US Small/Large Caps – Value/Growth Returns

Returns as of 31 March 2025
Currency: USD

The best performing in the last 30 Years is US Large Cap Growth, that granted a +11.21% annualized return.

The worst is US Small Cap Growth, with a +9.43% annualized return in the last 30 Years.

By exploring the following metrics, you can analyze performance trends, volatility, and other key factors to build a well-diversified and efficient investment strategy. Whether you’re an experienced investor or just beginning, this information is designed to support your decision-making process in creating a strong lazy portfolio.

Additionally, you can choose to view data in different currencies to better align with your investment needs.

Metrics as of 31 March 2025

Columns are sortable, US Stock Styles are pre-ordered by 30Y return.

US STOCK STYLES - USD CURRENCY
Return - Risk - Drawdown
Last Update as of 31 March 2025
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2025. Inflation (annualized) is 1Y: 2.39% , 3Y: 3.60% , 5Y: 4.37% , 10Y: 3.08% , 30Y: 2.53%
Returns over 1 year are annualized. Last update: 31 March 2025.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 31 March 2025.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 31 March 2025.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2025. 2025: 0.63%, 2024: 2.90%, 2023: 3.32%, 2022: 6.41%
Last update: 31 March 2025.
Swipe left to see all data
Return (%) - Mar 31, 2025
St.Dev. (%)
Ann. Return / St.Dev.
Max Drawdown (%)
Return / Drawdown
Ulcer Index
YTD(%)
Yearly Returns (%)
Ticker Asset 1M 3M 6M 1Y 3Y 5Y 10Y 30Y ▾ 1Y 5Y 10Y 30Y 1Y 5Y 10Y 30Y 5Y 10Y 30Y 5Y 10Y 30Y 5Y 10Y 30Y 2025 2024 2023 2022 2021 2020 2019 2018
VUG
US Large Cap Growth
-8.48
-9.54
-3.16
8.27
9.51
19.53
14.54
11.21
 15.56 20.96 17.91 16.90 0.53 0.93 0.81 0.66 -33.15 -33.15 -53.58 0.59 0.44 0.21 13.37 10.04 20.95
-9.54
32.69
46.83
-33.15
27.34
40.22
37.03
-3.31
IJH
US Mid Cap Blend
-5.45
-6.10
-5.73
-2.64
4.40
16.87
8.38
10.75
 16.94 19.88 18.67 17.60 -0.16 0.85 0.45 0.61 -21.57 -29.70 -49.45 0.78 0.28 0.22 7.20 7.40 10.23
-6.10
13.92
16.42
-13.10
24.71
13.58
26.10
-11.18
VOE
US Mid Cap Value
-2.61
-0.11
-3.03
5.40
4.81
17.22
8.18
10.71
 13.84 17.80 17.42 16.81 0.39 0.97 0.47 0.64 -17.81 -31.25 -56.45 0.97 0.26 0.19 5.28 6.90 11.84
-0.11
14.00
9.86
-7.95
28.76
2.59
27.84
-12.45
SPY
US Large Cap Blend
-5.57
-4.27
-1.88
8.30
8.98
18.48
12.42
10.31
 11.89 16.74 15.29 15.16 0.70 1.10 0.81 0.68 -23.93 -23.93 -50.80 0.77 0.52 0.20 7.84 6.42 14.76
-4.27
24.89
26.19
-18.17
28.74
18.37
31.22
-4.56
IJS
US Small Cap Value
-6.39
-9.92
-8.70
-3.38
0.02
16.08
6.71
10.05
 21.24 22.96 22.08 19.80 -0.16 0.70 0.30 0.51 -20.65 -40.32 -54.13 0.78 0.17 0.19 7.12 10.64 12.93
-9.92
7.33
14.69
-11.33
30.53
2.63
24.12
-12.84
IJK
US Mid Cap Growth
-6.37
-8.28
-9.08
-8.04
3.57
14.29
7.92
9.97
 17.22 19.99 18.07 18.76 -0.47 0.71 0.44 0.53 -25.49 -25.49 -48.22 0.56 0.31 0.21 10.03 8.46 14.81
-8.28
15.68
17.42
-19.03
18.68
22.44
25.96
-10.52
IJR
US Small Cap Blend
-6.17
-8.97
-9.48
-3.44
0.64
15.05
7.48
9.78
 21.37 21.79 20.70 19.63 -0.16 0.69 0.36 0.50 -23.11 -36.12 -51.79 0.65 0.21 0.19 8.96 10.29 12.41
-8.97
8.63
16.07
-16.19
26.60
11.28
22.82
-8.49
VTV
US Large Cap Value
-2.46
2.63
0.11
8.56
8.05
17.08
10.32
9.56
 12.28 15.35 14.83 15.24 0.70 1.11 0.70 0.63 -15.33 -25.07 -54.78 1.11 0.41 0.17 3.70 5.39 13.64
2.63
15.95
9.33
-2.07
26.51
2.26
25.65
-5.44
IJT
US Small Cap Growth
-5.81
-7.85
-10.35
-3.72
0.93
13.62
7.75
9.43
 21.66 21.42 20.04 20.10 -0.17 0.64 0.39 0.47 -26.22 -32.91 -51.05 0.52 0.24 0.18 11.74 11.15 13.58
-7.85
9.33
17.12
-21.32
22.37
19.22
20.99
-4.39
Return over 1 year are annualized | Gray background returns are below inflation for the same period
For further information about the market seasonality, check the Asset Class Seasonality page.
Readings that may interest you

US Stock Style Matrix

Value Blend Growth
Large -2.46%
(VTV) 		-5.57%
(SPY) 		-8.48%
(VUG)
Medium -2.61%
(VOE) 		-5.45%
(IJH) 		-6.37%
(IJK)
Small -6.39%
(IJS) 		-6.17%
(IJR) 		-5.81%
(IJT)
Value Blend Growth
Large 2.63%
(VTV) 		-4.27%
(SPY) 		-9.54%
(VUG)
Medium -0.11%
(VOE) 		-6.10%
(IJH) 		-8.28%
(IJK)
Small -9.92%
(IJS) 		-8.97%
(IJR) 		-7.85%
(IJT)
Value Blend Growth
Large 0.11%
(VTV) 		-1.88%
(SPY) 		-3.16%
(VUG)
Medium -3.03%
(VOE) 		-5.73%
(IJH) 		-9.08%
(IJK)
Small -8.70%
(IJS) 		-9.48%
(IJR) 		-10.35%
(IJT)
Value Blend Growth
Large 8.56%
(VTV) 		8.30%
(SPY) 		8.27%
(VUG)
Medium 5.40%
(VOE) 		-2.64%
(IJH) 		-8.04%
(IJK)
Small -3.38%
(IJS) 		-3.44%
(IJR) 		-3.72%
(IJT)
Value Blend Growth
Large 8.05%
(VTV) 		8.98%
(SPY) 		9.51%
(VUG)
Medium 4.81%
(VOE) 		4.40%
(IJH) 		3.57%
(IJK)
Small 0.02%
(IJS) 		0.64%
(IJR) 		0.93%
(IJT)
Value Blend Growth
Large 17.08%
(VTV) 		18.48%
(SPY) 		19.53%
(VUG)
Medium 17.22%
(VOE) 		16.87%
(IJH) 		14.29%
(IJK)
Small 16.08%
(IJS) 		15.05%
(IJR) 		13.62%
(IJT)
Value Blend Growth
Large 10.32%
(VTV) 		12.42%
(SPY) 		14.54%
(VUG)
Medium 8.18%
(VOE) 		8.38%
(IJH) 		7.92%
(IJK)
Small 6.71%
(IJS) 		7.48%
(IJR) 		7.75%
(IJT)
Value Blend Growth
Large 9.56%
(VTV) 		10.31%
(SPY) 		11.21%
(VUG)
Medium 10.71%
(VOE) 		10.75%
(IJH) 		9.97%
(IJK)
Small 10.05%
(IJS) 		9.78%
(IJR) 		9.43%
(IJT)

Correlations as of 31 March 2025

Monthly correlations are calculated over different timeframes.

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US STOCK STYLES MONTHLY CORRELATIONS - USD CURRENCY
Last Update as of 31 March 2025
Swipe left to see all data
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
 - 0.79 0.49 0.97 0.91 0.89 0.84 0.86 0.88
SPY
 0.79 - 0.92 0.73 0.83 0.86 0.72 0.74 0.75
VUG
 0.49 0.92 - 0.42 0.60 0.66 0.49 0.50 0.50
VOE
 0.97 0.73 0.42 - 0.92 0.89 0.88 0.89 0.89
IJH
 0.91 0.83 0.60 0.92 - 0.99 0.96 0.97 0.97
IJK
 0.89 0.86 0.66 0.89 0.99 - 0.93 0.95 0.96
IJS
 0.84 0.72 0.49 0.88 0.96 0.93 - 0.99 0.98
IJR
 0.86 0.74 0.50 0.89 0.97 0.95 0.99 - 0.99
IJT
 0.88 0.75 0.50 0.89 0.97 0.96 0.98 0.99 -
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
 - 0.89 0.70 0.96 0.91 0.86 0.85 0.86 0.83
SPY
 0.89 - 0.95 0.88 0.90 0.91 0.78 0.82 0.84
VUG
 0.70 0.95 - 0.71 0.78 0.83 0.64 0.70 0.75
VOE
 0.96 0.88 0.71 - 0.96 0.90 0.91 0.91 0.88
IJH
 0.91 0.90 0.78 0.96 - 0.98 0.94 0.96 0.95
IJK
 0.86 0.91 0.83 0.90 0.98 - 0.87 0.92 0.94
IJS
 0.85 0.78 0.64 0.91 0.94 0.87 - 0.99 0.94
IJR
 0.86 0.82 0.70 0.91 0.96 0.92 0.99 - 0.98
IJT
 0.83 0.84 0.75 0.88 0.95 0.94 0.94 0.98 -
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
 - 0.92 0.76 0.97 0.93 0.89 0.88 0.88 0.86
SPY
 0.92 - 0.95 0.91 0.92 0.92 0.81 0.85 0.86
VUG
 0.76 0.95 - 0.76 0.81 0.85 0.68 0.73 0.77
VOE
 0.97 0.91 0.76 - 0.96 0.92 0.92 0.92 0.90
IJH
 0.93 0.92 0.81 0.96 - 0.98 0.95 0.97 0.96
IJK
 0.89 0.92 0.85 0.92 0.98 - 0.89 0.93 0.95
IJS
 0.88 0.81 0.68 0.92 0.95 0.89 - 0.99 0.95
IJR
 0.88 0.85 0.73 0.92 0.97 0.93 0.99 - 0.99
IJT
 0.86 0.86 0.77 0.90 0.96 0.95 0.95 0.99 -
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
 - 0.94 0.81 0.94 0.90 0.81 0.85 0.80 0.77
SPY
 0.94 - 0.96 0.88 0.90 0.87 0.81 0.81 0.80
VUG
 0.81 0.96 - 0.76 0.84 0.86 0.71 0.75 0.76
VOE
 0.94 0.88 0.76 - 0.93 0.82 0.90 0.84 0.80
IJH
 0.90 0.90 0.84 0.93 - 0.95 0.93 0.94 0.92
IJK
 0.81 0.87 0.86 0.82 0.95 - 0.84 0.92 0.93
IJS
 0.85 0.81 0.71 0.90 0.93 0.84 - 0.96 0.91
IJR
 0.80 0.81 0.75 0.84 0.94 0.92 0.96 - 0.98
IJT
 0.77 0.80 0.76 0.80 0.92 0.93 0.91 0.98 -
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.

Understanding the correlation coefficient between different assets is crucial for several reasons:

  • Diversification: Knowing the correlation helps investors diversify their portfolios effectively. By selecting assets that have low or negative correlations with each other, investors can reduce overall portfolio risk.
  • Risk Management: It helps in managing risk by understanding how different assets react to market events. High correlation means that asset prices move together, increasing risk, while low correlation means they move independently, reducing risk.
  • Optimizing Returns: Correlation analysis aids in optimizing returns by combining assets that complement each other, potentially enhancing the risk-adjusted returns of the portfolio.
  • Strategic Asset Allocation: It informs strategic asset allocation decisions, helping investors align their portfolios with their risk tolerance and investment goals.

In summary, the correlation coefficient is a vital tool for constructing a balanced and resilient investment portfolio.

You can also focus on more specific Investment Themes, like the following: