iShares Core S&P Small-Cap (IJR): Historical Returns

Data Source: from January 1927 to January 2024 (~97 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 21 2024
Category: Stocks
iShares Core S&P Small-Cap (IJR) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.30%
1 Day
Feb 21 2024
1.92%
Current Month
February 2024

In the last 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 9.70% compound annual return, with a 19.32% standard deviation.

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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 Currency
No Brainer Portfolio Bill Bernstein 25.00% USD
Gone Fishin' Portfolio Alexander Green 15.00% USD
Eliminate Fat Tails Larry Swedroe 15.00% USD
Paul Boyer Portfolio Paul Boyer 12.50% USD
Coffeehouse Bill Schultheis 10.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
Family Taxable Portfolio Ted Aronson 10.00% USD
Big Rocks Portfolio Larry Swedroe 9.00% USD
7Twelve Portfolio Craig Israelsen 8.33% USD
Sandwich Portfolio Bob Clyatt 8.00% USD
Simple Money Portfolio Tim Maurer 7.50% USD
Ultimate Buy&Hold FundAdvice 6.00% USD
Coward's Portfolio Bill Bernstein 5.00% USD
Sheltered Sam 100/0 Bill Bernstein 5.00% USD
Sheltered Sam 90/10 Bill Bernstein 4.50% USD
Lifepath Fund iShares 4.15% USD
Sheltered Sam 80/20 Bill Bernstein 4.00% USD
Sheltered Sam 70/30 Bill Bernstein 3.50% USD
Sheltered Sam 60/40 Bill Bernstein 3.00% USD
Gretchen Tai Portfolio Gretchen Tai 3.00% USD
Sheltered Sam 50/50 Bill Bernstein 2.50% USD
Sheltered Sam 40/60 Bill Bernstein 2.00% USD
Sheltered Sam 30/70 Bill Bernstein 1.50% USD
Sheltered Sam 20/80 Bill Bernstein 1.00% USD
Sheltered Sam 10/90 Bill Bernstein 0.50% USD

Investment Returns as of Jan 31, 2024

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.
  • the actual US Inflation rates.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 21 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
iShares Core S&P Small-Cap (IJR) ETF -0.30 1.92 -3.93 -0.35 1.83 7.89 8.60 9.70 11.40
US Inflation Adjusted return -4.22 -1.98 -1.24 3.58 5.66 6.99 8.17
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the iShares Core S&P Small-Cap (IJR) ETF granted a 1.51% 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 Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 16.06$, with a total return of 1505.96% (9.70% annualized).

The Inflation Adjusted Capital now would be 7.59$, with a net total return of 658.68% (6.99% annualized).
An investment of 1$, since January 1927, now would be worth 35757.46$, with a total return of 3575645.98% (11.40% annualized).

The Inflation Adjusted Capital now would be 2044.59$, with a net total return of 204358.57% (8.17% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares Core S&P Small-Cap (IJR) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Advanced Metrics
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) -3.93 17.31 -0.35 1.83 3.68 7.89 8.60 9.20 9.70 11.40
Infl. Adjusted Return (%) details -4.22 16.49 -1.98 -1.24 -1.88 3.58 5.66 6.46 6.99 8.17
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.99
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -15.05 -23.11 -32.77 -36.12 -51.79 -51.79 -87.45
Start to Recovery (# months) details 5 25* 11 28 45 45 90
Start (yyyy mm) 2023 08 2022 01 2020 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 3 19 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 16 8 9 24 24 57
End (yyyy mm) 2023 12 - 2020 11 2020 12 2011 02 2011 02 1937 02
Longest Drawdown Depth (%) -10.50
same as
deepest
-23.11
same as
deepest

same as
deepest

same as
deepest
-54.15
Start to Recovery (# months) details 6 25* 97
Start (yyyy mm) 2023 02 2022 01 2022 01 2018 09 2007 06 2007 06 1968 12
Start to Bottom (# months) 4 9 9 19 21 21 70
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2020 03 2009 02 2009 02 1974 09
Bottom to End (# months) 2 16 16 9 24 24 27
End (yyyy mm) 2023 07 - - 2020 12 2011 02 2011 02 1976 12
Longest negative period (# months) details 10 34* 34* 44 68 110 173
Period Start (yyyy mm) 2023 02 2021 04 2021 04 2016 08 2006 02 2000 01 1927 12
Period End (yyyy mm) 2023 11 2024 01 2024 01 2020 03 2011 09 2009 02 1942 04
Annualized Return (%) -7.18 -0.02 -0.02 -0.82 -0.10 -0.13 -0.03
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -15.86 -28.48 -32.64 -37.72 -53.14 -53.14 -84.15
Start to Recovery (# months) details 5 32* 11 28 47 47 83
Start (yyyy mm) 2023 08 2021 06 2020 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 29 3 19 21 21 33
Bottom (yyyy mm) 2023 10 2023 10 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 3 8 9 26 26 50
End (yyyy mm) 2023 12 - 2020 11 2020 12 2011 04 2011 04 1936 07
Longest Drawdown Depth (%) -11.39
same as
deepest
-28.48 -28.48
same as
deepest

same as
deepest
-68.20
Start to Recovery (# months) details 6 32* 32* 140
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2007 06 2007 06 1968 12
Start to Bottom (# months) 4 29 29 29 21 21 73
Bottom (yyyy mm) 2023 05 2023 10 2023 10 2023 10 2009 02 2009 02 1974 12
Bottom to End (# months) 2 3 3 3 26 26 67
End (yyyy mm) 2023 07 - - - 2011 04 2011 04 1980 07
Longest negative period (# months) details 12* 36* 56 69 82 140 170
Period Start (yyyy mm) 2023 02 2021 02 2019 03 2014 07 2004 12 1997 07 1928 05
Period End (yyyy mm) 2024 01 2024 01 2023 10 2020 03 2011 09 2009 02 1942 06
Annualized Return (%) -1.24 -1.88 -0.35 -0.03 -0.04 -0.02 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 21.65 20.84 23.70 20.06 19.46 19.32 20.93
Sharpe Ratio -0.15 0.07 0.26 0.37 0.41 0.39 0.35
Sortino Ratio -0.26 0.11 0.35 0.51 0.55 0.52 0.49
Ulcer Index 7.15 10.80 11.28 10.11 12.85 12.38 21.01
Ratio: Return / Standard Deviation 0.08 0.18 0.33 0.43 0.47 0.50 0.54
Ratio: Return / Deepest Drawdown 0.12 0.16 0.24 0.24 0.18 0.19 0.13
% Positive Months details 33% 52% 60% 62% 62% 61% 62%
Positive Months 4 19 36 75 150 223 723
Negative Months 8 17 24 45 90 137 442
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.60 18.19 18.19 26.24
Worst 10 Years Return (%) - Annualized 6.41 2.72 -4.27
Best 10 Years Return (%) - Annualized 5.66 16.14 16.14 18.50
Worst 10 Years Return (%) - Annualized 4.19 0.13 -3.44
ROLLING PERIODS
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 9.70
Worst Rolling Return (%) - Annualized -42.26 -17.22 -5.17 2.72 6.49
% Positive Periods 73% 89% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.43 24.40 15.75 9.89 6.56 8.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.18 4.03 6.99
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 90.95 27.91 25.21 16.14 9.28 6.99
Worst Rolling Return (%) - Annualized -42.26 -18.98 -7.61 0.13 4.32
% Positive Periods 68% 83% 87% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.43 24.40 15.75 9.89 6.56 8.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.18 4.03 6.99
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Jan 2024)
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%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.04 13.05 7.93 5.28 3.61 3.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.49 2.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 226.95 58.84 46.67 18.50 15.81 14.48
Worst Rolling Return (%) - Annualized -64.49 -43.46 -19.85 -3.44 2.70 5.79
% Positive Periods 68% 80% 84% 94% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.04 13.05 7.93 5.28 3.61 3.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.49 2.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

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.

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 January 2024
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
0.82
0.90
0.89
0.88
0.88
SPY
US Large Cap
0.75
0.87
0.85
0.82
0.81
VNQ
US REITs
0.89
0.80
0.71
0.65
0.65
QQQ
US Technology
0.55
0.74
0.70
0.72
0.72
PFF
Preferred Stocks
0.71
0.74
0.65
0.43
0.42
EFA
EAFE Stocks
0.75
0.85
0.77
0.75
0.72
VT
World All Countries
0.81
0.91
0.86
0.82
0.81
EEM
Emerging Markets
0.72
0.74
0.63
0.70
0.68
VGK
Europe
0.74
0.85
0.75
0.74
0.73
VPL
Pacific
0.77
0.84
0.76
0.65
0.61
FLLA
Latin America
0.81
0.75
0.53
0.63
0.62
BND
US Total Bond Market
0.58
0.39
0.26
0.08
0.08
TLT
Long Term Treasuries
0.67
0.04
-0.04
-0.17
-0.16
BIL
US Cash
0.25
-0.15
-0.12
-0.05
-0.05
TIP
TIPS
0.48
0.48
0.36
0.12
0.12
LQD
Invest. Grade Bonds
0.63
0.56
0.46
0.25
0.25
HYG
High Yield Bonds
0.71
0.81
0.76
0.66
0.65
CWB
US Convertible Bonds
0.93
0.86
0.83
0.84
0.85
BNDX
International Bonds
0.55
0.45
0.32
0.13
0.14
EMB
Emerg. Market Bonds
0.81
0.70
0.56
0.52
0.51
GLD
Gold
-0.03
0.10
-0.02
0.06
0.06
DBC
Commodities
0.10
0.55
0.47
0.37
0.36

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Inflation Adjusted:
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 16 25 12.86
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 99 3.6 Months 27.42%
 
DD = 0% 27.42%
 
0% < DD <= -5% 92 3.9 Months 25.48%
 
DD <= -5% 52.91%
 
-5% < DD <= -10% 53 6.8 Months 14.68%
 
DD <= -10% 67.59%
 
-10% < DD <= -15% 46 7.8 Months 12.74%
 
DD <= -15% 80.33%
 
-15% < DD <= -20% 28 12.9 Months 7.76%
 
DD <= -20% 88.09%
 
-20% < DD <= -25% 23 15.7 Months 6.37%
 
DD <= -25% 94.46%
 
-25% < DD <= -30% 9 40.1 Months 2.49%
 
DD <= -30% 96.95%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 97.51%
 
-35% < DD <= -40% 5 72.2 Months 1.39%
 
DD <= -40% 98.89%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.14% Jun 2007 Feb 2009 21 Apr 2011 26 47 25.57
-37.72% Sep 2018 Mar 2020 19 Dec 2020 9 28 17.36
-32.86% Mar 2000 Feb 2003 36 Jan 2004 11 47 18.60
-30.34% May 1998 Aug 1998 4 Dec 1999 16 20 14.50
-28.48% Jun 2021 Oct 2023 29 in progress 3 32 17.09
-22.92% May 2011 Sep 2011 5 Mar 2012 6 11 9.78
-12.25% Jun 1996 Jul 1996 2 Dec 1996 5 7 5.80
-12.14% Apr 2015 Jan 2016 10 Jul 2016 6 16 5.51
-9.61% Apr 2006 Jul 2006 4 Nov 2006 4 8 5.54
-9.61% Feb 1994 Jun 1994 5 May 1995 11 16 5.53
-8.58% Mar 2005 Apr 2005 2 Jun 2005 2 4 4.22
-7.50% Apr 2012 May 2012 2 Sep 2012 4 6 3.59
-7.32% Feb 1997 Mar 1997 2 May 1997 2 4 4.69
-6.77% Jul 2014 Sep 2014 3 Dec 2014 3 6 3.40
-6.60% Jul 2004 Aug 2004 2 Nov 2004 3 5 3.67
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 82 4.4 Months 22.71%
 
DD = 0% 22.71%
 
0% < DD <= -5% 86 4.2 Months 23.82%
 
DD <= -5% 46.54%
 
-5% < DD <= -10% 51 7.1 Months 14.13%
 
DD <= -10% 60.66%
 
-10% < DD <= -15% 47 7.7 Months 13.02%
 
DD <= -15% 73.68%
 
-15% < DD <= -20% 35 10.3 Months 9.70%
 
DD <= -20% 83.38%
 
-20% < DD <= -25% 23 15.7 Months 6.37%
 
DD <= -25% 89.75%
 
-25% < DD <= -30% 18 20.1 Months 4.99%
 
DD <= -30% 94.74%
 
-30% < DD <= -35% 9 40.1 Months 2.49%
 
DD <= -35% 97.23%
 
-35% < DD <= -40% 5 72.2 Months 1.39%
 
DD <= -40% 98.61%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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 16 25 12.86
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 334 3.5 Months 28.64%
 
DD = 0% 28.64%
 
0% < DD <= -5% 239 4.9 Months 20.50%
 
DD <= -5% 49.14%
 
-5% < DD <= -10% 149 7.8 Months 12.78%
 
DD <= -10% 61.92%
 
-10% < DD <= -15% 101 11.5 Months 8.66%
 
DD <= -15% 70.58%
 
-15% < DD <= -20% 82 14.2 Months 7.03%
 
DD <= -20% 77.62%
 
-20% < DD <= -25% 51 22.9 Months 4.37%
 
DD <= -25% 81.99%
 
-25% < DD <= -30% 51 22.9 Months 4.37%
 
DD <= -30% 86.36%
 
-30% < DD <= -35% 37 31.5 Months 3.17%
 
DD <= -35% 89.54%
 
-35% < DD <= -40% 34 34.3 Months 2.92%
 
DD <= -40% 92.45%
 
-40% < DD <= -45% 18 64.8 Months 1.54%
 
DD <= -45% 94.00%
 
-45% < DD <= -50% 9 129.6 Months 0.77%
 
DD <= -50% 94.77%
 
-50% < DD <= -55% 15 77.7 Months 1.29%
 
DD <= -55% 96.05%
 
-55% < DD <= -60% 16 72.9 Months 1.37%
 
DD <= -60% 97.43%
 
-60% < DD <= -65% 8 145.8 Months 0.69%
 
DD <= -65% 98.11%
 
-65% < DD <= -70% 2 583.0 Months 0.17%
 
DD <= -70% 98.28%
 
-70% < DD <= -100% 20 58.3 Months 1.72%
 
DD <= -100% 100.00%
 
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 35.88
-55.01% Mar 1937 Mar 1938 13 May 1944 74 87 32.70
-53.14% Jun 2007 Feb 2009 21 Apr 2011 26 47 25.57
-40.74% Jun 1946 Feb 1948 21 Jan 1951 35 56 28.96
-37.72% Sep 2018 Mar 2020 19 Dec 2020 9 28 17.36
-35.08% Oct 1989 Oct 1990 13 Oct 1991 12 25 15.31
-34.47% Sep 1987 Nov 1987 3 Aug 1989 21 24 17.22
-32.86% Mar 2000 Feb 2003 36 Jan 2004 11 47 18.60
-30.34% May 1998 Aug 1998 4 Dec 1999 16 20 14.50
-28.48% Jun 2021 Oct 2023 29 in progress 3 32 17.09
-24.97% Jan 1962 Jun 1962 6 Jan 1964 19 25 12.53
-24.25% Jun 1981 Jul 1982 14 Nov 1982 4 18 15.63
-22.92% May 2011 Sep 2011 5 Mar 2012 6 11 9.78
-22.41% Jul 1983 Jul 1984 13 Jul 1985 12 25 12.04
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 266 4.4 Months 22.81%
 
DD = 0% 22.81%
 
0% < DD <= -5% 206 5.7 Months 17.67%
 
DD <= -5% 40.48%
 
-5% < DD <= -10% 132 8.8 Months 11.32%
 
DD <= -10% 51.80%
 
-10% < DD <= -15% 99 11.8 Months 8.49%
 
DD <= -15% 60.29%
 
-15% < DD <= -20% 94 12.4 Months 8.06%
 
DD <= -20% 68.35%
 
-20% < DD <= -25% 58 20.1 Months 4.97%
 
DD <= -25% 73.33%
 
-25% < DD <= -30% 62 18.8 Months 5.32%
 
DD <= -30% 78.64%
 
-30% < DD <= -35% 67 17.4 Months 5.75%
 
DD <= -35% 84.39%
 
-35% < DD <= -40% 55 21.2 Months 4.72%
 
DD <= -40% 89.11%
 
-40% < DD <= -45% 42 27.8 Months 3.60%
 
DD <= -45% 92.71%
 
-45% < DD <= -50% 27 43.2 Months 2.32%
 
DD <= -50% 95.03%
 
-50% < DD <= -55% 20 58.3 Months 1.72%
 
DD <= -55% 96.74%
 
-55% < DD <= -60% 10 116.6 Months 0.86%
 
DD <= -60% 97.60%
 
-60% < DD <= -65% 6 194.3 Months 0.51%
 
DD <= -65% 98.11%
 
-65% < DD <= -70% 6 194.3 Months 0.51%
 
DD <= -70% 98.63%
 
-70% < DD <= -100% 16 72.9 Months 1.37%
 
DD <= -100% 100.00%
 

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Inflation Adjusted:
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 -42.26 03/2008
02/2009
0.57$ -8.58 0.91$ 11.60 1.11$ 29.99 1.29$ 95.95 04/2020
03/2021
1.95$ 1.83 26.07%
2Y -27.63 03/2007
02/2009
0.52$ -1.29 0.97$ 11.37 1.24$ 22.03 1.48$ 46.28 03/2009
02/2011
2.13$ 0.36 17.51%
3Y -17.22 03/2006
02/2009
0.56$ 1.71 1.05$ 11.04 1.36$ 18.76 1.67$ 30.97 03/2009
02/2012
2.24$ 3.68 10.77%
5Y -5.17 03/2004
02/2009
0.76$ 2.82 1.14$ 9.92 1.60$ 15.72 2.07$ 27.80 03/2009
02/2014
3.40$ 7.89 4.32%
7Y -0.74 04/2002
03/2009
0.94$ 6.47 1.55$ 9.60 1.89$ 13.23 2.38$ 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$ 10.05 2.60$ 12.52 3.25$ 18.19 03/2009
02/2019
5.31$ 8.60 0.00%
15Y 5.28 03/1994
02/2009
2.16$ 7.74 3.05$ 9.08 3.68$ 10.35 4.38$ 13.37 02/2009
01/2024
6.56$ 13.37 0.00%
20Y 6.49 04/2000
03/2020
3.51$ 8.99 5.59$ 9.82 6.50$ 10.77 7.73$ 11.66 09/1998
08/2018
9.08$ 9.20 0.00%
30Y 9.70 02/1994
01/2024
16.05$ 9.70 16.05$ 9.70 16.05$ 9.70 16.05$ 9.70 02/1994
01/2024
16.05$ 9.70 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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$ -10.95 0.89$ 9.20 1.09$ 26.55 1.26$ 90.95 04/2020
03/2021
1.90$ -1.24 31.23%
2Y -29.09 03/2007
02/2009
0.50$ -4.16 0.91$ 8.85 1.18$ 19.02 1.41$ 43.22 03/2009
02/2011
2.05$ -4.16 22.55%
3Y -18.98 03/2006
02/2009
0.53$ -1.12 0.96$ 8.73 1.28$ 16.09 1.56$ 27.91 03/2009
02/2012
2.09$ -1.88 16.92%
5Y -7.61 03/2004
02/2009
0.67$ 0.43 1.02$ 7.57 1.44$ 13.47 1.88$ 25.21 03/2009
02/2014
3.07$ 3.58 12.96%
7Y -3.18 04/2002
03/2009
0.79$ 3.93 1.30$ 6.56 1.56$ 11.11 2.09$ 17.10 04/2009
03/2016
3.01$ 4.10 1.81%
10Y 0.13 03/1999
02/2009
1.01$ 4.56 1.56$ 7.54 2.06$ 10.34 2.67$ 16.14 03/2009
02/2019
4.46$ 5.66 0.00%
15Y 2.71 03/1994
02/2009
1.49$ 5.43 2.20$ 6.83 2.69$ 8.05 3.19$ 10.54 02/2009
01/2024
4.49$ 10.54 0.00%
20Y 4.32 04/2000
03/2020
2.33$ 6.66 3.63$ 7.48 4.23$ 8.32 4.94$ 9.28 09/1998
08/2018
5.89$ 6.46 0.00%
30Y 6.99 02/1994
01/2024
7.58$ 6.99 7.58$ 6.99 7.58$ 6.99 7.58$ 6.99 02/1994
01/2024
7.58$ 6.99 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -68.02 07/1931
06/1932
0.31$ -9.70 0.90$ 15.09 1.15$ 36.73 1.36$ 205.32 07/1932
06/1933
3.05$ 1.83 26.95%
2Y -57.27 06/1930
05/1932
0.18$ -2.25 0.95$ 13.69 1.29$ 28.38 1.64$ 87.79 07/1932
06/1934
3.52$ 0.36 18.56%
3Y -47.61 07/1929
06/1932
0.14$ 0.57 1.01$ 13.14 1.44$ 23.73 1.89$ 59.23 07/1932
06/1935
4.03$ 3.68 14.34%
5Y -23.60 06/1927
05/1932
0.26$ 3.09 1.16$ 12.46 1.79$ 20.90 2.58$ 48.14 06/1932
05/1937
7.13$ 7.89 9.40%
7Y -6.64 01/1968
12/1974
0.61$ 5.81 1.48$ 12.19 2.23$ 18.90 3.35$ 29.58 01/1975
12/1981
6.13$ 7.73 5.18%
10Y -4.27 09/1929
08/1939
0.64$ 7.28 2.01$ 12.52 3.25$ 16.94 4.78$ 26.24 10/1974
09/1984
10.28$ 8.60 1.91%
15Y 1.34 10/1927
09/1942
1.22$ 8.60 3.44$ 12.37 5.75$ 16.54 9.93$ 22.73 10/1974
09/1989
21.59$ 13.37 0.00%
20Y 4.32 09/1929
08/1949
2.33$ 9.58 6.22$ 12.70 10.91$ 16.04 19.58$ 19.44 10/1974
09/1994
34.89$ 9.20 0.00%
30Y 9.12 01/1928
12/1957
13.71$ 10.77 21.53$ 12.99 38.99$ 14.82 63.17$ 17.54 06/1932
05/1962
127.58$ 9.70 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$ -13.79 0.86$ 11.17 1.11$ 32.60 1.32$ 226.95 07/1932
06/1933
3.26$ -1.24 31.54%
2Y -52.54 06/1930
05/1932
0.22$ -6.41 0.87$ 10.14 1.21$ 24.01 1.53$ 89.18 07/1932
06/1934
3.57$ -4.16 25.57%
3Y -43.46 07/1929
06/1932
0.18$ -2.88 0.91$ 9.44 1.31$ 18.94 1.68$ 58.84 07/1932
06/1935
4.00$ -1.88 19.91%
5Y -19.85 06/1927
05/1932
0.33$ 0.00 0.99$ 9.42 1.56$ 16.62 2.15$ 46.67 06/1932
05/1937
6.78$ 3.58 15.01%
7Y -12.11 01/1968
12/1974
0.40$ 2.72 1.20$ 9.07 1.83$ 14.71 2.61$ 26.81 06/1932
05/1939
5.27$ 4.10 7.49%
10Y -3.44 01/1965
12/1974
0.70$ 3.99 1.47$ 9.05 2.37$ 13.00 3.39$ 18.50 06/1949
05/1959
5.45$ 5.66 5.35%
15Y 0.13 01/1960
12/1974
1.01$ 4.79 2.01$ 8.48 3.38$ 12.76 6.05$ 17.21 07/1932
06/1947
10.82$ 10.54 0.00%
20Y 2.70 09/1929
08/1949
1.70$ 5.99 3.20$ 8.20 4.83$ 11.75 9.23$ 15.81 12/1948
11/1968
18.83$ 6.46 0.00%
30Y 5.79 09/1968
08/1998
5.41$ 7.38 8.46$ 8.39 11.21$ 10.60 20.55$ 14.48 06/1932
05/1962
57.82$ 6.99 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.
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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
0.10
40%
0.53
60%
-5.44
40%
1.60
60%
-0.40
60%
2.20
80%
3.70
80%
-1.46
40%
-3.89
20%
2.93
80%
6.21
80%
4.37
80%
Best 9.5
2023
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
12.8
2023
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
-5.8
2023
-2.4
2021
-6.7
2022
Monthly Seasonality over the period Feb 1927 - Jan 2024
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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
0.33
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%
1.36
70%
5.12
80%
1.07
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
12.8
2023
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 - Jan 2024
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
2.02
62%
0.87
59%
0.87
66%
1.60
64%
0.41
60%
1.36
64%
1.80
61%
1.10
60%
-0.71
52%
0.06
56%
1.57
66%
2.08
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
12.8
2023
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 - Jan 2024

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
223 Positive Months (62%) - 137 Negative Months (38%)
723 Positive Months (62%) - 442 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2000, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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