US Small/Large Caps – Value/Growth Returns

Last Update: 31 May 2023

US Small Cap or Large Cap? Value or Growth Investing?

The best performing investment in the last 30 years is US Large Cap Growth, that granded a +10.50% annualized return.

The worst is US Large Cap Value, with a +9.03% annualized return in the last 30 years.

If you want to invest in US Stock Style, you can easily do it with ETFs. Some of them are the main components of the most efficient Lazy Portfolios.

US Stock Style Matrix

Stock Style: 1 Month returns
Stock Style: 3 Months returns
Stock Style: 6 Months returns
Stock Style: 1 Year returns
Stock Style: 3 Years returns
Stock Style: 5 Years returns
Stock Style: 10 Years returns
Stock Style: 30 Years returns

US Stock Style Historical Returns

US Stock Style Returns, for last 1,3,6 Months and 1,3,5,10,30 years.

Columns are sortable, records are pre-ordered by 30 year return.

US STOCK STYLE - HISTORICAL RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 3Y: 5.77% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Ticker ETF 1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 30Y(*)
VUG
US Large Cap Growth
5.17
14.51
14.18
9.50
11.87
13.23
13.92
10.50
IJH
US Mid Cap Blend
-3.22
-7.00
-5.75
-2.66
12.56
5.94
8.99
10.50
VOE
US Mid Cap Value
-5.24
-7.98
-9.16
-9.92
12.79
5.51
8.57
10.18
IJS
US Small Cap Value
-3.66
-12.06
-9.53
-8.86
16.33
3.20
8.10
10.13
IJK
US Mid Cap Growth
-2.83
-4.47
-4.67
-1.48
8.59
5.25
8.72
9.86
IJR
US Small Cap Blend
-1.67
-9.41
-8.53
-7.27
13.45
3.75
8.89
9.76
SPY
US Large Cap Blend
0.46
5.86
3.37
2.92
12.87
10.94
11.90
9.71
IJT
US Small Cap Growth
0.19
-6.71
-7.84
-5.98
10.23
3.66
9.17
9.22
VTV
US Large Cap Value
-4.12
-2.87
-6.58
-3.93
12.78
8.08
9.73
9.03
Stocks Bonds Commodities
(*) annualized

US Stock Style Correlations

Monthly correlations of US Stock Style, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

US STOCK STYLE MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.90
0.68
0.96
0.92
0.90
0.89
0.88
0.85
SPY
0.90
-
0.94
0.91
0.93
0.95
0.86
0.89
0.91
VUG
0.68
0.94
-
0.75
0.81
0.85
0.72
0.78
0.83
VOE
0.96
0.91
0.75
-
0.98
0.96
0.95
0.95
0.92
IJH
0.92
0.93
0.81
0.98
-
0.99
0.97
0.98
0.97
IJK
0.90
0.95
0.85
0.96
0.99
-
0.93
0.96
0.97
IJS
0.89
0.86
0.72
0.95
0.97
0.93
-
0.99
0.95
IJR
0.88
0.89
0.78
0.95
0.98
0.96
0.99
-
0.98
IJT
0.85
0.91
0.83
0.92
0.97
0.97
0.95
0.98
-
Asset
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.93
0.76
0.97
0.94
0.90
0.90
0.91
0.88
SPY
0.93
-
0.95
0.92
0.93
0.94
0.85
0.89
0.91
VUG
0.76
0.95
-
0.77
0.83
0.88
0.72
0.79
0.84
VOE
0.97
0.92
0.77
-
0.97
0.93
0.94
0.94
0.91
IJH
0.94
0.93
0.83
0.97
-
0.98
0.96
0.98
0.97
IJK
0.90
0.94
0.88
0.93
0.98
-
0.90
0.94
0.96
IJS
0.90
0.85
0.72
0.94
0.96
0.90
-
0.99
0.94
IJR
0.91
0.89
0.79
0.94
0.98
0.94
0.99
-
0.98
IJT
0.88
0.91
0.84
0.91
0.97
0.96
0.94
0.98
-
Asset
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.93
0.78
0.96
0.92
0.88
0.88
0.88
0.85
SPY
0.93
-
0.95
0.92
0.92
0.92
0.82
0.85
0.86
VUG
0.78
0.95
-
0.79
0.82
0.87
0.70
0.75
0.79
VOE
0.96
0.92
0.79
-
0.97
0.92
0.92
0.92
0.89
IJH
0.92
0.92
0.82
0.97
-
0.98
0.95
0.96
0.95
IJK
0.88
0.92
0.87
0.92
0.98
-
0.89
0.93
0.95
IJS
0.88
0.82
0.70
0.92
0.95
0.89
-
0.99
0.94
IJR
0.88
0.85
0.75
0.92
0.96
0.93
0.99
-
0.98
IJT
0.85
0.86
0.79
0.89
0.95
0.95
0.94
0.98
-
Asset
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.95
0.82
0.94
0.90
0.80
0.85
0.80
0.76
SPY
0.95
-
0.96
0.88
0.91
0.87
0.81
0.81
0.80
VUG
0.82
0.96
-
0.77
0.84
0.87
0.72
0.76
0.77
VOE
0.94
0.88
0.77
-
0.93
0.81
0.90
0.84
0.79
IJH
0.90
0.91
0.84
0.93
-
0.95
0.93
0.94
0.91
IJK
0.80
0.87
0.87
0.81
0.95
-
0.84
0.92
0.93
IJS
0.85
0.81
0.72
0.90
0.93
0.84
-
0.96
0.90
IJR
0.80
0.81
0.76
0.84
0.94
0.92
0.96
-
0.98
IJT
0.76
0.80
0.77
0.79
0.91
0.93
0.90
0.98
-

US Stock Style Yearly Returns

Click on column header to sort data.

US STOCK STYLE - YEARLY RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%.
Ticker ETF 2023(*) 2022 2021 2020 2019 2018
VUG
US Large Cap Growth
24.60
-33.15
27.34
40.22
37.03
-3.31
IJH
US Mid Cap Blend
-0.29
-13.10
24.71
13.58
26.10
-11.18
VOE
US Mid Cap Value
-4.89
-7.95
28.76
2.59
27.84
-12.45
IJS
US Small Cap Value
-3.26
-11.33
30.53
2.63
24.12
-12.84
IJK
US Mid Cap Growth
1.51
-19.03
18.68
22.44
25.96
-10.52
IJR
US Small Cap Blend
-1.99
-16.19
26.60
11.28
22.82
-8.49
SPY
US Large Cap Blend
9.68
-18.17
28.74
18.37
31.22
-4.56
IJT
US Small Cap Growth
-0.84
-21.32
22.37
19.22
20.99
-4.39
VTV
US Large Cap Value
-3.39
-2.07
26.51
2.26
25.65
-5.44
Stocks Bonds Commodities
(*)YTD - 31 May 2023

US Stock Style Drawdowns

US Stock Style Maximum Drawdowns, in last 5,10,30 years.

The following table represents US Stock Style total returns and maximum drawdown in the same period. Columns are sortable.

US STOCK STYLE - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 31 May 2023
5Y
10Y
30Y
Ticker ETF Return DD Return DD Return DD
VUG
US Large Cap Growth +86.16 -33.15 +268.16 -33.15 +1899.86 -53.58
IJH
US Mid Cap Blend +33.45 -29.70 +136.43 -29.70 +1897.62 -49.45
VOE
US Mid Cap Value +30.76 -31.25 +127.49 -31.25 +1731.54 -56.45
IJS
US Small Cap Value +17.08 -40.32 +117.83 -40.32 +1708.24 -54.13
IJK
US Mid Cap Growth +29.15 -25.49 +130.62 -25.49 +1580.84 -48.22
IJR
US Small Cap Blend +20.22 -36.12 +134.45 -36.12 +1533.19 -51.79
SPY
US Large Cap Blend +68.06 -23.93 +207.86 -23.93 +1510.06 -50.80
IJT
US Small Cap Growth +19.68 -32.91 +140.45 -32.91 +1308.65 -51.05
VTV
US Large Cap Value +47.47 -25.07 +153.13 -25.07 +1238.21 -54.78
Stocks Bonds Commodities