FAMEX vs. IJH
FAMEX (FAM Dividend Focus Fund) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.43%/yr vs 11.03%/yr for IJH. Their correlation of 0.88 means they have usually moved in the same direction. FAMEX charges 1.23%/yr vs 0.05%/yr for IJH.
Performance
FAMEX vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.92% return, which is significantly lower than IJH's 14.60% return. Over the past 10 years, FAMEX has underperformed IJH with an annualized return of 10.43%, while IJH has yielded a comparatively higher 11.03% annualized return.
FAMEX
- 1D
- -1.37%
- 1M
- -0.41%
- 6M
- -0.54%
- YTD
- 2.92%
- 1Y
- -0.13%
- 3Y*
- 6.35%
- 5Y*
- 4.72%
- 10Y*
- 10.43%
- ALL TIME*
- 8.86%
IJH
- 1D
- -0.11%
- 1M
- -1.08%
- 6M
- 10.14%
- YTD
- 14.60%
- 1Y
- 22.81%
- 3Y*
- 13.01%
- 5Y*
- 8.44%
- 10Y*
- 11.03%
- ALL TIME*
- 9.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $461.96M | $459.67M | $538.23M |
FAMEX vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.92% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
IJH iShares Core S&P Mid-Cap ETF | 14.60% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
Correlation
The correlation between FAMEX and IJH is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.88 |
The correlation between FAMEX and IJH shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FAMEX vs. IJH — Risk / Return Rank
FAMEX
IJH
FAMEX vs. IJH - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAMEX | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.39 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.34 | 8.69 | -9.02 |
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Drawdowns
FAMEX vs. IJH - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, roughly equal to the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for FAMEX and IJH.
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Drawdown Indicators
| FAMEX | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -55.07% | +0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -8.83% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -24.10% | +8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -24.10% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -42.18% | +6.22% |
Current DrawdownCurrent decline from peak | -5.29% | -2.39% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -7.53% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 2.42% | +2.63% |
Volatility
FAMEX vs. IJH - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 3.94% compared to iShares Core S&P Mid-Cap ETF (IJH) at 3.46%. This indicates that FAMEX'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
| FAMEX | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.46% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 11.63% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 15.76% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 19.67% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 21.13% | -3.19% |
FAMEX vs. IJH - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than IJH's 0.05% expense ratio.
Dividends
FAMEX vs. IJH - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, more than IJH's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.64% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
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
FAMEX and IJH have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (3.94%) compared to IJH (3.46%). In terms of maximum drawdown, FAMEX dropped -54.68% vs IJH's -55.07%.
IJH currently has the higher Sharpe Ratio (1.34 vs -0.13), 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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