IJH vs. FAMEX
IJH (iShares Core S&P Mid-Cap ETF) and FAMEX (FAM Dividend Focus Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, IJH returned 11.63%/yr vs 10.93%/yr for FAMEX. Their correlation of 0.88 suggests significant overlap in exposure. IJH charges 0.05%/yr vs 1.23%/yr for FAMEX.
Performance
IJH vs. FAMEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IJH achieves a 14.64% return, which is significantly higher than FAMEX's 2.03% return. Over the past 10 years, IJH has outperformed FAMEX with an annualized return of 11.63%, while FAMEX has yielded a comparatively lower 10.93% annualized return.
IJH
- 1D
- -1.01%
- 1M
- 2.70%
- YTD
- 14.64%
- 6M
- 12.56%
- 1Y
- 25.12%
- 3Y*
- 16.11%
- 5Y*
- 8.47%
- 10Y*
- 11.63%
FAMEX
- 1D
- 0.04%
- 1M
- 4.43%
- YTD
- 2.03%
- 6M
- 0.58%
- 1Y
- -2.22%
- 3Y*
- 7.86%
- 5Y*
- 5.36%
- 10Y*
- 10.93%
IJH vs. FAMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.64% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
FAMEX FAM Dividend Focus Fund | 2.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
Correlation
The correlation between IJH and FAMEX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.88 |
The correlation between IJH and FAMEX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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. FAMEX — Risk / Return Rank
IJH
FAMEX
IJH vs. FAMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and FAM Dividend Focus Fund (FAMEX). 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.
| IJH | FAMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | -0.08 | +2.94 |
| Martin ratioReturn relative to average drawdown | 10.44 | -0.16 | +10.60 |
Loading charts...
Drawdowns
IJH vs. FAMEX - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, roughly equal to the maximum FAMEX drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for IJH and FAMEX.
Loading charts...
Drawdown Indicators
| IJH | FAMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -54.68% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -13.83% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | -15.36% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -24.10% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | -35.96% | -6.22% |
Current DrawdownCurrent decline from peak | -1.13% | -6.10% | +4.97% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -6.80% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 6.72% | -4.31% |
Volatility
IJH vs. FAMEX - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) and FAM Dividend Focus Fund (FAMEX) have volatilities of 4.75% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IJH | FAMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.82% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 10.60% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 13.58% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 16.73% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 17.97% | +3.20% |
IJH vs. FAMEX - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than FAMEX's 1.23% expense ratio.
Dividends
IJH vs. FAMEX - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.18%, less than FAMEX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.66% | 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
IJH and FAMEX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.82%) compared to IJH (4.75%). In terms of maximum drawdown, IJH dropped -55.07% vs FAMEX's -54.68%.
IJH currently has the higher Sharpe Ratio (1.59 vs -0.08), 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.
Find the right allocation for IJH and FAMEX
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