iShares S&P Small-Cap 600 Value (IJS): Historical Returns

Data Source: from January 1927 to June 2024 (~98 years)
Consolidated Returns as of 30 June 2024
Live Update: Jul 22 2024
Category: Stocks
iShares S&P Small-Cap 600 Value (IJS) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
1.29%
1 Day
Jul 22 2024
8.64%
Current Month
July 2024

As of June 2024, in the previous 30 Years, the iShares S&P Small-Cap 600 Value (IJS) ETF obtained a 10.32% compound annual return, with a 19.52% standard deviation. It suffered a maximum drawdown of -54.13% that required 47 months to be recovered.

Table of contents
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

The ETF is related to the following investment themes:

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

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

Portfolio Name Author IJS Weight Currency
Golden Butterfly Tyler 20.00% USD
Golden Butterfly with Bitcoin 20.00% USD
Weird Portfolio Value Stock Geek 20.00% USD
Larry Portfolio Larry Swedroe 15.00% USD
Sheltered Sam 100/0 Bill Bernstein 15.00% USD
Sheltered Sam 90/10 Bill Bernstein 13.50% USD
Sheltered Sam 80/20 Bill Bernstein 12.00% USD
Sheltered Sam 70/30 Bill Bernstein 10.50% USD
Coffeehouse Bill Schultheis 10.00% USD
Coward's Portfolio Bill Bernstein 10.00% USD
Pinwheel 10.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
One-Decision Portfolio Marvin Appel 10.00% USD
Long Term Portfolio Ben Stein 10.00% USD
Aim comfortable trip Aim Ways 10.00% USD
Ideal Index Frank Armstrong 9.25% USD
Big Rocks Portfolio Larry Swedroe 9.00% USD
Sheltered Sam 60/40 Bill Bernstein 9.00% USD
Robust Alpha Architect 7.50% USD
Simple Money Portfolio Tim Maurer 7.50% USD
Sheltered Sam 50/50 Bill Bernstein 7.50% USD
Robo Advisor 100 Betterment 6.40% USD
Ultimate Buy&Hold FundAdvice 6.00% USD
Sheltered Sam 40/60 Bill Bernstein 6.00% USD
Robo Advisor 90 Betterment 5.70% USD
Robo Advisor 80 Betterment 5.00% USD
Family Taxable Portfolio Ted Aronson 5.00% USD
Tilt Toward Value Time Inc 5.00% USD
Sheltered Sam 30/70 Bill Bernstein 4.50% USD
Edge Select Aggressive Merrill Lynch 3.00% USD
Robo Advisor 50 Betterment 3.00% USD
Sheltered Sam 20/80 Bill Bernstein 3.00% USD
Edge Select Moderate Merrill Lynch 2.00% USD
Edge Select Moderately Aggressive Merrill Lynch 2.00% USD
Sheltered Sam 10/90 Bill Bernstein 1.50% USD
Robo Advisor 20 Betterment 1.20% USD
Edge Select Conservative Merrill Lynch 1.00% USD
Edge Select Moderately Conservative Merrill Lynch 1.00% USD
Robo Advisor 10 Betterment 0.60% USD
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Investment Returns as of Jun 30, 2024

The iShares S&P Small-Cap 600 Value (IJS) 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 S&P SMALL-CAP 600 VALUE (IJS) ETF
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Live Update: Jul 22 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
iShares S&P Small-Cap 600 Value (IJS) ETF 1.29 8.64 -2.71 -4.82 3.99 7.22 6.99 10.32 12.71
US Inflation Adjusted return -2.65 -6.13 0.98 2.93 4.06 7.60 9.44
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81% , 30Y: 2.53%
Need other portfolios? Select your currency here

In 2023, the iShares S&P Small-Cap 600 Value (IJS) ETF granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, from July 1994 to June 2024, would be worth 19.03$, with a total return of 1803.00% (10.32% annualized).

The Inflation Adjusted Capital would be 8.99$, with a net total return of 799.07% (7.60% annualized).

Loading data
Please wait
An investment of 1$, from January 1927 to June 2024, would be worth 116686.22$, with a total return of 11668521.55% (12.71% annualized).

The Inflation Adjusted Capital would be 6600.34$, with a net total return of 659933.62% (9.44% annualized).

Loading data
Please wait

Investment Metrics as of Jun 30, 2024

Metrics of iShares S&P Small-Cap 600 Value (IJS) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Advanced Metrics
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~98Y)
Investment Return (%) -2.71 -4.88 -4.82 3.99 -1.05 7.22 6.99 8.15 10.32 12.71
Infl. Adjusted Return (%)
-2.65 -5.13 -6.13 0.98 -5.74 2.93 4.06 5.45 7.60 9.44
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 2.81 2.56 2.53 2.99
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.88 -16.64 -20.15 -37.50 -40.32 -54.13 -54.13 -88.57
Start to Recovery (# months)
3* 5 24 12 29 47 47 166
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 15 9 10 26 26 133
End (yyyy mm) 2023 12 2023 12 2020 12 2021 01 2011 04 2011 04 1943 06
Longest Drawdown Depth (%)
same

same
-20.65 -20.65
same

same

same
Start to Recovery (# months)
31 31
Start (yyyy mm) 2023 08 2022 01 2021 06 2021 06 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 16 16 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 15 15 26 26 133
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 04 2011 04 1943 06
Longest negative period (# months)
11* 36* 38* 69 75 97 177
Period Start (yyyy mm) 2023 08 2021 07 2021 05 2014 07 2014 01 2001 02 1927 08
Period End (yyyy mm) 2024 06 2024 06 2024 06 2020 03 2020 03 2009 02 1942 04
Annualized Return (%) -2.09 -1.05 -0.02 -0.94 -0.17 -0.46 -0.27
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -17.52 -17.43 -27.54 -37.39 -41.82 -55.42 -55.42 -85.57
Start to Recovery (# months)
37* 5 36* 12 30 68 68 84
Start (yyyy mm) 2023 08 2021 07 2020 01 2018 09 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 28 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 8 9 11 47 47 51
End (yyyy mm) 2023 12 - 2020 12 2021 02 2013 01 2013 01 1936 08
Longest Drawdown Depth (%) -7.78
same
-28.65 -28.65
same

same
-57.83
Start to Recovery (# months)
6* 37* 37* 112
Start (yyyy mm) 2024 01 2021 07 2021 06 2021 06 2007 06 2007 06 1968 12
Start to Bottom (# months) 4 28 29 29 21 21 73
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 1974 12
Bottom to End (# months) 2 8 8 8 47 47 39
End (yyyy mm) - - - - 2013 01 2013 01 1978 03
Longest negative period (# months)
11* 36* 52 73 87 137 176
Period Start (yyyy mm) 2023 08 2021 07 2019 07 2017 10 2004 07 1997 10 1927 09
Period End (yyyy mm) 2024 06 2024 06 2023 10 2023 10 2011 09 2009 02 1942 04
Annualized Return (%) -4.96 -5.74 -0.01 -0.11 -0.04 -0.28 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 22.70 22.12 25.39 21.67 20.63 19.52 20.63
Sharpe Ratio -0.06 -0.18 0.20 0.26 0.33 0.41 0.42
Sortino Ratio -0.09 -0.28 0.28 0.36 0.44 0.55 0.58
Ulcer Index 6.89 8.00 11.64 10.50 13.80 12.89 21.42
Ratio: Return / Standard Deviation 0.18 -0.05 0.28 0.32 0.39 0.53 0.62
Ratio: Return / Deepest Drawdown 0.24 -0.05 0.19 0.17 0.15 0.19 0.14
Positive Months (%)
50.00 47.22 58.33 61.66 63.75 64.44 64.10
Positive Months 6 17 35 74 153 232 750
Negative Months 6 19 25 46 87 128 420
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.99 17.29 17.29 29.84
Worst 10 Years Return (%) - Annualized 5.49 3.72 -5.61
Best 10 Years Return (%) - Annualized 4.06 15.25 15.25 20.95
Worst 10 Years Return (%) - Annualized 3.42 1.10 -3.45
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 104.15 31.22 27.24 17.29 12.03 10.32
Worst Rolling Return (%) - Annualized -43.03 -18.25 -5.86 3.72 7.20
Positive Periods (%) 73.3 88.3 95.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 98.94 27.95 24.67 15.25 9.52 7.60
Worst Rolling Return (%) - Annualized -43.04 -19.99 -8.29 1.10 5.01
Positive Periods (%) 70.2 84.6 85.0 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.29 13.11 16.81 19.25 21.03 0.09 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 10.63 17.16 22.54 29.43 35.56 8.86 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.13 19.76 26.22 36.70 49.25 14.35 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 14.57 23.99 32.20 41.12 63.88 29.72 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.98 23.58 15.04 9.43 7.17 10.25
Perpetual Withdrawal Rate (%) --- --- --- 1.58 5.08 9.11
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1927 - Jun 2024)
Best Rolling Return (%) - Annualized 211.23 57.02 49.56 29.84 22.53 20.14
Worst Rolling Return (%) - Annualized -69.93 -49.09 -25.77 -5.61 4.74 9.52
Positive Periods (%) 72.8 86.7 90.7 96.7 100.0 100.0
Best Rolling Return (%) - Annualized 233.29 56.63 48.07 20.95 17.24 15.52
Worst Rolling Return (%) - Annualized -66.62 -45.05 -22.13 -3.45 3.11 6.95
Positive Periods (%) 69.0 82.2 86.7 98.6 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.62 13.43 16.92 25.69 30.49 29.58 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 11.09 17.71 22.97 39.76 83.12 90.57 1.61 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.68 20.46 26.86 47.74 158.11 131.75 31.58 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 15.26 24.93 33.18 58.01 184.22 170.38 47.40 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 54.32 12.48 7.47 4.92 3.38 3.12
Perpetual Withdrawal Rate (%) --- --- --- --- 1.55 2.82
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing

Correlations as of Jun 30, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares S&P Small-Cap 600 Value (IJS) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly correlations as of 30 June 2024
Swipe left to see all data
Correlation vs IJS
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.85
0.85
0.85
0.85
0.85
SPY
US Large Cap Blend
0.81
0.82
0.82
0.81
0.81
IJH
US Mid Cap Blend
0.95
0.95
0.95
0.93
0.93
IJR
US Small Cap Blend
1.00
0.99
0.99
0.96
0.96
VNQ
US REITs
0.92
0.81
0.70
0.69
0.69
QQQ
US Technology
0.76
0.65
0.65
0.62
0.62
PFF
US Preferred Stocks
0.74
0.73
0.64
0.45
0.45
EFA
EAFE Stocks
0.92
0.84
0.76
0.74
0.71
VT
World All Countries
0.89
0.87
0.84
0.81
0.80
EEM
Emerging Markets
0.80
0.72
0.63
0.68
0.65
BND
US Total Bond Market
0.82
0.39
0.24
0.09
0.10
TLT
US Long Term Treasuries
0.84
0.06
-0.06
-0.18
-0.16
BIL
US Cash
0.03
-0.16
-0.12
-0.03
-0.03
TIP
US TIPS
0.79
0.47
0.33
0.13
0.14
LQD
US Invest. Grade Bonds
0.83
0.55
0.43
0.26
0.27
HYG
US High Yield Bonds
0.88
0.77
0.74
0.67
0.67
CWB
US Convertible Bonds
0.96
0.80
0.79
0.81
0.82
BNDX
International Bonds
0.80
0.43
0.29
0.12
0.13
EMB
Emerg. Market Bonds
0.94
0.68
0.55
0.50
0.50
GLD
Gold
0.21
0.05
-0.04
0.03
0.03
DBC
Commodities
-0.08
0.55
0.50
0.35
0.35
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 S&P SMALL-CAP 600 VALUE (IJS) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Inflation Adjusted:

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

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 S&P SMALL-CAP 600 VALUE (IJS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

If you need a deeper detail about rolling returns, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares S&P Small-Cap 600 Value (IJS) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from January 1927 to June 2024.

Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares S&P Small-Cap 600 Value (IJS) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
232 Positive Months (64%) - 128 Negative Months (36%)
750 Positive Months (64%) - 420 Negative Months (36%)

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)

Loading data
Please wait
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.

The first official book of
Build wealth
with Lazy Portfolios and Passive Investing