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 10.97%/yr vs 10.46%/yr for FAMEX. Their correlation of 0.88 means they have usually moved in the same direction. IJH charges 0.05%/yr vs 1.23%/yr for FAMEX.
Performance
IJH vs. FAMEX - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 15.88% return, which is significantly higher than FAMEX's 2.22% return. Both investments have delivered pretty close results over the past 10 years, with IJH having a 10.97% annualized return and FAMEX not far behind at 10.46%.
IJH
- 1D
- 1.12%
- 1M
- 0.03%
- 6M
- 10.44%
- YTD
- 15.88%
- 1Y
- 24.18%
- 3Y*
- 13.99%
- 5Y*
- 8.86%
- 10Y*
- 10.97%
- ALL TIME*
- 9.89%
FAMEX
- 1D
- -0.68%
- 1M
- -1.08%
- 6M
- -1.76%
- YTD
- 2.22%
- 1Y
- -0.81%
- 3Y*
- 6.10%
- 5Y*
- 4.58%
- 10Y*
- 10.46%
- ALL TIME*
- 8.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $455.75M | $451.31M | $537.83M |
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 | 15.88% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
FAMEX FAM Dividend Focus Fund | 2.22% | 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 0.77, 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 IJH and FAMEX 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
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 | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.99 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.17 | +2.92 |
| Martin ratioReturn relative to average drawdown | 10.01 | -0.39 | +10.40 |
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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.
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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% | -11.90% | +3.07% |
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 | -1.30% | -5.93% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.80% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 5.06% | -2.64% |
Volatility
IJH vs. FAMEX - Volatility Comparison
The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 3.63%, while FAM Dividend Focus Fund (FAMEX) has a volatility of 4.00%. This indicates that IJH experiences smaller price fluctuations and is considered to be less risky than FAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJH | FAMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.00% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 10.70% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 13.57% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.68% | 16.74% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 17.94% | +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 1.17%, less than FAMEX's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.67% | 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 | 1.17% | 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 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.00%) compared to IJH (3.63%). In terms of maximum drawdown, IJH dropped -55.07% vs FAMEX's -54.68%.
IJH currently has the higher Sharpe Ratio (1.55 vs -0.15), 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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