US Small/Large Caps – Value/Growth Returns

Last Update: 30 April 2024

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 +11.36% annualized return.

The worst is US Large Cap Value, with a +9.48% 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 - Metrics

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

US STOCK STYLE
Metrics: Return - Risk - Drawdown
Last Update: 30 April 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 3Y: 5.50% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%
Returns over 1 year are annualized. Last update: 30 April 2024.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 April 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 April 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. 2024: 1.45%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 30 April 2024.
Swipe left to see all data
Return (%) - Apr 30, 2024
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 2024 2023 2022 2021 2024 2023 2022 2021
VUG
US Large Cap Growth
-4.18
3.99
23.69
31.67
6.92
15.85
14.57
11.36
16.71 21.44 17.60 16.76 1.89 0.74 0.83 0.68 -33.15 -33.15 -53.58 0.48 0.44 0.21 13.51 9.99 20.94
6.24
46.83
-33.15
27.34
0.15 0.85 0.47 0.61
IJH
US Mid Cap Blend
-5.94
5.17
21.90
16.79
3.22
9.43
9.42
10.94
20.08 22.25 18.31 17.45 0.84 0.42 0.51 0.63 -29.70 -29.70 -49.45 0.32 0.32 0.22 8.99 7.25 10.19
3.34
16.42
-13.10
24.71
0.29 1.68 1.45 1.46
VOE
US Mid Cap Value
-4.40
4.91
19.60
13.05
4.17
8.38
8.38
10.60
18.39 21.19 17.19 16.74 0.71 0.40 0.49 0.63 -31.25 -31.25 -56.45 0.27 0.27 0.19 8.68 6.80 11.84
3.28
9.86
-7.95
28.76
0.51 2.46 2.06 2.26
IJK
US Mid Cap Growth
-5.93
8.97
25.49
22.00
2.73
9.75
9.83
10.44
19.58 21.23 17.57 18.62 1.12 0.46 0.56 0.56 -25.49 -25.49 -48.22 0.38 0.39 0.22 10.52 8.27 14.78
8.53
17.42
-19.03
18.68
0.18 1.32 0.87 0.59
SPY
US Large Cap Blend
-4.03
4.28
20.90
22.45
7.94
13.11
12.31
10.35
14.34 18.29 15.15 15.12 1.57 0.72 0.81 0.68 -23.93 -23.93 -50.80 0.55 0.51 0.20 8.39 6.40 14.76
5.94
26.19
-18.17
28.74
0.34 1.74 1.34 1.54
IJS
US Small Cap Value
-6.50
-1.05
15.66
6.86
-0.59
6.19
7.28
10.18
23.85 25.93 21.63 19.51 0.29 0.24 0.34 0.52 -37.50 -40.32 -54.13 0.16 0.18 0.19 11.72 10.49 12.89
-6.45
14.69
-11.33
30.53
0.35 1.61 1.29 1.97
IJR
US Small Cap Blend
-5.55
0.67
18.10
12.63
-0.41
7.02
8.43
9.90
21.64 23.76 20.13 19.33 0.58 0.30 0.42 0.51 -32.77 -36.12 -51.79 0.21 0.23 0.19 11.31 10.12 12.36
-3.28
16.07
-16.19
26.60
0.30 1.51 1.17 1.92
IJT
US Small Cap Growth
-4.69
2.41
20.22
18.02
-0.60
7.20
9.09
9.64
19.72 22.54 19.38 19.84 0.91 0.32 0.47 0.49 -28.48 -32.91 -51.05 0.25 0.28 0.19 12.64 10.97 13.54
-0.26
17.12
-21.32
22.37
0.18 1.19 0.85 0.77
VTV
US Large Cap Value
-3.91
4.42
18.08
14.28
7.47
9.90
9.90
9.48
14.03 17.67 14.63 15.19 1.02 0.56 0.68 0.62 -25.07 -25.07 -54.78 0.39 0.39 0.17 6.80 5.36 13.64
5.33
9.33
-2.07
26.51
0.67 2.64 2.42 2.68
Return over 1 year are annualized.

US Stock Style Correlations

Monthly correlations of US Stock Style, over different timeframes.

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US STOCK STYLE MONTHLY CORRELATIONS
Monthly correlations as of 30 April 2024
Swipe left to see all data
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.92
0.73
0.99
0.97
0.94
0.90
0.89
0.87
SPY
0.92
-
0.94
0.92
0.93
0.93
0.86
0.87
0.88
VUG
0.73
0.94
-
0.75
0.80
0.81
0.73
0.76
0.79
VOE
0.99
0.92
0.75
-
0.98
0.94
0.93
0.92
0.90
IJH
0.97
0.93
0.80
0.98
-
0.98
0.95
0.96
0.95
IJK
0.94
0.93
0.81
0.94
0.98
-
0.88
0.89
0.90
IJS
0.90
0.86
0.73
0.93
0.95
0.88
-
1.00
0.98
IJR
0.89
0.87
0.76
0.92
0.96
0.89
1.00
-
1.00
IJT
0.87
0.88
0.79
0.90
0.95
0.90
0.98
1.00
-
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.92
0.76
0.97
0.94
0.90
0.90
0.90
0.88
SPY
0.92
-
0.95
0.91
0.93
0.94
0.83
0.87
0.90
VUG
0.76
0.95
-
0.77
0.82
0.87
0.70
0.77
0.82
VOE
0.97
0.91
0.77
-
0.97
0.93
0.94
0.94
0.92
IJH
0.94
0.93
0.82
0.97
-
0.98
0.95
0.97
0.97
IJK
0.90
0.94
0.87
0.93
0.98
-
0.89
0.93
0.96
IJS
0.90
0.83
0.70
0.94
0.95
0.89
-
0.99
0.95
IJR
0.90
0.87
0.77
0.94
0.97
0.93
0.99
-
0.98
IJT
0.88
0.90
0.82
0.92
0.97
0.96
0.95
0.98
-
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.94
0.79
0.96
0.93
0.89
0.88
0.88
0.86
SPY
0.94
-
0.95
0.92
0.92
0.93
0.82
0.85
0.87
VUG
0.79
0.95
-
0.79
0.83
0.87
0.70
0.75
0.79
VOE
0.96
0.92
0.79
-
0.97
0.93
0.93
0.92
0.90
IJH
0.93
0.92
0.83
0.97
-
0.98
0.95
0.96
0.96
IJK
0.89
0.93
0.87
0.93
0.98
-
0.88
0.92
0.94
IJS
0.88
0.82
0.70
0.93
0.95
0.88
-
0.99
0.95
IJR
0.88
0.85
0.75
0.92
0.96
0.92
0.99
-
0.99
IJT
0.86
0.87
0.79
0.90
0.96
0.94
0.95
0.99
-
VTV
SPY
VUG
VOE
IJH
IJK
IJS
IJR
IJT
VTV
-
0.95
0.82
0.94
0.90
0.81
0.85
0.80
0.76
SPY
0.95
-
0.96
0.89
0.91
0.88
0.81
0.82
0.80
VUG
0.82
0.96
-
0.78
0.85
0.87
0.72
0.76
0.77
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
0.81
0.88
0.87
0.82
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
0.82
0.76
0.84
0.94
0.92
0.96
-
0.98
IJT
0.76
0.80
0.77
0.79
0.92
0.93
0.90
0.98
-