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IJH vs. BMVP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. BMVP

Last updated Jun 26, 2026

IJH (iShares Core S&P Mid-Cap ETF) and BMVP (Invesco Bloomberg MVP Multi-factor ETF) are both Mid Cap Blend Equities funds - IJH tracks the S&P MidCap 400 Index while BMVP tracks the Bloomberg MVP Index. Both are passively managed. Over the past 10 years, IJH returned 12.13%/yr vs 10.04%/yr for BMVP. Their correlation of 0.87 suggests significant overlap in exposure. IJH charges 0.05%/yr vs 0.29%/yr for BMVP.

Performance

IJH vs. BMVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJH achieves a 16.41% return, which is significantly higher than BMVP's 5.43% return. Over the past 10 years, IJH has outperformed BMVP with an annualized return of 12.13%, while BMVP has yielded a comparatively lower 10.04% annualized return.

IJH

1D
0.92%
1M
2.68%
YTD
16.41%
6M
14.13%
1Y
26.90%
3Y*
16.39%
5Y*
8.61%
10Y*
12.13%

BMVP

1D
-0.15%
1M
-1.31%
YTD
5.43%
6M
4.09%
1Y
9.58%
3Y*
13.23%
5Y*
6.39%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. BMVP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF		16.41%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%
BMVP
Invesco Bloomberg MVP Multi-factor ETF		5.43%6.15%17.46%19.03%-16.01%19.38%8.52%13.47%-6.40%20.16%

Correlation

The correlation between IJH and BMVP is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since May 1, 2003

0.87

Over the past year, the correlation between IJH and BMVP has dropped to 0.67 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

IJH vs. BMVP - Sectors Allocation Comparison

Sectors
IJH
BMVP

Industrials

25.9%
16.6%

Technology

16.6%
17.2%

Financial Services

13.5%
16.3%

Consumer Cyclical

9.2%
10.6%

Healthcare

8.7%
9.7%

Real Estate

7.5%
5.4%

Energy

5.3%
5.1%

Basic Materials

4.9%
1.5%

Consumer Defensive

4.2%
5.0%

Utilities

3.0%
5.1%

Communication Services

1.0%
7.5%

Industrials

IJH
25.9%
BMVP
16.6%

Technology

IJH
16.6%
BMVP
17.2%

Financial Services

IJH
13.5%
BMVP
16.3%

Consumer Cyclical

IJH
9.2%
BMVP
10.6%

Healthcare

IJH
8.7%
BMVP
9.7%

Real Estate

IJH
7.5%
BMVP
5.4%

Energy

IJH
5.3%
BMVP
5.1%

Basic Materials

IJH
4.9%
BMVP
1.5%

Consumer Defensive

IJH
4.2%
BMVP
5.0%

Utilities

IJH
3.0%
BMVP
5.1%

Communication Services

IJH
1.0%
BMVP
7.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P Mid-Cap ETF

Invesco Bloomberg MVP Multi-factor ETF

Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. IJJIJH vs. SCHMIJH vs. IJKIJH vs. IVOO
Often compared with BMVP:
BMVP vs. VOOBMVP vs. VTIBMVP vs. SPMOBMVP vs. MVCAXBMVP vs. FMDEBMVP vs. FZROXBMVP vs. SCHG

Return for Risk

IJH vs. BMVP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJH
IJH Risk / Return Rank: 6363
Overall Rank
IJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 6161
Sortino Ratio Rank
IJH Omega Ratio Rank: 5656
Omega Ratio Rank
IJH Calmar Ratio Rank: 7070
Calmar Ratio Rank
IJH Martin Ratio Rank: 7070
Martin Ratio Rank
BMVP
BMVP Risk / Return Rank: 3030
Overall Rank
BMVP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BMVP Sortino Ratio Rank: 2929
Sortino Ratio Rank
BMVP Omega Ratio Rank: 2626
Omega Ratio Rank
BMVP Calmar Ratio Rank: 3333
Calmar Ratio Rank
BMVP Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJH vs. BMVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). 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.

IJHBMVPDifference
Sharpe ratioReturn per unit of total volatility
1.71
0.99

+0.72

Sortino ratioReturn per unit of downside risk
2.48
1.48

+1.00

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

3.06

1.49

+1.57

Martin ratioReturn relative to average drawdown

11.18

4.44

+6.74

IJH vs. BMVP - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.71, which is higher than the BMVP Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IJH and BMVP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IJH vs. BMVP - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, smaller than the maximum BMVP drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for IJH and BMVP.

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Drawdown Indicators

IJHBMVPDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-78.13%

+23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-6.45%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-15.12%

-8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-26.58%

+2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-39.45%

-2.73%

Current Drawdown

Current decline from peak

0.00%

-2.75%

+2.75%

Average Drawdown

Average peak-to-trough decline

-7.55%

-36.11%

+28.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.16%

+0.25%

Volatility

IJH vs. BMVP - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.57% compared to Invesco Bloomberg MVP Multi-factor ETF (BMVP) at 2.52%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than BMVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJHBMVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

2.52%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

7.26%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

9.81%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

16.02%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

18.78%

+2.38%

IJH vs. BMVP - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than BMVP's 0.29% expense ratio.

Dividends

IJH vs. BMVP - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.16%, less than BMVP's 1.80% yield.

PositionTTM20252024202320222021202020192018201720162015
BMVP
Invesco Bloomberg MVP Multi-factor ETF		1.80%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
IJH
iShares Core S&P Mid-Cap ETF		1.16%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

IJH and BMVP have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJH has higher volatility (4.57%) compared to BMVP (2.52%). In terms of maximum drawdown, IJH dropped -55.07% vs BMVP's -78.13%.

On 10-year performance, IJH leads with 12.13% vs 10.04% for BMVP. On fees, IJH is cheaper at 0.05% per year. On volatility, BMVP has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJH has performed better with a 12.13% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH is cheaper with a 0.05% expense ratio, compared with 0.29% for BMVP.

BMVP has the higher dividend yield at 1.80%, compared with 1.16% for IJH.

IJH tracks S&P MidCap 400 Index, while BMVP tracks Bloomberg MVP Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.05% for IJH and 0.29% for BMVP.

IJH currently has the higher Sharpe Ratio (1.71 vs 0.99), 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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