Data Source: from January 1927 to September 2023 (~97 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Stocks
ETF: iShares Core S&P Small-Cap (IJR)
ETF • LIVE PERFORMANCE (USD currency)
1.45%
1 Day
Oct 02 2023, 04:00PM Eastern Time
1.45%
Current Month
October 2023
In the last 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 9.57% compound annual return, with a 19.12% standard deviation.
Table of contents
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▾ |
|---|---|---|
| No Brainer Portfolio | Bill Bernstein | 25.00% |
| Gone Fishin' Portfolio | Alexander Green | 15.00% |
| Eliminate Fat Tails | Larry Swedroe | 15.00% |
| Paul Boyer Portfolio | Paul Boyer | 12.50% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Family Taxable Portfolio | Ted Aronson | 10.00% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| 7Twelve Portfolio | Craig Israelsen | 8.33% |
| Sandwich Portfolio | Bob Clyatt | 8.00% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Ultimate Buy&Hold | FundAdvice | 6.00% |
| Coward's Portfolio | Bill Bernstein | 5.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 5.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 4.50% |
| Lifepath Fund | iShares | 4.15% |
| Sheltered Sam 80/20 | Bill Bernstein | 4.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 3.50% |
| Sheltered Sam 60/40 | Bill Bernstein | 3.00% |
| Gretchen Tai Portfolio | Gretchen Tai | 3.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 2.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 2.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 1.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 1.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 0.50% |
Investment Returns as of Sep 30, 2023
The iShares Core S&P Small-Cap (IJR) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~97Y) |
|||
| iShares Core S&P Small-Cap (IJR) ETF | -1.45 | -1.45 | -5.94 | -1.62 | 9.95 | 3.15 | 8.11 | 9.57 | 11.33 | |||
| US Inflation Adjusted return | -5.94 | -3.29 | 6.29 | -0.81 | 5.22 | 6.86 | 8.09 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the iShares Core S&P Small-Cap (IJR) ETF granted a 1.17% 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.
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 15.50$, with a total return of 1450.31% (9.57% annualized).
The Inflation Adjusted Capital now would be 7.33$, with a net total return of 632.67% (6.86% annualized).
The Inflation Adjusted Capital now would be 7.33$, with a net total return of 632.67% (6.86% annualized).
An investment of 1$, since January 1927,
now would be worth 32346.36$, with a total return of 3234535.84% (11.33% annualized).
The Inflation Adjusted Capital now would be 1864.76$, with a net total return of 186376.24% (8.09% annualized).
The Inflation Adjusted Capital now would be 1864.76$, with a net total return of 186376.24% (8.09% annualized).
Readings that may interest you
Investment Metrics as of Sep 30, 2023
Metrics of iShares Core S&P Small-Cap (IJR) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Advanced Metrics
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~97Y) |
|
| Investment Return (%) | -5.94 | -4.87 | -1.62 | 9.95 | 11.99 | 3.15 | 8.11 | 9.55 | 9.57 | 11.33 |
| Infl. Adjusted Return (%) details | -5.94 | -5.46 | -3.29 | 6.29 | 5.99 | -0.81 | 5.22 | 6.81 | 6.86 | 8.09 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.99 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -10.50 | -23.11 | -34.09 | -36.12 | -51.79 | -51.79 | -87.45 | |||
| Start to Recovery (# months) details | 6 | 21* | 26 | 28 | 45 | 45 | 90 | |||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2018 10 | 2018 09 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 4 | 9 | 18 | 19 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 12 | 8 | 9 | 24 | 24 | 57 | |||
| End (yyyy mm) | 2023 07 | - | 2020 11 | 2020 12 | 2011 02 | 2011 02 | 1937 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-54.15 | |||
| Start to Recovery (# months) details | 97 | |||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2018 10 | 2018 09 | 2007 06 | 2007 06 | 1968 12 | |||
| Start to Bottom (# months) | 4 | 9 | 18 | 19 | 21 | 21 | 70 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1974 09 | |||
| Bottom to End (# months) | 2 | 12 | 8 | 9 | 24 | 24 | 27 | |||
| End (yyyy mm) | 2023 07 | - | 2020 11 | 2020 12 | 2011 02 | 2011 02 | 1976 12 | |||
| Longest negative period (# months) details | 11* | 31* | 31* | 44 | 68 | 110 | 173 | |||
| Period Start (yyyy mm) | 2022 11 | 2021 03 | 2021 03 | 2016 08 | 2006 02 | 2000 01 | 1927 12 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2020 03 | 2011 09 | 2009 02 | 1942 04 | |||
| Annualized Return (%) | -2.28 | -2.53 | -2.53 | -0.82 | -0.10 | -0.13 | -0.03 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -11.96 | -28.28 | -35.54 | -37.59 | -52.76 | -52.76 | -84.15 | |||
| Start to Recovery (# months) details | 6 | 28* | 27 | 28 | 47 | 47 | 83 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2018 10 | 2018 09 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 4 | 16 | 18 | 19 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 2 | 12 | 9 | 9 | 26 | 26 | 50 | |||
| End (yyyy mm) | 2023 07 | - | 2020 12 | 2020 12 | 2011 04 | 2011 04 | 1936 07 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-28.28 | -28.28 |
same as deepest |
same as deepest |
-68.20 | |||
| Start to Recovery (# months) details | 28* | 28* | 140 | |||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2007 06 | 2007 06 | 1968 12 | |||
| Start to Bottom (# months) | 4 | 16 | 16 | 16 | 21 | 21 | 73 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1974 12 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 12 | 26 | 26 | 67 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2011 04 | 2011 04 | 1980 07 | |||
| Longest negative period (# months) details | 11* | 34* | 60* | 64 | 82 | 139 | 170 | |||
| Period Start (yyyy mm) | 2022 11 | 2020 12 | 2018 10 | 2014 12 | 2004 12 | 1997 08 | 1928 05 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2020 03 | 2011 09 | 2009 02 | 1942 06 | |||
| Annualized Return (%) | -5.41 | -0.64 | -0.81 | -0.04 | -0.11 | -0.44 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 21.92 | 21.82 | 24.22 | 19.50 | 19.21 | 19.12 | 20.90 | |||
| Sharpe Ratio | 0.25 | 0.48 | 0.07 | 0.37 | 0.43 | 0.38 | 0.35 | |||
| Sortino Ratio | 0.39 | 0.71 | 0.09 | 0.50 | 0.58 | 0.51 | 0.48 | |||
| Ulcer Index | 5.56 | 9.95 | 12.30 | 9.84 | 12.75 | 12.31 | 21.03 | |||
| Ratio: Return / Standard Deviation | 0.45 | 0.55 | 0.13 | 0.42 | 0.50 | 0.50 | 0.54 | |||
| Ratio: Return / Deepest Drawdown | 0.95 | 0.52 | 0.09 | 0.22 | 0.18 | 0.18 | 0.13 | |||
| % Positive Months details | 41% | 58% | 60% | 63% | 63% | 62% | 62% | |||
| Positive Months | 5 | 21 | 36 | 76 | 152 | 224 | 721 | |||
| Negative Months | 7 | 15 | 24 | 44 | 88 | 136 | 440 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 8.11 | 18.19 | 18.19 | 26.24 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.41 | 2.72 | -4.27 | |||||||
| Best 10 Years Return (%) - Annualized | 5.22 | 16.14 | 16.14 | 18.46 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.54 | 0.14 | -3.46 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 95.95 | 30.97 | 27.80 | 18.19 | 11.66 | 9.57 | ||||
| Worst Rolling Return (%) - Annualized | -42.26 | -17.22 | -5.17 | 2.72 | 6.49 | |||||
| % Positive Periods | 74% | 89% | 95% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 90.95 | 27.93 | 25.24 | 16.14 | 9.27 | 6.86 | ||||
| Worst Rolling Return (%) - Annualized | -42.39 | -19.01 | -7.62 | 0.14 | 4.33 | |||||
| % Positive Periods | 68% | 83% | 87% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1927 - Sep 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 205.32 | 59.23 | 48.14 | 26.24 | 19.44 | 17.54 | ||||
| Worst Rolling Return (%) - Annualized | -68.02 | -47.61 | -23.60 | -4.27 | 4.32 | 9.12 | ||||
| % Positive Periods | 73% | 85% | 90% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 226.95 | 58.84 | 46.67 | 18.46 | 15.82 | 14.49 | ||||
| Worst Rolling Return (%) - Annualized | -64.49 | -43.46 | -19.85 | -3.46 | 2.67 | 5.79 | ||||
| % Positive Periods | 68% | 80% | 85% | 94% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 44.95 | 19.72 | 14.35 | 9.70 | 8.35 | 6.46 | ||||
| Perpetual WR (%) | 5.65 | 0.00 | 4.96 | 6.38 | 6.42 | 7.49 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Correlations as of Sep 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
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 30 September 2023
Swipe left to see all data
| Correlation vs IJR | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.89
|
0.92
|
0.89
|
0.88
|
0.88
|
|
SPY
|
US Large Cap |
0.85
|
0.89
|
0.86
|
0.82
|
0.81
|
|
VNQ
|
US REITs |
0.84
|
0.80
|
0.68
|
0.65
|
0.64
|
|
QQQ
|
US Technology |
0.57
|
0.76
|
0.70
|
0.72
|
0.72
|
|
PFF
|
Preferred Stocks |
0.54
|
0.74
|
0.64
|
0.43
|
0.42
|
|
EFA
|
EAFE Stocks |
0.68
|
0.86
|
0.76
|
0.75
|
0.72
|
|
VT
|
World All Countries |
0.83
|
0.92
|
0.86
|
0.82
|
0.81
|
|
EEM
|
Emerging Markets |
0.49
|
0.75
|
0.62
|
0.70
|
0.68
|
|
VGK
|
Europe |
0.72
|
0.85
|
0.74
|
0.74
|
0.72
|
|
VPL
|
Pacific |
0.60
|
0.85
|
0.75
|
0.64
|
0.61
|
|
FLLA
|
Latin America |
0.83
|
0.69
|
0.52
|
0.62
|
0.62
|
|
BND
|
US Total Bond Market |
0.27
|
0.29
|
0.19
|
0.05
|
0.05
|
|
TLT
|
Long Term Treasuries |
0.24
|
-0.10
|
-0.14
|
-0.21
|
-0.20
|
|
BIL
|
US Cash |
-0.56
|
-0.22
|
-0.17
|
-0.06
|
-0.06
|
|
TIP
|
TIPS |
0.46
|
0.44
|
0.31
|
0.11
|
0.11
|
|
LQD
|
Invest. Grade Bonds |
0.38
|
0.50
|
0.41
|
0.23
|
0.23
|
|
HYG
|
High Yield Bonds |
0.74
|
0.81
|
0.75
|
0.66
|
0.65
|
|
CWB
|
US Convertible Bonds |
0.88
|
0.87
|
0.81
|
0.84
|
0.84
|
|
BNDX
|
International Bonds |
0.42
|
0.35
|
0.26
|
0.11
|
0.12
|
|
EMB
|
Emerg. Market Bonds |
0.48
|
0.66
|
0.54
|
0.51
|
0.51
|
|
GLD
|
Gold |
0.09
|
0.07
|
-0.03
|
0.06
|
0.06
|
|
DBC
|
Commodities |
0.58
|
0.61
|
0.50
|
0.38
|
0.37
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 | 23.76 |
| -36.12% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 | 16.03 |
| -29.82% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 13.40 |
| -27.50% | May 2002 | Feb 2003 | 10 | Oct 2003 | 8 | 18 | 18.13 |
| -24.76% | Mar 2000 | Sep 2001 | 19 | Apr 2002 | 7 | 26 | 13.27 |
| -23.11% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 12.87 |
| -22.06% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 9.08 |
| -11.92% | Jun 1996 | Jul 1996 | 2 | Dec 1996 | 5 | 7 | 5.39 |
| -11.66% | Jul 2015 | Jan 2016 | 7 | Jun 2016 | 5 | 12 | 5.82 |
| -8.62% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 | 4.51 |
| -8.26% | May 2006 | Jul 2006 | 3 | Nov 2006 | 4 | 7 | 4.87 |
| -7.97% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 | 3.85 |
| -7.54% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.61 |
| -7.09% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 4.51 |
| -6.68% | Jul 2014 | Sep 2014 | 3 | Dec 2014 | 3 | 6 | 3.34 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -52.76% | Jun 2007 | Feb 2009 | 21 | Apr 2011 | 26 | 47 | 25.22 |
| -37.59% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 | 17.24 |
| -32.82% | Mar 2000 | Mar 2003 | 37 | Jan 2004 | 10 | 47 | 18.70 |
| -30.21% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 14.37 |
| -28.28% | Jun 2021 | Sep 2022 | 16 | in progress | 12 | 28 | 16.32 |
| -22.74% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 9.50 |
| -12.14% | Jun 1996 | Jul 1996 | 2 | Dec 1996 | 5 | 7 | 5.73 |
| -11.81% | Apr 2015 | Jan 2016 | 10 | Jul 2016 | 6 | 16 | 5.45 |
| -9.83% | Apr 2006 | Jul 2006 | 4 | Nov 2006 | 4 | 8 | 5.69 |
| -9.73% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 5.58 |
| -9.56% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 | 3.93 |
| -7.71% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.68 |
| -7.61% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 4.90 |
| -6.55% | Jul 2014 | Sep 2014 | 3 | Oct 2014 | 1 | 4 | 3.88 |
| -6.36% | Jul 2004 | Aug 2004 | 2 | Nov 2004 | 3 | 5 | 3.49 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -87.45% | Sep 1929 | May 1932 | 33 | Feb 1937 | 57 | 90 | 55.38 |
| -55.01% | Mar 1937 | Mar 1938 | 13 | May 1943 | 62 | 75 | 32.34 |
| -54.15% | Dec 1968 | Sep 1974 | 70 | Dec 1976 | 27 | 97 | 25.57 |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 | 23.76 |
| -36.12% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 | 16.03 |
| -33.84% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 | 16.71 |
| -30.61% | Oct 1989 | Oct 1990 | 13 | Mar 1991 | 5 | 18 | 14.31 |
| -29.82% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 13.40 |
| -27.50% | May 2002 | Feb 2003 | 10 | Oct 2003 | 8 | 18 | 18.13 |
| -24.76% | Mar 2000 | Sep 2001 | 19 | Apr 2002 | 7 | 26 | 13.27 |
| -24.47% | Jan 1962 | Jun 1962 | 6 | Dec 1963 | 18 | 24 | 11.97 |
| -24.21% | Jun 1946 | Feb 1948 | 21 | Jan 1950 | 23 | 44 | 16.53 |
| -23.11% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 12.87 |
| -22.06% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 9.08 |
| -20.35% | Sep 1978 | Oct 1978 | 2 | Apr 1979 | 6 | 8 | 10.34 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -84.15% | Sep 1929 | May 1932 | 33 | Jul 1936 | 50 | 83 | 50.33 |
| -68.20% | Dec 1968 | Dec 1974 | 73 | Jul 1980 | 67 | 140 | 35.87 |
| -55.01% | Mar 1937 | Mar 1938 | 13 | May 1944 | 74 | 87 | 32.70 |
| -52.76% | Jun 2007 | Feb 2009 | 21 | Apr 2011 | 26 | 47 | 25.22 |
| -40.34% | Jun 1946 | Feb 1948 | 21 | Jan 1951 | 35 | 56 | 28.96 |
| -37.59% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 | 17.24 |
| -35.05% | Sep 1989 | Oct 1990 | 14 | Oct 1991 | 12 | 26 | 14.95 |
| -34.41% | Sep 1987 | Nov 1987 | 3 | Aug 1989 | 21 | 24 | 17.16 |
| -32.82% | Mar 2000 | Mar 2003 | 37 | Jan 2004 | 10 | 47 | 18.70 |
| -30.21% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 14.37 |
| -28.28% | Jun 2021 | Sep 2022 | 16 | in progress | 12 | 28 | 16.32 |
| -24.97% | Jan 1962 | Jun 1962 | 6 | Jan 1964 | 19 | 25 | 12.54 |
| -24.17% | Jun 1981 | Jul 1982 | 14 | Nov 1982 | 4 | 18 | 15.53 |
| -22.74% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 9.50 |
| -22.34% | Jul 1983 | Jul 1984 | 13 | Jul 1985 | 12 | 25 | 11.94 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -42.26 |
03/2008 02/2009 |
0.57$ | -8.58 | 0.91$ | 11.28 | 1.11$ | 29.99 | 1.29$ | 95.95 |
04/2020 03/2021 |
1.95$ | 9.95 | 25.79% |
| 2Y | -27.63 |
03/2007 02/2009 |
0.52$ | -1.10 | 0.97$ | 11.60 | 1.24$ | 22.03 | 1.48$ | 46.28 |
03/2009 02/2011 |
2.13$ | -5.53 | 16.62% |
| 3Y | -17.22 |
03/2006 02/2009 |
0.56$ | 1.71 | 1.05$ | 11.52 | 1.38$ | 18.76 | 1.67$ | 30.97 |
03/2009 02/2012 |
2.24$ | 11.99 | 10.77% |
| 5Y | -5.17 |
03/2004 02/2009 |
0.76$ | 2.82 | 1.14$ | 10.03 | 1.61$ | 15.72 | 2.07$ | 27.80 |
03/2009 02/2014 |
3.40$ | 3.15 | 4.32% |
| 7Y | -0.74 |
04/2002 03/2009 |
0.94$ | 6.47 | 1.55$ | 9.64 | 1.90$ | 13.30 | 2.39$ | 19.01 |
04/2009 03/2016 |
3.38$ | 7.73 | 0.72% |
| 10Y | 2.72 |
03/1999 02/2009 |
1.30$ | 7.01 | 1.96$ | 10.12 | 2.62$ | 12.52 | 3.25$ | 18.19 |
03/2009 02/2019 |
5.31$ | 8.11 | 0.00% |
| 15Y | 5.28 |
03/1994 02/2009 |
2.16$ | 7.72 | 3.05$ | 9.05 | 3.66$ | 10.29 | 4.34$ | 12.68 |
04/2003 03/2018 |
5.99$ | 9.50 | 0.00% |
| 20Y | 6.49 |
04/2000 03/2020 |
3.51$ | 9.00 | 5.60$ | 9.92 | 6.63$ | 10.77 | 7.73$ | 11.66 |
09/1998 08/2018 |
9.08$ | 9.55 | 0.00% |
| 30Y | 9.57 |
10/1993 09/2023 |
15.50$ | 9.57 | 15.50$ | 9.57 | 15.50$ | 9.57 | 15.50$ | 9.57 |
10/1993 09/2023 |
15.50$ | 9.57 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -42.39 |
03/2008 02/2009 |
0.57$ | -11.01 | 0.88$ | 9.19 | 1.09$ | 26.61 | 1.26$ | 90.95 |
04/2020 03/2021 |
1.90$ | 6.29 | 31.23% |
| 2Y | -29.13 |
03/2007 02/2009 |
0.50$ | -3.77 | 0.92$ | 9.15 | 1.19$ | 19.08 | 1.41$ | 43.24 |
03/2009 02/2011 |
2.05$ | -10.70 | 21.66% |
| 3Y | -19.01 |
03/2006 02/2009 |
0.53$ | -0.60 | 0.98$ | 8.93 | 1.29$ | 16.14 | 1.56$ | 27.93 |
03/2009 02/2012 |
2.09$ | 5.99 | 16.62% |
| 5Y | -7.62 |
03/2004 02/2009 |
0.67$ | 0.43 | 1.02$ | 7.63 | 1.44$ | 13.43 | 1.87$ | 25.24 |
03/2009 02/2014 |
3.08$ | -0.81 | 12.62% |
| 7Y | -3.17 |
04/2002 03/2009 |
0.79$ | 4.10 | 1.32$ | 6.76 | 1.58$ | 11.08 | 2.08$ | 17.11 |
04/2009 03/2016 |
3.02$ | 4.10 | 1.81% |
| 10Y | 0.14 |
03/1999 02/2009 |
1.01$ | 4.71 | 1.58$ | 7.60 | 2.08$ | 10.34 | 2.67$ | 16.14 |
03/2009 02/2019 |
4.46$ | 5.22 | 0.00% |
| 15Y | 2.72 |
03/1994 02/2009 |
1.49$ | 5.27 | 2.15$ | 6.71 | 2.64$ | 7.85 | 3.10$ | 10.42 |
04/2003 03/2018 |
4.42$ | 7.05 | 0.00% |
| 20Y | 4.33 |
04/2000 03/2020 |
2.33$ | 6.71 | 3.66$ | 7.56 | 4.29$ | 8.32 | 4.94$ | 9.27 |
09/1998 08/2018 |
5.88$ | 6.81 | 0.00% |
| 30Y | 6.86 |
10/1993 09/2023 |
7.32$ | 6.86 | 7.32$ | 6.86 | 7.32$ | 6.86 | 7.32$ | 6.86 |
10/1993 09/2023 |
7.32$ | 6.86 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -68.02 |
07/1931 06/1932 |
0.31$ | -9.70 | 0.90$ | 15.13 | 1.15$ | 36.89 | 1.36$ | 205.32 |
07/1932 06/1933 |
3.05$ | 9.95 | 26.87% |
| 2Y | -57.27 |
06/1930 05/1932 |
0.18$ | -2.12 | 0.95$ | 13.84 | 1.29$ | 28.38 | 1.64$ | 87.79 |
07/1932 06/1934 |
3.52$ | -5.53 | 18.37% |
| 3Y | -47.61 |
07/1929 06/1932 |
0.14$ | 0.56 | 1.01$ | 13.15 | 1.44$ | 23.73 | 1.89$ | 59.23 |
07/1932 06/1935 |
4.03$ | 11.99 | 14.39% |
| 5Y | -23.60 |
06/1927 05/1932 |
0.26$ | 3.07 | 1.16$ | 12.56 | 1.80$ | 20.91 | 2.58$ | 48.14 |
06/1932 05/1937 |
7.13$ | 3.15 | 9.44% |
| 7Y | -6.64 |
01/1968 12/1974 |
0.61$ | 5.81 | 1.48$ | 12.22 | 2.24$ | 18.90 | 3.35$ | 29.58 |
01/1975 12/1981 |
6.13$ | 7.73 | 5.19% |
| 10Y | -4.27 |
09/1929 08/1939 |
0.64$ | 7.28 | 2.01$ | 12.55 | 3.26$ | 16.96 | 4.78$ | 26.24 |
10/1974 09/1984 |
10.28$ | 8.11 | 1.92% |
| 15Y | 1.34 |
10/1927 09/1942 |
1.22$ | 8.60 | 3.44$ | 12.37 | 5.75$ | 16.55 | 9.94$ | 22.73 |
10/1974 09/1989 |
21.59$ | 9.50 | 0.00% |
| 20Y | 4.32 |
09/1929 08/1949 |
2.33$ | 9.60 | 6.25$ | 12.72 | 10.95$ | 16.04 | 19.60$ | 19.44 |
10/1974 09/1994 |
34.89$ | 9.55 | 0.00% |
| 30Y | 9.12 |
01/1928 12/1957 |
13.71$ | 10.80 | 21.68$ | 13.01 | 39.23$ | 14.82 | 63.22$ | 17.54 |
06/1932 05/1962 |
127.58$ | 9.57 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -64.49 |
07/1931 06/1932 |
0.35$ | -13.76 | 0.86$ | 11.20 | 1.11$ | 32.62 | 1.32$ | 226.95 |
07/1932 06/1933 |
3.26$ | 6.29 | 31.48% |
| 2Y | -52.54 |
06/1930 05/1932 |
0.22$ | -6.35 | 0.87$ | 10.19 | 1.21$ | 24.04 | 1.53$ | 89.18 |
07/1932 06/1934 |
3.57$ | -10.70 | 25.40% |
| 3Y | -43.46 |
07/1929 06/1932 |
0.18$ | -2.90 | 0.91$ | 9.48 | 1.31$ | 18.95 | 1.68$ | 58.84 |
07/1932 06/1935 |
4.00$ | 5.99 | 19.89% |
| 5Y | -19.85 |
06/1927 05/1932 |
0.33$ | -0.06 | 0.99$ | 9.43 | 1.56$ | 16.64 | 2.15$ | 46.67 |
06/1932 05/1937 |
6.78$ | -0.81 | 14.97% |
| 7Y | -12.15 |
01/1968 12/1974 |
0.40$ | 2.71 | 1.20$ | 9.13 | 1.84$ | 14.70 | 2.61$ | 26.81 |
06/1932 05/1939 |
5.27$ | 4.10 | 7.51% |
| 10Y | -3.46 |
01/1965 12/1974 |
0.70$ | 3.97 | 1.47$ | 9.06 | 2.37$ | 13.02 | 3.39$ | 18.46 |
06/1949 05/1959 |
5.44$ | 5.22 | 5.37% |
| 15Y | 0.13 |
01/1960 12/1974 |
1.01$ | 4.77 | 2.01$ | 8.46 | 3.37$ | 12.81 | 6.09$ | 17.21 |
07/1932 06/1947 |
10.82$ | 7.05 | 0.00% |
| 20Y | 2.67 |
09/1929 08/1949 |
1.69$ | 5.98 | 3.19$ | 8.21 | 4.84$ | 11.76 | 9.24$ | 15.82 |
12/1948 11/1968 |
18.86$ | 6.81 | 0.00% |
| 30Y | 5.79 |
09/1968 08/1998 |
5.41$ | 7.40 | 8.50$ | 8.40 | 11.24$ | 10.61 | 20.58$ | 14.49 |
06/1932 05/1962 |
57.87$ | 6.86 | 0.00% |
| Annualized rolling and percentiles/median 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
In which months is it better to invest in iShares Core S&P Small-Cap (IJR) ETF?
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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
3.02
60% |
0.53
60% |
-5.44
40% |
1.60
60% |
-0.40
60% |
2.20
80% |
3.70
80% |
-1.46
40% |
-3.89
20% |
1.98
80% |
4.88
80% |
-0.63
60% |
| Best |
10.6 2019 |
7.7 2021 |
3.5 2021 |
12.9 2020 |
4.4 2020 |
8.2 2023 |
9.9 2022 |
3.9 2020 |
3.4 2019 |
12.3 2022 |
18.2 2020 |
8.2 2020 |
| Worst |
-7.2 2022 |
-9.6 2020 |
-22.6 2020 |
-7.8 2022 |
-8.7 2019 |
-8.5 2022 |
-2.4 2021 |
-4.6 2019 |
-9.8 2022 |
-10.5 2018 |
-2.4 2021 |
-12.2 2018 |
Monthly Seasonality over the period Feb 1927 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.36
40% |
1.20
70% |
-1.48
60% |
0.61
60% |
0.56
70% |
2.15
90% |
2.14
70% |
-0.45
50% |
-2.28
30% |
2.29
80% |
4.74
80% |
-0.07
60% |
| Best |
10.6 2019 |
7.7 2021 |
8.2 2016 |
12.9 2020 |
6.5 2018 |
8.2 2023 |
9.9 2022 |
4.8 2018 |
7.8 2017 |
12.3 2022 |
18.2 2020 |
8.2 2020 |
| Worst |
-7.2 2022 |
-9.6 2020 |
-22.6 2020 |
-7.8 2022 |
-8.7 2019 |
-8.5 2022 |
-5.6 2014 |
-5.2 2015 |
-9.8 2022 |
-10.5 2018 |
-2.4 2021 |
-12.2 2018 |
Monthly Seasonality over the period Feb 1927 - Sep 2023
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 Gain Frequency |
2.08
63% |
0.87
59% |
0.87
66% |
1.60
64% |
0.41
60% |
1.36
64% |
1.80
61% |
1.10
60% |
-0.71
52% |
0.12
56% |
1.50
66% |
1.96
76% |
| Best |
24.8 1975 |
16.5 2000 |
11.0 1928 |
41.6 1933 |
17.5 1933 |
25.3 1938 |
37.9 1932 |
37.7 1932 |
16.9 1939 |
14.9 2011 |
18.2 2020 |
11.5 1999 |
| Worst |
-11.7 2009 |
-13.2 1933 |
-23.9 1938 |
-19.2 1932 |
-22.7 1940 |
-17.4 1930 |
-14.0 2002 |
-19.3 1998 |
-30.5 1931 |
-29.0 1987 |
-18.2 1973 |
-14.8 1931 |
Monthly Seasonality over the period Feb 1927 - Sep 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares Core S&P Small-Cap (IJR) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1927 - 30 September 2023 (~97 years)
224 Positive Months (62%) - 136 Negative Months (38%)
721 Positive Months (62%) - 440 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2000, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
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