DLB vs. IJH
DLB (Dolby Laboratories, Inc.) is a stock, while IJH (iShares Core S&P Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Over the past 10 years, DLB returned 2.75%/yr vs 11.27%/yr for IJH. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
DLB vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, DLB achieves a -13.52% return, which is significantly lower than IJH's 14.10% return. Over the past 10 years, DLB has underperformed IJH with an annualized return of 2.75%, while IJH has yielded a comparatively higher 11.27% annualized return.
DLB
- 1D
- -1.29%
- 1M
- -5.44%
- YTD
- -13.52%
- 6M
- -16.22%
- 1Y
- -25.17%
- 3Y*
- -11.49%
- 5Y*
- -9.37%
- 10Y*
- 2.75%
IJH
- 1D
- -0.12%
- 1M
- 3.84%
- YTD
- 14.10%
- 6M
- 14.33%
- 1Y
- 25.45%
- 3Y*
- 16.09%
- 5Y*
- 8.17%
- 10Y*
- 11.27%
DLB vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLB Dolby Laboratories, Inc. | -13.52% | -16.27% | -7.95% | 23.82% | -24.90% | -0.99% | 42.99% | 12.63% | 0.78% | 38.73% |
IJH iShares Core S&P Mid-Cap ETF | 14.10% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
Correlation
The correlation between DLB and IJH is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2005 | 0.56 |
The correlation between DLB and IJH shifts across timeframes, from 0.50 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DLB vs. IJH — Risk / Return Rank
DLB
IJH
DLB vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dolby Laboratories, Inc. (DLB) and iShares Core S&P Mid-Cap ETF (IJH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DLB | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.29 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.90 | -3.77 |
| Martin ratioReturn relative to average drawdown | -1.79 | 10.60 | -12.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLB | IJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | 1.65 | -2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.42 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.53 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.46 | -0.30 |
Drawdowns
DLB vs. IJH - Drawdown Comparison
The maximum DLB drawdown since its inception was -62.19%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for DLB and IJH.
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Drawdown Indicators
| DLB | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -55.07% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -28.98% | -8.83% | -20.15% |
Max Drawdown (3Y)Largest decline over 3 years | -37.93% | -24.10% | -13.83% |
Max Drawdown (5Y)Largest decline over 5 years | -43.51% | -24.10% | -19.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.15% | -42.18% | -1.97% |
Current DrawdownCurrent decline from peak | -42.56% | -0.12% | -42.44% |
Average DrawdownAverage peak-to-trough decline | -22.35% | -7.57% | -14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.06% | 2.41% | +11.65% |
Volatility
DLB vs. IJH - Volatility Comparison
Dolby Laboratories, Inc. (DLB) has a higher volatility of 7.05% compared to iShares Core S&P Mid-Cap ETF (IJH) at 4.37%. This indicates that DLB's price experiences larger fluctuations and is considered to be riskier than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLB | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 4.37% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 11.32% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 15.54% | +9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 19.74% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.61% | 21.18% | +5.43% |
Dividends
DLB vs. IJH - Dividend Comparison
DLB's dividend yield for the trailing twelve months is around 2.57%, more than IJH's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLB Dolby Laboratories, Inc. | 2.57% | 2.10% | 1.57% | 1.29% | 1.45% | 0.96% | 0.91% | 1.15% | 1.08% | 0.94% | 1.11% | 1.25% |
IJH iShares Core S&P Mid-Cap ETF | 1.18% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
Frequently Asked Questions
DLB and IJH have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLB has higher volatility (7.05%) compared to IJH (4.37%). In terms of maximum drawdown, DLB dropped -62.19% vs IJH's -55.07%.
IJH currently has the higher Sharpe Ratio (1.65 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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