Data Source: from January 1972 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 18 2022
Category: Stocks
ETF: iShares S&P Small-Cap 600 Value (IJS)
ETF • LIVE PERFORMANCE (USD currency)
0.71%
1 Day
Aug 18 2022
4.32%
Current Month
August 2022

In the last 30 Years, the iShares S&P Small-Cap 600 Value (IJS) ETF obtained a 11.19% compound annual return, with a 18.62% standard deviation.

In 2021, the ETF granted a 1.97% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

The iShares S&P Small-Cap 600 Value (IJS) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJS Weight
Robo Advisor 90 Betterment 5.7%
Robo Advisor 80 Betterment 5.0%
Edge Select Aggressive Merrill Lynch 3.0%
Edge Select Moderate Merrill Lynch 2.0%
Edge Select Moderately Aggressive Merrill Lynch 2.0%
Edge Select Moderately Conservative Merrill Lynch 1.0%
Edge Select Conservative Merrill Lynch 1.0%
Ultimate Buy&Hold FundAdvice 6.0%
Coffee House Bill Schultheis 10.0%
Robust Alpha Architect 7.5%
Ideal Index Frank Armstrong 9.3%
Golden Butterfly 20.0%
Larry Portfolio Larry Swedroe 15.0%
Coward's Portfolio Bill Bernstein 10.0%
Pinwheel 10.0%
Ultimate Buy and Hold Strategy Paul Merriman 10.0%
Simple Money Portfolio Tim Maurer 7.5%
Family Taxable Portfolio Ted Aronson 5.0%
Robo Advisor 10 Betterment 0.6%
Robo Advisor 20 Betterment 1.2%
Robo Advisor 50 Betterment 3.0%
Robo Advisor 100 Betterment 6.4%
Big Rocks Portfolio Larry Swedroe 9.0%
Golden Butterfly with Bitcoin 20.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares S&P Small-Cap 600 Value (IJS) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) 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
8.53
8.54
0.00
1 - 0
3M
1.09
-1.36
-8.96
Jun 2022 - Jun 2022
2 - 1
6M
-2.72
-7.69
-12.79
Apr 2022 - Jun 2022
4 - 2
YTD
-7.00
-12.49
-14.31
Jan 2022 - Jun 2022
4 - 3
1Y
-2.67
-10.32
16.16
-14.31
Jan 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
10.36
5.19
26.04
-37.50
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y(*)
8.16
4.11
23.77
-40.32
Sep 2018 - Mar 2020
40 - 20
67% pos
10Y(*)
11.78
8.94
19.32
-40.32
Sep 2018 - Mar 2020
82 - 38
68% pos
15Y(*)
8.20
5.69
21.30
-51.28
Nov 2007 - Feb 2009
118 - 62
66% pos
20Y(*)
10.06
7.36
19.77
-54.13
Jun 2007 - Feb 2009
158 - 82
66% pos
25Y(*)
9.25
6.60
19.90
-54.13
Jun 2007 - Feb 2009
192 - 108
64% pos
30Y(*)
11.19
8.46
18.62
-54.13
Jun 2007 - Feb 2009
238 - 122
66% pos
MAX(*)
01 Jan 1972
13.74
9.38
18.64
-54.13
Jun 2007 - Feb 2009
396 - 211
65% 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 S&P Small-Cap 600 Value (IJS) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IJS
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.90
0.86
0.86
0.86
0.86
US Large Cap
SPY
0.89
0.84
0.82
0.81
0.81
US Small Cap
IJR
0.98
0.99
0.99
0.96
0.96
US REITs
VNQ
0.75
0.72
0.59
0.68
0.67
US Technology
QQQ
0.82
0.69
0.65
0.62
0.62
Preferred Stocks
PFF
0.91
0.73
0.61
0.43
0.43
EAFE Stocks
EFA
0.92
0.85
0.75
0.72
0.71
World All Countries
VT
0.92
0.88
0.84
0.80
0.80
Emerging Markets
EEM
0.64
0.74
0.62
0.66
0.66
Europe
VGK
0.86
0.83
0.72
0.73
0.73
Pacific
VPL
0.98
0.84
0.72
0.59
0.58
Latin America
FLLA
0.59
0.60
0.52
0.60
0.60
US Total Bond Market
BND
0.73
0.13
0.03
0.01
0.02
Long Term Treasuries
TLT
0.48
-0.35
-0.34
-0.27
-0.26
US Cash
BIL
-0.16
-0.32
-0.24
-0.03
-0.03
TIPS
TIP
0.83
0.28
0.15
0.08
0.09
Investment Grade Bonds
LQD
0.82
0.42
0.31
0.21
0.21
High Yield Bonds
HYG
0.94
0.76
0.70
0.66
0.66
International Bond Market
BNDX
0.64
0.18
0.12
0.07
0.07
Emerging Market Bonds
EMB
0.83
0.58
0.46
0.49
0.49
Gold
GLD
0.28
-0.04
-0.07
0.02
0.02
Commodities
DBC
0.21
0.62
0.51
0.35
0.35

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 S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 24124.06$, with a total return of 2312.41% (11.19% annualized).

The Inflation Adjusted Capital now would be 11440.11$, with a net total return of 1044.01% (8.46% annualized).
An investment of 1000$, since January 1972, now would be worth 672883.64$, with a total return of 67188.36% (13.74% annualized).

The Inflation Adjusted Capital now would be 93343.77$, with a net total return of 9234.38% (9.38% 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
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10
-15.54% Jul 2001 Sep 2001 3 Dec 2001 3 6
-14.84% Jun 2021 Jun 2022 13 in progress 1 14
-13.44% Apr 2015 Jan 2016 10 Jun 2016 5 15
-8.95% Feb 2001 Mar 2001 2 May 2001 2 4
-8.95% Apr 2012 May 2012 2 Sep 2012 4 6
-7.77% Jan 2005 Apr 2005 4 Jun 2005 2 6
-7.47% May 2006 Jul 2006 3 Oct 2006 3 6
-7.34% Jun 1996 Jul 1996 2 Sep 1996 2 4
-6.73% Jul 2014 Sep 2014 3 Nov 2014 2 5
-6.52% Nov 2000 Nov 2000 1 Dec 2000 1 2
-6.13% Feb 1994 Jun 1994 5 Feb 1995 8 13
-5.32% Jan 2015 Jan 2015 1 Feb 2015 1 2
-5.17% Aug 2005 Oct 2005 3 Jan 2006 3 6
-4.75% Jul 2004 Jul 2004 1 Oct 2004 3 4
-4.04% Feb 2018 Feb 2018 1 May 2018 3 4

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47
-41.10% Dec 1972 Dec 1974 25 Jan 1976 13 38
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19
-30.82% Sep 1989 Oct 1990 14 May 1991 7 21
-29.46% Sep 1987 Nov 1987 3 Jan 1989 14 17
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10
-18.53% Feb 1980 Mar 1980 2 Jul 1980 4 6
-18.52% Sep 1978 Oct 1978 2 Mar 1979 5 7
-15.54% Jul 2001 Sep 2001 3 Dec 2001 3 6
-14.84% Jun 2021 Jun 2022 13 in progress 1 14
-13.44% Apr 2015 Jan 2016 10 Jun 2016 5 15
-12.60% Sep 1979 Oct 1979 2 Jan 1980 3 5
-11.92% Jul 1981 Sep 1981 3 Aug 1982 11 14
-8.95% Feb 2001 Mar 2001 2 May 2001 2 4
-8.95% Apr 2012 May 2012 2 Sep 2012 4 6
-8.02% Feb 1984 Jul 1984 6 Aug 1984 1 7
-7.77% Jan 2005 Apr 2005 4 Jun 2005 2 6
-7.47% May 2006 Jul 2006 3 Oct 2006 3 6

Rolling Returns ( more details)

iShares S&P Small-Cap 600 Value (IJS) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
15.90 104.15
Apr 2020 - Mar 2021
-43.03
Mar 2008 - Feb 2009
22.99%
2 Years
15.01 54.36
Jan 1975 - Dec 1976
-29.77
Mar 2007 - Feb 2009
13.53%
3 Years
14.87 40.29
Jan 1975 - Dec 1977
-18.25
Mar 2006 - Feb 2009
8.39%
5 Years
15.04 35.46
Oct 1974 - Sep 1979
-5.86
Mar 2004 - Feb 2009
2.74%
7 Years
14.97 30.95
Jan 1975 - Dec 1981
-1.42
Apr 2002 - Mar 2009
0.38%
10 Years
14.85 29.84
Jan 1975 - Dec 1984
3.72
Mar 1999 - Feb 2009
0.00%
15 Years
14.31 26.31
Oct 1974 - Sep 1989
5.15
Apr 2005 - Mar 2020
0.00%
20 Years
14.29 22.53
Oct 1974 - Sep 1994
7.20
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 S&P Small-Cap 600 Value (IJS) ETF: Rolling Returns page.

Seasonality

iShares S&P Small-Cap 600 Value (IJS) 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 %
2.34
63%
1.33
69%
1.44
75%
2.01
73%
1.05
65%
1.07
63%
0.61
55%
0.50
58%
-0.17
50%
-0.07
62%
2.35
76%
2.24
76%
Best
Year
25.8
1975
10.8
2021
9.4
2016
18.9
2009
9.4
2003
7.7
2019
11.0
2009
10.1
1984
10.9
2010
15.3
2011
19.2
2020
14.3
2000
Worst
Year
-13.9
2009
-13.0
2009
-25.8
2020
-6.4
2022
-10.0
2019
-9.0
2022
-15.8
2002
-17.4
1998
-14.5
2001
-25.9
1987
-15.2
1973
-12.4
2018
Statistics calculated for the period Jan 1972 - Jul 2022

Monthly/Yearly Returns

iShares S&P Small-Cap 600 Value (IJS) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
396 Positive Months (65%) - 211 Negative Months (35%)
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
-7.00 -12.49 -4.4 2.3 0.5 -6.4 2.3 -9.0 8.5
2021
+30.53 +21.95 6.2 10.8 5.6 1.7 3.9 -0.7 -4.4 1.8 -1.5 2.9 -2.6 4.1
2020
+2.63 +1.25 -6.3 -10.1 -25.8 13.9 2.5 3.6 2.6 5.1 -5.2 3.7 19.2 7.5
2019
+24.12 +21.35 12.3 4.1 -3.9 4.3 -10.0 7.7 1.3 -5.1 5.6 2.0 2.7 2.8
2018
-12.84 -14.47 1.3 -4.0 1.4 1.8 5.9 0.8 2.6 3.1 -3.1 -9.9 0.6 -12.4
2017
+11.35 +9.05 -1.2 1.4 -0.7 0.5 -2.3 3.0 0.8 -2.7 8.6 0.6 3.8 -0.4
2016
+31.25 +28.58 -5.9 2.1 9.4 2.1 0.4 0.8 5.1 1.1 0.9 -3.7 13.3 3.2
2015
-6.90 -7.57 -5.3 5.9 1.0 -1.8 0.8 0.4 -2.7 -4.6 -3.8 6.6 2.5 -5.1
2014
+7.56 +6.75 -3.5 4.6 1.3 -2.3 0.6 3.8 -5.1 4.5 -5.9 7.1 0.5 2.6
2013
+39.34 +37.28 5.4 1.6 4.1 0.1 4.3 -0.1 6.6 -3.4 6.6 3.5 4.3 1.3
2012
+18.24 +16.22 7.9 1.7 2.9 -1.9 -7.2 4.5 -0.7 4.1 3.1 -2.0 1.7 3.6
2011
-1.65 -4.48 -0.2 4.2 2.2 1.1 -1.8 -1.6 -2.8 -8.0 -10.6 15.3 0.6 2.0
2010
+24.69 +22.85 -2.5 4.8 7.8 6.6 -8.5 -8.3 6.7 -7.9 10.9 4.0 2.5 9.0
2009
+22.36 +19.12 -13.9 -13.0 7.6 18.9 0.7 1.5 11.0 3.5 4.2 -6.1 2.9 8.1
2008
-29.39 -29.45 -4.0 -3.4 0.8 2.6 3.9 -8.4 2.9 4.8 -4.8 -19.9 -11.8 6.6
2007
-5.56 -9.27 2.1 -0.9 0.9 1.8 4.6 -2.2 -6.3 1.3 0.3 1.1 -7.1 -0.7
2006
+19.37 +16.41 8.8 0.3 4.9 0.2 -4.6 0.0 -3.1 2.7 1.2 5.5 2.4 0.3
2005
+6.00 +2.49 -3.3 2.9 -2.4 -5.1 6.2 3.9 5.8 -1.9 0.0 -3.4 4.9 -1.1
2004
+22.60 +18.73 2.2 2.5 1.8 -3.9 1.6 5.4 -4.7 0.2 4.7 1.0 9.1 1.6
2003
+39.76 +37.18 -4.1 -4.1 -0.1 8.8 9.4 2.9 4.9 5.0 -3.5 9.1 4.3 2.7
2002
-14.04 -16.03 2.1 -0.4 8.7 4.0 -3.6 -4.6 -15.8 -0.4 -7.9 2.6 5.5 -2.7
2001
+11.68 +9.97 7.9 -4.2 -4.9 6.8 2.9 2.0 -0.2 -1.0 -14.5 4.5 7.6 6.8
2000
+21.88 +17.89 -5.2 4.6 3.9 0.7 -1.5 2.9 2.0 5.9 -0.2 0.6 -6.5 14.3
1999
+3.35 +0.65 -1.1 -8.1 -0.4 8.8 4.0 6.2 -1.6 -4.2 -1.8 -2.4 2.3 2.8
1998
-2.68 -4.22 -1.6 7.7 5.0 0.9 -4.3 -0.3 -7.5 -17.4 5.4 4.0 4.4 3.9
1997
+35.44 +33.17 2.6 0.5 -2.5 1.3 8.4 5.6 5.6 2.2 7.2 -3.1 0.7 2.9
1996
+21.41 +17.50 0.3 2.4 2.5 3.1 3.4 -1.5 -6.0 5.0 2.9 0.5 5.2 2.2
1995
+30.32 +27.09 0.1 4.4 1.7 2.8 2.2 3.7 4.8 2.9 1.6 -4.0 4.4 2.6
1994
-0.07 -2.67 3.5 -0.6 -4.6 0.9 -0.4 -1.6 2.1 4.1 -0.7 -0.9 -3.8 2.3
1993
+21.10 +17.86 4.4 1.3 3.5 -2.3 2.7 1.0 1.4 3.9 1.5 1.3 -2.7 3.7
1992
+28.23 +24.61 7.0 4.6 -1.0 -0.5 1.9 -2.1 3.9 -1.9 2.0 2.0 5.7 4.0
1991
+42.96 +38.71 7.5 9.3 5.2 2.1 3.9 -3.8 4.1 3.8 -0.5 2.2 -4.7 8.2
1990
-19.05 -23.70 -7.7 2.2 2.4 -4.3 5.5 -0.9 -4.0 -10.7 -7.7 -4.4 6.9 3.8
1989
+19.21 +13.91 4.7 0.8 2.9 4.4 3.8 -0.3 3.8 3.2 -0.3 -5.6 0.8 0.1
1988
+29.00 +23.54 5.7 7.4 2.5 1.9 -0.7 6.3 -0.1 -1.2 2.7 0.5 -2.1 3.3
1987
-3.51 -7.60 10.0 5.2 2.6 -3.1 0.2 3.9 4.3 3.4 -1.5 -25.9 -3.4 5.9
1986
+13.99 +12.75 1.8 7.1 5.6 0.6 4.6 1.7 -7.2 4.9 -4.5 2.3 -0.2 -2.6
1985
+37.46 +32.43 9.4 2.2 0.2 0.8 3.9 3.1 2.0 0.2 -4.0 4.1 7.1 3.9
1984
+5.69 +1.68 0.5 -4.4 2.0 -0.1 -4.6 1.8 -2.9 10.1 1.8 0.0 0.2 1.8
1983
+42.61 +37.40 4.7 6.4 6.1 7.8 4.8 3.1 0.9 -1.5 3.5 -3.0 4.1 -0.1
1982
+36.87 +31.82 -2.4 -1.9 0.4 5.2 -1.8 -1.7 -1.1 9.5 4.9 13.0 8.5 0.6
1981
+15.69 +6.21 1.4 2.5 7.1 3.7 2.0 1.0 -1.9 -5.1 -5.4 6.8 5.0 -1.4
1980
+25.77 +11.78 7.0 -3.2 -15.8 7.2 8.4 4.2 8.0 3.4 1.8 2.1 3.7 -1.1
1979
+37.80 +21.63 9.0 -2.3 8.9 2.9 -0.4 6.3 3.9 7.2 -1.4 -11.3 7.0 4.7
1978
+19.25 +9.38 -2.1 1.9 6.8 7.0 4.9 1.2 5.2 8.2 -0.8 -17.9 4.5 1.7
1977
+15.88 +8.60 1.8 -0.9 0.0 2.3 0.3 6.1 -0.4 -1.1 0.5 -1.9 7.2 1.3
1976
+54.78 +47.60 20.0 8.6 2.2 -0.9 -2.2 5.1 0.9 -1.2 2.4 -1.7 4.2 9.0
1975
+53.94 +43.96 25.8 3.5 6.0 3.7 6.2 6.6 -4.0 -4.4 -3.9 3.9 3.8 0.1
1974
-21.09 -29.75 9.1 1.6 -1.8 -4.7 -7.2 -2.6 -2.6 -7.0 -6.8 9.3 -3.6 -5.2
1973
-24.12 -30.19 -5.1 -5.8 -1.7 -4.8 -5.4 -2.6 6.7 -3.0 10.0 0.7 -15.2 1.1
1972
+11.15 +7.49 6.6 1.9 0.3 1.1 -1.0 -3.1 -2.1 3.7 -2.3 0.6 7.2 -1.6

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

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