.3 5.3 3.2 3.2 7.2 -2.7
1979
+41.02 +24.47 8.3 -2.7 9.8 2.2 -1.4 5.8 3.3 7.9 -0.4 -10.1 8.4 5.7
1978
+17.74 +8.00 -3.6 1.8 6.3 8.0 5.7 0.1 5.9 8.0 -1.2 -19.4 6.1 2.3
1977
+15.67 +8.41 1.0 -1.4 0.4 1.7 0.0 6.8 -0.3 -0.5 1.0 -2.6 7.6 1.5
1976
+45.33 +38.59 17.8 6.9 1.4 -1.1 -1.9 4.7 0.0 -1.7 2.9 -1.9 3.9 8.7
1975
+55.13 +45.07 24.8 4.4 6.5 4.5 7.2 6.3 -3.9 -4.4 -3.8 3.5 3.1 -0.4
1974
-27.59 -35.54 7.1 0.1 -1.4 -5.7 -7.6 -3.0 -4.2 -8.8 -8.7 12.2 -4.0 -5.6
1973
-32.85 -38.23 -6.4 -7.8 -2.9 -7.4 -7.2 -3.5 11.0 -3.2 10.5 -0.4 -18.2 -0.1
1972
+8.66 +5.08 6.1 3.6 0.9 0.7 -0.5 -2.6 -2.8 2.0 -2.6 -0.6 5.8 -1.0

ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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