IJJ
iShares S&P Mid-Cap 400 Value ETF
SMB
Adj. R2
0.947
Rel. Sharpe
1.075
Mkt beta
1.00
AUM
US$8.3B
MER
0.18%
Valuation
103
ETF comparison
Verified factor-similar pair
IJJ vs SFLO
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
81
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
SFLO
VictoryShares Small Cap Free Cash Flow ETF
SMB
Adj. R2
0.837
Rel. Sharpe
1.061
Mkt beta
1.03
AUM
US$511M
MER
0.56%
Valuation
129
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.10
HML
diff +0.00
RMW
diff +0.05
CMA
diff +0.00
UMD
diff +0.16
Why This Pair Matches
Exposure level
75
Exposure shape
99
Mkt beta diff
0.03
Rel. Sharpe diff
0.014
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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