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

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
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%

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$, with a net total return of 632.67% (6.86% annualized).
An investment of 1$, 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).

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
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 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).
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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.

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)
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 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)
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$ 11.28 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
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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 -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.
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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
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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
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.

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