FAMEX vs. IJH
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and iShares Core S&P Mid-Cap ETF (IJH).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or IJH.
Performance
FAMEX vs. IJH - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than IJH's 21.71% return. Over the past 10 years, FAMEX has underperformed IJH with an annualized return of 9.55%, while IJH has yielded a comparatively higher 10.37% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
IJH
21.71%
7.18%
13.04%
33.04%
12.69%
10.37%
Key characteristics
| FAMEX | IJH | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.06 |
| Sortino Ratio | 2.45 | 2.89 |
| Omega Ratio | 1.29 | 1.36 |
| Calmar Ratio | 3.26 | 3.34 |
| Martin Ratio | 9.85 | 11.93 |
| Ulcer Index | 2.18% | 2.77% |
| Daily Std Dev | 12.45% | 16.05% |
| Max Drawdown | -58.01% | -55.07% |
| Current Drawdown | -0.23% | 0.00% |
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FAMEX vs. IJH - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than IJH's 0.06% expense ratio.
Correlation
The correlation between FAMEX and IJH is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FAMEX vs. IJH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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.
Dividends
FAMEX vs. IJH - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than IJH's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
IJH iShares Core S&P Mid-Cap ETF | 1.20% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
Drawdowns
FAMEX vs. IJH - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for FAMEX and IJH. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. IJH - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.87%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 5.57%. This indicates that FAMEX experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.