US Small/Large Caps – Value/Growth Returns
Returns as of 30 June 2026
Currency:
USD
US STOCK STYLES -
USD CURRENCY
Return - Risk - Drawdown
Last Update as of 30 June 2026
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The best performing in the last is , that granted a % annualized return.
The worst is , with a % annualized return in the last .
The worst is , with a % annualized return in the last .
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For further information about the market seasonality, check the Asset Class Seasonality page.
Correlations as of 30 June 2026
Monthly correlations are calculated over different timeframes.
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US STOCK STYLES MONTHLY CORRELATIONS - USD CURRENCY
Last Update as of 30 June 2026
Swipe left to see all data
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.59
|
0.33
|
0.92
|
0.95
|
0.89
|
0.83
|
0.86
|
0.84
|
|
SPY
|
0.59
|
-
|
0.96
|
0.49
|
0.67
|
0.71
|
0.56
|
0.56
|
0.53
|
|
VUG
|
0.33
|
0.96
|
-
|
0.23
|
0.45
|
0.52
|
0.35
|
0.34
|
0.33
|
|
VOE
|
0.92
|
0.49
|
0.23
|
-
|
0.92
|
0.84
|
0.79
|
0.80
|
0.78
|
|
IJH
|
0.95
|
0.67
|
0.45
|
0.92
|
-
|
0.95
|
0.85
|
0.90
|
0.90
|
|
IJK
|
0.89
|
0.71
|
0.52
|
0.84
|
0.95
|
-
|
0.68
|
0.75
|
0.78
|
|
IJS
|
0.83
|
0.56
|
0.35
|
0.79
|
0.85
|
0.68
|
-
|
0.97
|
0.89
|
|
IJR
|
0.86
|
0.56
|
0.34
|
0.80
|
0.90
|
0.75
|
0.97
|
-
|
0.98
|
|
IJT
|
0.84
|
0.53
|
0.33
|
0.78
|
0.90
|
0.78
|
0.89
|
0.98
|
-
|
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.85
|
0.62
|
0.96
|
0.91
|
0.87
|
0.85
|
0.86
|
0.85
|
|
SPY
|
0.85
|
-
|
0.94
|
0.83
|
0.88
|
0.89
|
0.75
|
0.79
|
0.81
|
|
VUG
|
0.62
|
0.94
|
-
|
0.63
|
0.73
|
0.77
|
0.59
|
0.64
|
0.68
|
|
VOE
|
0.96
|
0.83
|
0.63
|
-
|
0.95
|
0.90
|
0.90
|
0.90
|
0.88
|
|
IJH
|
0.91
|
0.88
|
0.73
|
0.95
|
-
|
0.98
|
0.93
|
0.96
|
0.96
|
|
IJK
|
0.87
|
0.89
|
0.77
|
0.90
|
0.98
|
-
|
0.86
|
0.91
|
0.93
|
|
IJS
|
0.85
|
0.75
|
0.59
|
0.90
|
0.93
|
0.86
|
-
|
0.99
|
0.94
|
|
IJR
|
0.86
|
0.79
|
0.64
|
0.90
|
0.96
|
0.91
|
0.99
|
-
|
0.98
|
|
IJT
|
0.85
|
0.81
|
0.68
|
0.88
|
0.96
|
0.93
|
0.94
|
0.98
|
-
|
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.90
|
0.70
|
0.97
|
0.93
|
0.89
|
0.88
|
0.88
|
0.86
|
|
SPY
|
0.90
|
-
|
0.94
|
0.88
|
0.90
|
0.91
|
0.80
|
0.83
|
0.84
|
|
VUG
|
0.70
|
0.94
|
-
|
0.71
|
0.77
|
0.82
|
0.64
|
0.69
|
0.73
|
|
VOE
|
0.97
|
0.88
|
0.71
|
-
|
0.96
|
0.92
|
0.92
|
0.91
|
0.89
|
|
IJH
|
0.93
|
0.90
|
0.77
|
0.96
|
-
|
0.98
|
0.95
|
0.96
|
0.96
|
|
IJK
|
0.89
|
0.91
|
0.82
|
0.92
|
0.98
|
-
|
0.88
|
0.92
|
0.94
|
|
IJS
|
0.88
|
0.80
|
0.64
|
0.92
|
0.95
|
0.88
|
-
|
0.99
|
0.95
|
|
IJR
|
0.88
|
0.83
|
0.69
|
0.91
|
0.96
|
0.92
|
0.99
|
-
|
0.99
|
|
IJT
|
0.86
|
0.84
|
0.73
|
0.89
|
0.96
|
0.94
|
0.95
|
0.99
|
-
|
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.94
|
0.80
|
0.94
|
0.90
|
0.81
|
0.85
|
0.81
|
0.77
|
|
SPY
|
0.94
|
-
|
0.95
|
0.88
|
0.90
|
0.88
|
0.81
|
0.81
|
0.80
|
|
VUG
|
0.80
|
0.95
|
-
|
0.75
|
0.83
|
0.86
|
0.70
|
0.74
|
0.76
|
|
VOE
|
0.94
|
0.88
|
0.75
|
-
|
0.93
|
0.82
|
0.90
|
0.84
|
0.80
|
|
IJH
|
0.90
|
0.90
|
0.83
|
0.93
|
-
|
0.95
|
0.93
|
0.94
|
0.92
|
|
IJK
|
0.81
|
0.88
|
0.86
|
0.82
|
0.95
|
-
|
0.84
|
0.91
|
0.93
|
|
IJS
|
0.85
|
0.81
|
0.70
|
0.90
|
0.93
|
0.84
|
-
|
0.96
|
0.91
|
|
IJR
|
0.81
|
0.81
|
0.74
|
0.84
|
0.94
|
0.91
|
0.96
|
-
|
0.98
|
|
IJT
|
0.77
|
0.80
|
0.76
|
0.80
|
0.92
|
0.93
|
0.91
|
0.98
|
-
|
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: