Data as of Oct 28, 2026.
IJS vs VTWO: Differences, Returns & Fees
Over the year to Oct 28, 2026, IJS returned +19.3% to VTWO's +14.3%; 33% of their weight is in the same names.
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Net assets: $7.7bn on Oct 27, 2026 for iShares S&P Small-Cap 600 Value ETF, and $16.6bn on Sep 30, 2026 for Vanguard Russell 2000 ETF.
Pair scorecard
VTWO costs 0.12 points a year less; their one-year returns differ by 5.0 points; VTWO is 2.2 times larger.
| Measure | IJS | VTWO |
|---|---|---|
| Return | ||
| Total return, 1 year | +19.3% | +14.3% |
| Drawdown | ||
| Below its high | 5.7%, high on Aug 14, 2026 | 7.5%, high on Aug 14, 2026 |
| Benchmark | ||
| What it tracks | S&P SmallCap 600 Value Index | Russell 2000 Index |
| Cost and size | ||
| Expense ratio | 0.18% | 0.06% |
| Net assets, as of Sep 30, 2026 | $7.6bn | $16.6bn |
| Holdings | ||
| Holdings in common | 33% | |
| Top ten holdings, share of the fund | 8.8% | 5.4% |
Holdings in common uses holdings dated Sep 30, 2026 and Oct 27, 2026. Method
Risk and return
Oct 1, 2010 to Oct 23, 2026 · 838 weekly returnsEach against its own benchmark: IJS against SLYV, Oct 13, 2000 to Oct 23, 2026; VTWO against IWM, Oct 1, 2010 to Oct 23, 2026.
IJS returned slightly more: +439.6% to +409.2%. VTWO swung slightly less: 21.0% to 21.7%. VTWO fell less at its worst: −40.2% to −46.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IJS | VTWO | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +439.6% | +409.2% | IJS (slight) | Price change plus distributions, reinvested. |
| Annualized | +11.0% | +10.6% | IJS (slight) | Total return as a yearly rate. |
| Price return | +320.9% | +315.9% | Tie | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 21.7% | 21.0% | VTWO (slight) | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 14.7% | 14.5% | Tie | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −46.2% | −40.2% | VTWO | Deepest fall from a high to the low after it. |
| Upside capture | 98.3% | 98.8% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 100.4% | 99.5% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.99 | 0.99 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.95 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.52 | 0.51 | Tie | Return above Treasury bills per unit of volatility. |
| Sortino | 0.76 | 0.74 | IJS (slight) | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.102 | 0.108 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.24 | 0.26 | VTWO (slight) | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | SLYV | IWM | The ETF each fund is measured against. | |
| Alpha | −0.6% a year | +0.1% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.58 | 0.46 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −2.5% to +1.4% | −0.4% to +0.6% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.14 | 0.02 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 5.1% | 1.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 838 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IJS and VTWO hold 33% of their money in the same securities at the same weight. Holdings dated Sep 30, 2026 and Oct 27, 2026.
half
33% in common
Only in one fund ↓
Side by side
IJS and VTWO on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IJS and VTWO do different jobs. What does each one do in a portfolio?
- What each follows. IJS follows S&P SmallCap 600 Value Index and VTWO follows Russell 2000 Index.
- Holdings in common. 33% of the weight is in the same securities (holdings dated Oct 27, 2026 and Sep 30, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IJS returned +19.3% and VTWO +14.3% with distributions reinvested, a gap of 5.0 points.
Data as of Oct 28, 2026.
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IJS
IJS tracks the S&P Small-Cap 600 Value. Over the year to Oct 28, 2026 it returned +19.3% with distributions reinvested, against +19.2% for its benchmark, the S&P SmallCap 600 Value Index. The prospectus expense ratio is 0.18% a year. By its holdings published by its issuer for Oct 27, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 477 positions, with the top ten at 8.8%. It sat 5.7% below its high of Aug 14, 2026 on Oct 28, 2026.
VTWO
VTWO tracks the Russell 2000. Over the year to Oct 28, 2026 it returned +14.3% with distributions reinvested, against +14.1% for its benchmark, the Russell 2000 Index. The prospectus expense ratio is 0.06% a year. By its holdings published by its issuer as of Sep 30, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 2,002 positions, with the top ten at 5.4%. It sat 7.5% below its high of Aug 14, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IJS or VTWO?
- In the year to Oct 28, 2026, with distributions reinvested, IJS returned +19.3% and VTWO +14.3%.
- Which is cheaper, IJS or VTWO?
- VTWO is cheaper, by 0.12 percentage points a year. That is about $12 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
Cite this pageCitation, APA and Markdown
ETFIQ, IJS against VTWO, data as of Oct 28, 2026. https://etfiq.com/compare/any/ijs-vs-vtwo
ETFIQ. (Oct 28, 2026). IJS against VTWO. Retrieved from https://etfiq.com/compare/any/ijs-vs-vtwo
[IJS against VTWO (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ijs-vs-vtwo)
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