Last Update: 30 November 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 +10.85% annualized return.
The worst is US Large Cap Value, with a +9.12% 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
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
6.68% (VTV) |
9.13% (SPY) |
11.61% (VUG) |
| Medium |
8.65% (VOE) |
8.50% (IJH) |
7.59% (IJK) |
| Small |
9.07% (IJS) |
8.27% (IJR) |
7.46% (IJT) |
Stock Style: 3 Months returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
0.46% (VTV) |
1.71% (SPY) |
3.35% (VUG) |
| Medium |
-0.11% (VOE) |
-2.67% (IJH) |
-2.61% (IJK) |
| Small |
-4.28% (IJS) |
-4.03% (IJR) |
-3.78% (IJT) |
Stock Style: 6 Months returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
7.69% (VTV) |
10.02% (SPY) |
12.97% (VUG) |
| Medium |
8.38% (VOE) |
7.40% (IJH) |
7.64% (IJK) |
| Small |
4.59% (IJS) |
5.00% (IJR) |
5.29% (IJT) |
Stock Style: 1 Year returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
0.61% (VTV) |
13.73% (SPY) |
28.99% (VUG) |
| Medium |
-1.54% (VOE) |
1.23% (IJH) |
2.62% (IJK) |
| Small |
-5.38% (IJS) |
-3.96% (IJR) |
-2.96% (IJT) |
Stock Style: 3 Years returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
10.09% (VTV) |
9.65% (SPY) |
7.66% (VUG) |
| Medium |
8.17% (VOE) |
7.31% (IJH) |
3.74% (IJK) |
| Small |
7.98% (IJS) |
5.73% (IJR) |
3.04% (IJT) |
Stock Style: 5 Years returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
8.52% (VTV) |
12.49% (SPY) |
16.09% (VUG) |
| Medium |
7.45% (VOE) |
8.07% (IJH) |
7.51% (IJK) |
| Small |
5.50% (IJS) |
5.56% (IJR) |
4.98% (IJT) |
Stock Style: 10 Years returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
9.41% (VTV) |
11.72% (SPY) |
13.87% (VUG) |
| Medium |
8.10% (VOE) |
8.62% (IJH) |
8.42% (IJK) |
| Small |
6.78% (IJS) |
7.47% (IJR) |
7.65% (IJT) |
Stock Style: 30 Years returns
| Value | Blend | Growth | |
|---|---|---|---|
| Large |
9.12% (VTV) |
9.92% (SPY) |
10.85% (VUG) |
| Medium |
10.33% (VOE) |
10.59% (IJH) |
9.94% (IJK) |
| Small |
10.07% (IJS) |
9.65% (IJR) |
9.18% (IJT) |
US Stock Style - Metrics
Columns are sortable, assets are pre-ordered by 30 year return.
US STOCK STYLE
Metrics: Return - Risk - Drawdown
Last Update: 30 November 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period.
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 3Y: 5.74%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Returns over 1 year are annualized. Last update: 30 November 2023.
Returns over 1 year are annualized. Last update: 30 November 2023.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 November 2023.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 November 2023.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 November 2023.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 November 2023.
Highlighted values indicate returns lower than the US Inflation recorded in the same period.
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
2023: 3.66%, 2022: 6.45%, 2021: 7.04%, 2020: 1.36%
Last update: 30 November 2023.
Last update: 30 November 2023.
Swipe left to see all data
Return (%) - Nov 30, 2023 |
St.Dev. (%) |
Ann. Return / St.Dev. |
Max Drawdown (%) |
Return / Drawdown |
Ulcer Index |
YTD(%) |
Yearly Returns (%) |
Dividend Yield (%) |
||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 2023 | 2022 | 2021 | 2020 | 2023 | 2022 | 2021 | 2020 |
|
VUG
|
US Large Cap Growth |
11.61
|
3.35
|
12.97
|
28.99
|
7.66
|
16.09
|
13.87
|
10.85
|
20.84 | 21.92 | 17.54 | 16.72 | 1.39 | 0.73 | 0.79 | 0.65 | -33.15 | -33.15 | -53.58 | 0.49 | 0.42 | 0.20 | 13.54 | 9.99 | 20.95 |
40.75
|
-33.15
|
27.34
|
40.22
|
0.57 | 0.47 | 0.61 | 0.93 |
|
IJH
|
US Mid Cap Blend |
8.50
|
-2.67
|
7.40
|
1.23
|
7.31
|
8.07
|
8.62
|
10.59
|
19.44 | 22.69 | 17.96 | 17.34 | 0.06 | 0.36 | 0.48 | 0.61 | -29.70 | -29.70 | -49.45 | 0.27 | 0.29 | 0.21 | 9.08 | 7.23 | 10.21 |
7.09
|
-13.10
|
24.71
|
13.58
|
1.18 | 1.45 | 1.46 | 1.44 |
|
VOE
|
US Mid Cap Value |
8.65
|
-0.11
|
8.38
|
-1.54
|
8.17
|
7.45
|
8.10
|
10.33
|
18.45 | 21.79 | 17.01 | 16.69 | -0.08 | 0.34 | 0.48 | 0.62 | -31.25 | -31.25 | -56.45 | 0.24 | 0.26 | 0.18 | 8.77 | 6.79 | 11.85 |
3.08
|
-7.95
|
28.76
|
2.59
|
1.62 | 2.06 | 2.26 | 2.38 |
|
IJS
|
US Small Cap Value |
9.07
|
-4.28
|
4.59
|
-5.38
|
7.98
|
5.50
|
6.78
|
10.07
|
23.32 | 26.28 | 21.12 | 19.33 | -0.23 | 0.21 | 0.32 | 0.52 | -37.50 | -40.32 | -54.13 | 0.15 | 0.17 | 0.19 | 11.78 | 10.46 | 12.89 |
1.19
|
-11.33
|
30.53
|
2.63
|
1.37 | 1.29 | 1.97 | 1.02 |
|
IJK
|
US Mid Cap Growth |
7.59
|
-2.61
|
7.64
|
2.62
|
3.74
|
7.51
|
8.42
|
9.94
|
17.24 | 21.45 | 17.18 | 18.50 | 0.15 | 0.35 | 0.49 | 0.54 | -25.49 | -25.49 | -48.22 | 0.29 | 0.33 | 0.21 | 10.56 | 8.24 | 14.79 |
9.26
|
-19.03
|
18.68
|
22.44
|
0.92 | 0.87 | 0.59 | 0.86 |
|
SPY
|
US Large Cap Blend |
9.13
|
1.71
|
10.02
|
13.73
|
9.65
|
12.49
|
11.72
|
9.92
|
15.65 | 18.82 | 15.06 | 15.11 | 0.88 | 0.66 | 0.78 | 0.66 | -23.93 | -23.93 | -50.80 | 0.52 | 0.49 | 0.20 | 8.45 | 6.40 | 14.77 |
20.68
|
-18.17
|
28.74
|
18.37
|
1.24 | 1.34 | 1.54 | 1.78 |
|
IJR
|
US Small Cap Blend |
8.27
|
-4.03
|
5.00
|
-3.96
|
5.73
|
5.56
|
7.47
|
9.65
|
20.64 | 24.12 | 19.70 | 19.19 | -0.19 | 0.23 | 0.38 | 0.50 | -32.77 | -36.12 | -51.79 | 0.17 | 0.21 | 0.19 | 11.36 | 10.09 | 12.37 |
2.92
|
-16.19
|
26.60
|
11.28
|
1.21 | 1.17 | 1.92 | 1.23 |
|
IJT
|
US Small Cap Growth |
7.46
|
-3.78
|
5.29
|
-2.96
|
3.04
|
4.98
|
7.65
|
9.18
|
18.52 | 22.88 | 19.03 | 19.73 | -0.16 | 0.22 | 0.40 | 0.47 | -28.48 | -32.91 | -51.05 | 0.17 | 0.23 | 0.18 | 12.56 | 10.87 | 13.56 |
4.41
|
-21.32
|
22.37
|
19.22
|
0.92 | 0.85 | 0.77 | 0.81 |
|
VTV
|
US Large Cap Value |
6.68
|
0.46
|
7.69
|
0.61
|
10.09
|
8.52
|
9.41
|
9.12
|
12.92 | 18.13 | 14.52 | 15.19 | 0.05 | 0.47 | 0.65 | 0.60 | -25.07 | -25.07 | -54.78 | 0.34 | 0.38 | 0.17 | 6.89 | 5.36 | 13.66 |
4.04
|
-2.07
|
26.51
|
2.26
|
1.89 | 2.42 | 2.68 | 2.57 |
| Return over 1 year are annualized. | ||||||||||||||||||||||||||||||||||
Readings that may interest you
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 30 November 2023
Swipe left to see all data
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.89
|
0.71
|
0.96
|
0.91
|
0.92
|
0.85
|
0.85
|
0.83
|
|
SPY
|
0.89
|
-
|
0.96
|
0.86
|
0.88
|
0.91
|
0.82
|
0.85
|
0.86
|
|
VUG
|
0.71
|
0.96
|
-
|
0.71
|
0.78
|
0.82
|
0.73
|
0.76
|
0.80
|
|
VOE
|
0.96
|
0.86
|
0.71
|
-
|
0.98
|
0.96
|
0.95
|
0.94
|
0.91
|
|
IJH
|
0.91
|
0.88
|
0.78
|
0.98
|
-
|
0.99
|
0.98
|
0.98
|
0.96
|
|
IJK
|
0.92
|
0.91
|
0.82
|
0.96
|
0.99
|
-
|
0.96
|
0.97
|
0.96
|
|
IJS
|
0.85
|
0.82
|
0.73
|
0.95
|
0.98
|
0.96
|
-
|
0.99
|
0.97
|
|
IJR
|
0.85
|
0.85
|
0.76
|
0.94
|
0.98
|
0.97
|
0.99
|
-
|
0.99
|
|
IJT
|
0.83
|
0.86
|
0.80
|
0.91
|
0.96
|
0.96
|
0.97
|
0.99
|
-
|
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.93
|
0.77
|
0.97
|
0.95
|
0.91
|
0.91
|
0.92
|
0.89
|
|
SPY
|
0.93
|
-
|
0.95
|
0.92
|
0.94
|
0.94
|
0.85
|
0.89
|
0.91
|
|
VUG
|
0.77
|
0.95
|
-
|
0.78
|
0.84
|
0.88
|
0.73
|
0.79
|
0.84
|
|
VOE
|
0.97
|
0.92
|
0.78
|
-
|
0.98
|
0.94
|
0.95
|
0.95
|
0.92
|
|
IJH
|
0.95
|
0.94
|
0.84
|
0.98
|
-
|
0.98
|
0.96
|
0.98
|
0.97
|
|
IJK
|
0.91
|
0.94
|
0.88
|
0.94
|
0.98
|
-
|
0.91
|
0.95
|
0.97
|
|
IJS
|
0.91
|
0.85
|
0.73
|
0.95
|
0.96
|
0.91
|
-
|
0.99
|
0.95
|
|
IJR
|
0.92
|
0.89
|
0.79
|
0.95
|
0.98
|
0.95
|
0.99
|
-
|
0.98
|
|
IJT
|
0.89
|
0.91
|
0.84
|
0.92
|
0.97
|
0.97
|
0.95
|
0.98
|
-
|
|
VTV
|
SPY
|
VUG
|
VOE
|
IJH
|
IJK
|
IJS
|
IJR
|
IJT
|
|
|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.94
|
0.78
|
0.96
|
0.93
|
0.89
|
0.88
|
0.88
|
0.85
|
|
SPY
|
0.94
|
-
|
0.95
|
0.92
|
0.92
|
0.93
|
0.83
|
0.86
|
0.87
|
|
VUG
|
0.78
|
0.95
|
-
|
0.80
|
0.83
|
0.87
|
0.71
|
0.76
|
0.80
|
|
VOE
|
0.96
|
0.92
|
0.80
|
-
|
0.97
|
0.93
|
0.93
|
0.92
|
0.90
|
|
IJH
|
0.93
|
0.92
|
0.83
|
0.97
|
-
|
0.98
|
0.95
|
0.97
|
0.96
|
|
IJK
|
0.89
|
0.93
|
0.87
|
0.93
|
0.98
|
-
|
0.89
|
0.93
|
0.95
|
|
IJS
|
0.88
|
0.83
|
0.71
|
0.93
|
0.95
|
0.89
|
-
|
0.99
|
0.95
|
|
IJR
|
0.88
|
0.86
|
0.76
|
0.92
|
0.97
|
0.93
|
0.99
|
-
|
0.98
|
|
IJT
|
0.85
|
0.87
|
0.80
|
0.90
|
0.96
|
0.95
|
0.95
|
0.98
|
-
|
|
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
|
0.89
|
0.91
|
0.87
|
0.82
|
0.82
|
0.80
|
|
VUG
|
0.82
|
0.96
|
-
|
0.78
|
0.85
|
0.87
|
0.73
|
0.77
|
0.78
|
|
VOE
|
0.94
|
0.89
|
0.78
|
-
|
0.94
|
0.82
|
0.90
|
0.84
|
0.79
|
|
IJH
|
0.90
|
0.91
|
0.85
|
0.94
|
-
|
0.95
|
0.93
|
0.94
|
0.92
|
|
IJK
|
0.80
|
0.87
|
0.87
|
0.82
|
0.95
|
-
|
0.84
|
0.92
|
0.93
|
|
IJS
|
0.85
|
0.82
|
0.73
|
0.90
|
0.93
|
0.84
|
-
|
0.96
|
0.90
|
|
IJR
|
0.80
|
0.82
|
0.77
|
0.84
|
0.94
|
0.92
|
0.96
|
-
|
0.98
|
|
IJT
|
0.76
|
0.80
|
0.78
|
0.79
|
0.92
|
0.93
|
0.90
|
0.98
|
-
|
