PortfoliosLab logoPortfoliosLab logo
IJH vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJH vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IJH achieves a 12.55% return, which is significantly higher than BRLN's 1.14% return.


IJH

1D
0.22%
1M
0.16%
YTD
12.55%
6M
12.75%
1Y
22.98%
3Y*
15.01%
5Y*
7.86%
10Y*
11.12%

BRLN

1D
0.35%
1M
0.60%
YTD
1.14%
6M
1.72%
1Y
4.81%
3Y*
7.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. BRLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
IJH
iShares Core S&P Mid-Cap ETF
12.55%7.42%13.92%16.40%4.93%
BRLN
BlackRock Floating Rate Loan ETF
1.14%5.38%7.49%13.42%2.13%

Correlation

The correlation between IJH and BRLN is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.17

Compare stocks, funds, or ETFs

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


Return for Risk

IJH vs. BRLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJH
IJH Risk / Return Rank: 5252
Overall Rank
IJH Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 4949
Sortino Ratio Rank
IJH Omega Ratio Rank: 4646
Omega Ratio Rank
IJH Calmar Ratio Rank: 5858
Calmar Ratio Rank
IJH Martin Ratio Rank: 5959
Martin Ratio Rank

BRLN
BRLN Risk / Return Rank: 5353
Overall Rank
BRLN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5353
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5353
Calmar Ratio Rank
BRLN Martin Ratio Rank: 5858
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. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and BlackRock Floating Rate Loan ETF (BRLN). 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.


IJHBRLNDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

2.61

2.41

+0.20

Martin ratioReturn relative to average drawdown

9.55

9.32

+0.22

IJH vs. BRLN - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.48, which is comparable to the BRLN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IJH and BRLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IJHBRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.54

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

2.16

-1.70

Drawdowns

IJH vs. BRLN - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for IJH and BRLN.


Loading charts...

Drawdown Indicators


IJHBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-3.85%

-51.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-2.00%

-6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-3.85%

-20.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

Current Drawdown

Current decline from peak

-1.79%

-0.42%

-1.37%

Average Drawdown

Average peak-to-trough decline

-7.57%

-0.31%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

0.52%

+1.89%

Volatility

IJH vs. BRLN - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.17% compared to BlackRock Floating Rate Loan ETF (BRLN) at 1.11%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IJHBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

1.11%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

2.34%

+9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

3.14%

+12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

3.74%

+16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

3.74%

+17.45%

IJH vs. BRLN - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than BRLN's 0.55% expense ratio.


Dividends

IJH vs. BRLN - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.20%, less than BRLN's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
BRLN
BlackRock Floating Rate Loan ETF
6.37%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJH
iShares Core S&P Mid-Cap ETF
1.20%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 BRLN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJH has higher volatility (4.17%) compared to BRLN (1.11%). In terms of maximum drawdown, IJH dropped -55.07% vs BRLN's -3.85%.

On 3-year performance, IJH leads with 15.01% vs 7.18% for BRLN. On fees, IJH is cheaper at 0.05% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IJH has performed better with a 15.01% return vs 7.18%. 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 0.55% for BRLN.

BRLN has the higher dividend yield at 6.37%, compared with 1.20% for IJH.

IJH is categorized as Mid Cap Blend Equities, while BRLN is Bank Loan. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.05% for IJH and 0.55% for BRLN.

BRLN currently has the higher Sharpe Ratio (1.54 vs 1.48), 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.

Portfolio Optimizer

Find the right allocation for IJH and BRLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer