Last Update: 31 December 2022
US Small Cap or Large Cap? Value or Growth Investing?
The best performing investment in the last 30 years is US Mid Cap Blend, that granded a +10.75% annualized return.
The worst is US Small Cap Growth, with a +9.28% annualized return in the last 30 years.
If you want to invest in US Stock Style, you can easily do it with ETFs. Some of them are the main components of the most efficient Lazy Portfolios.
US Stock Style Matrix
Value | Blend | Growth | |
---|---|---|---|
Large |
-3.30% (VTV) |
-5.76% (SPY) |
-8.36% (VUG) |
Medium |
-4.48% (VOE) |
-5.47% (IJH) |
-6.08% (IJK) |
Small |
-6.49% (IJS) |
-6.68% (IJR) |
-7.06% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
14.53% (VTV) |
7.57% (SPY) |
-0.18% (VUG) |
Medium |
11.97% (VOE) |
10.80% (IJH) |
8.67% (IJK) |
Small |
11.05% (IJS) |
9.00% (IJR) |
6.64% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
7.96% (VTV) |
2.27% (SPY) |
-4.00% (VUG) |
Medium |
5.86% (VOE) |
8.05% (IJH) |
7.89% (IJK) |
Small |
3.48% (IJS) |
3.38% (IJR) |
3.32% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
-2.07% (VTV) |
-18.17% (SPY) |
-33.15% (VUG) |
Medium |
-7.95% (VOE) |
-13.10% (IJH) |
-19.03% (IJK) |
Small |
-11.33% (IJS) |
-16.19% (IJR) |
-21.32% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
8.21% (VTV) |
7.64% (SPY) |
6.08% (VUG) |
Medium |
6.73% (VOE) |
7.17% (IJH) |
5.57% (IJK) |
Small |
5.91% (IJS) |
5.69% (IJR) |
4.71% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
8.52% (VTV) |
9.33% (SPY) |
9.60% (VUG) |
Medium |
6.36% (VOE) |
6.63% (IJH) |
5.81% (IJK) |
Small |
5.14% (IJS) |
5.82% (IJR) |
5.84% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
11.91% (VTV) |
12.46% (SPY) |
12.80% (VUG) |
Medium |
10.97% (VOE) |
10.72% (IJH) |
10.18% (IJK) |
Small |
10.11% (IJS) |
10.78% (IJR) |
10.92% (IJT) |
Value | Blend | Growth | |
---|---|---|---|
Large |
9.53% (VTV) |
9.53% (SPY) |
9.63% (VUG) |
Medium |
10.68% (VOE) |
10.75% (IJH) |
9.96% (IJK) |
Small |
10.60% (IJS) |
10.06% (IJR) |
9.28% (IJT) |
US Stock Style Historical Returns
US Stock Style Returns, for last 1,3,6 Months and 1,3,5,10,30 years.
Columns are sortable, records are pre-ordered by 30 year return.
ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 30Y(*)▾ | |
---|---|---|---|---|---|---|---|---|---|
US Mid Cap Blend IJH |
-5.47 | 10.80 | 8.05 | -13.10 | 7.17 | 6.63 | 10.72 | 10.75 | |
US Mid Cap Value VOE |
-4.48 | 11.97 | 5.86 | -7.95 | 6.73 | 6.36 | 10.97 | 10.68 | |
US Small Cap Value IJS |
-6.49 | 11.05 | 3.48 | -11.33 | 5.91 | 5.14 | 10.11 | 10.60 | |
US Small Cap Blend IJR |
-6.68 | 9.00 | 3.38 | -16.19 | 5.69 | 5.82 | 10.78 | 10.06 | |
US Mid Cap Growth IJK |
-6.08 | 8.67 | 7.89 | -19.03 | 5.57 | 5.81 | 10.18 | 9.96 | |
US Large Cap Growth VUG |
-8.36 | -0.18 | -4.00 | -33.15 | 6.08 | 9.60 | 12.80 | 9.63 | |
US Large Cap Blend SPY |
-5.76 | 7.57 | 2.27 | -18.17 | 7.64 | 9.33 | 12.46 | 9.53 | |
US Large Cap Value VTV |
-3.30 | 14.53 | 7.96 | -2.07 | 8.21 | 8.52 | 11.91 | 9.53 | |
US Small Cap Growth IJT |
-7.06 | 6.64 | 3.32 | -21.32 | 4.71 | 5.84 | 10.92 | 9.28 |
US Stock Style Correlations
Monthly correlations of US Stock Style, over different timeframes.
If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.
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Asset | VTV | SPY | VUG | VOE | IJH | IJK | IJS | IJR | IJT | |
VTV |
1.00
|
0.94
|
0.82
|
0.98
|
0.93
|
0.87
|
0.95
|
0.93
|
0.88
|
|
SPY |
0.94
|
1.00
|
0.96
|
0.96
|
0.97
|
0.95
|
0.92
|
0.95
|
0.95
|
|
VUG |
0.82
|
0.96
|
1.00
|
0.87
|
0.92
|
0.93
|
0.83
|
0.89
|
0.93
|
|
VOE |
0.98
|
0.96
|
0.87
|
1.00
|
0.96
|
0.92
|
0.95
|
0.95
|
0.91
|
|
IJH |
0.93
|
0.97
|
0.92
|
0.96
|
1.00
|
0.99
|
0.97
|
0.99
|
0.99
|
|
IJK |
0.87
|
0.95
|
0.93
|
0.92
|
0.99
|
1.00
|
0.93
|
0.97
|
0.99
|
|
IJS |
0.95
|
0.92
|
0.83
|
0.95
|
0.97
|
0.93
|
1.00
|
0.99
|
0.94
|
|
IJR |
0.93
|
0.95
|
0.89
|
0.95
|
0.99
|
0.97
|
0.99
|
1.00
|
0.98
|
|
IJT |
0.88
|
0.95
|
0.93
|
0.91
|
0.99
|
0.99
|
0.94
|
0.98
|
1.00
|
|
|
|
|
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---|---|---|---|---|---|---|---|---|---|---|
Asset | VTV | SPY | VUG | VOE | IJH | IJK | IJS | IJR | IJT | |
VTV |
1.00
|
0.94
|
0.80
|
0.97
|
0.94
|
0.90
|
0.91
|
0.91
|
0.88
|
|
SPY |
0.94
|
1.00
|
0.96
|
0.93
|
0.94
|
0.95
|
0.86
|
0.90
|
0.91
|
|
VUG |
0.80
|
0.96
|
1.00
|
0.81
|
0.86
|
0.90
|
0.75
|
0.81
|
0.86
|
|
VOE |
0.97
|
0.93
|
0.81
|
1.00
|
0.97
|
0.93
|
0.94
|
0.94
|
0.91
|
|
IJH |
0.94
|
0.94
|
0.86
|
0.97
|
1.00
|
0.98
|
0.95
|
0.97
|
0.97
|
|
IJK |
0.90
|
0.95
|
0.90
|
0.93
|
0.98
|
1.00
|
0.90
|
0.95
|
0.97
|
|
IJS |
0.91
|
0.86
|
0.75
|
0.94
|
0.95
|
0.90
|
1.00
|
0.99
|
0.94
|
|
IJR |
0.91
|
0.90
|
0.81
|
0.94
|
0.97
|
0.95
|
0.99
|
1.00
|
0.98
|
|
IJT |
0.88
|
0.91
|
0.86
|
0.91
|
0.97
|
0.97
|
0.94
|
0.98
|
1.00
|
|
|
|
|
|
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---|---|---|---|---|---|---|---|---|---|---|
Asset | VTV | SPY | VUG | VOE | IJH | IJK | IJS | IJR | IJT | |
VTV |
1.00
|
0.95
|
0.81
|
0.97
|
0.93
|
0.89
|
0.89
|
0.89
|
0.86
|
|
SPY |
0.95
|
1.00
|
0.95
|
0.93
|
0.93
|
0.93
|
0.84
|
0.87
|
0.88
|
|
VUG |
0.81
|
0.95
|
1.00
|
0.82
|
0.85
|
0.89
|
0.72
|
0.78
|
0.82
|
|
VOE |
0.97
|
0.93
|
0.82
|
1.00
|
0.97
|
0.93
|
0.92
|
0.92
|
0.90
|
|
IJH |
0.93
|
0.93
|
0.85
|
0.97
|
1.00
|
0.98
|
0.95
|
0.96
|
0.95
|
|
IJK |
0.89
|
0.93
|
0.89
|
0.93
|
0.98
|
1.00
|
0.89
|
0.93
|
0.95
|
|
IJS |
0.89
|
0.84
|
0.72
|
0.92
|
0.95
|
0.89
|
1.00
|
0.99
|
0.95
|
|
IJR |
0.89
|
0.87
|
0.78
|
0.92
|
0.96
|
0.93
|
0.99
|
1.00
|
0.98
|
|
IJT |
0.86
|
0.88
|
0.82
|
0.90
|
0.95
|
0.95
|
0.95
|
0.98
|
1.00
|
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---|---|---|---|---|---|---|---|---|---|---|
Asset | VTV | SPY | VUG | VOE | IJH | IJK | IJS | IJR | IJT | |
VTV |
1.00
|
0.95
|
0.83
|
0.94
|
0.90
|
0.80
|
0.85
|
0.80
|
0.76
|
|
SPY |
0.95
|
1.00
|
0.96
|
0.89
|
0.91
|
0.87
|
0.82
|
0.82
|
0.80
|
|
VUG |
0.83
|
0.96
|
1.00
|
0.78
|
0.85
|
0.88
|
0.73
|
0.77
|
0.78
|
|
VOE |
0.94
|
0.89
|
0.78
|
1.00
|
0.93
|
0.81
|
0.90
|
0.84
|
0.79
|
|
IJH |
0.90
|
0.91
|
0.85
|
0.93
|
1.00
|
0.95
|
0.93
|
0.93
|
0.91
|
|
IJK |
0.80
|
0.87
|
0.88
|
0.81
|
0.95
|
1.00
|
0.84
|
0.92
|
0.93
|
|
IJS |
0.85
|
0.82
|
0.73
|
0.90
|
0.93
|
0.84
|
1.00
|
0.96
|
0.90
|
|
IJR |
0.80
|
0.82
|
0.77
|
0.84
|
0.93
|
0.92
|
0.96
|
1.00
|
0.98
|
|
IJT |
0.76
|
0.80
|
0.78
|
0.79
|
0.91
|
0.93
|
0.90
|
0.98
|
1.00
|
US Stock Style Yearly Returns
Click on column header to sort data.
ETF | 2022(*) | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|
US Mid Cap Blend IJH |
-13.10 | 24.71 | 13.58 | 26.10 | -11.18 | 16.26 | |
US Mid Cap Value VOE |
-7.95 | 28.76 | 2.59 | 27.84 | -12.45 | 17.07 | |
US Small Cap Value IJS |
-11.33 | 30.53 | 2.63 | 24.12 | -12.84 | 11.35 | |
US Small Cap Blend IJR |
-16.19 | 26.60 | 11.28 | 22.82 | -8.49 | 13.15 | |
US Mid Cap Growth IJK |
-19.03 | 18.68 | 22.44 | 25.96 | -10.52 | 19.64 | |
US Large Cap Growth VUG |
-33.15 | 27.34 | 40.22 | 37.03 | -3.31 | 27.72 | |
US Large Cap Blend SPY |
-18.17 | 28.74 | 18.37 | 31.22 | -4.56 | 21.70 | |
US Large Cap Value VTV |
-2.07 | 26.51 | 2.26 | 25.65 | -5.44 | 17.14 | |
US Small Cap Growth IJT |
-21.32 | 22.37 | 19.22 | 20.99 | -4.39 | 14.47 |
US Stock Style Drawdowns
US Stock Style Maximum Drawdowns, in last 5,10,30 years.
The following table represents US Stock Style total returns and maximum drawdown in the same period. Columns are sortable.
5Y |
10Y |
30Y |
|||||
---|---|---|---|---|---|---|---|
ETF | Return | DD | Return | DD | Return | DD | |
US Mid Cap Blend IJH |
+37.88 | -29.70 | +176.75 | -29.70 | +2036.91 | -49.45 | |
US Mid Cap Value VOE |
+36.10 | -31.25 | +183.20 | -31.25 | +2001.39 | -56.45 | |
US Small Cap Value IJS |
+28.51 | -40.32 | +162.07 | -40.32 | +1951.45 | -54.13 | |
US Small Cap Blend IJR |
+32.70 | -36.12 | +178.46 | -36.12 | +1671.70 | -51.79 | |
US Mid Cap Growth IJK |
+32.63 | -25.49 | +163.56 | -25.49 | +1625.81 | -48.22 | |
US Large Cap Growth VUG |
+58.15 | -33.15 | +233.61 | -33.15 | +1476.88 | -53.58 | |
US Large Cap Blend SPY |
+56.18 | -23.93 | +223.59 | -23.93 | +1433.93 | -50.80 | |
US Large Cap Value VTV |
+50.54 | -25.07 | +208.01 | -25.07 | +1433.36 | -54.78 | |
US Small Cap Growth IJT |
+32.78 | -32.91 | +181.94 | -32.91 | +1332.17 | -51.05 |