IJH vs. FMDE
Compare and contrast key facts about iShares Core S&P Mid-Cap ETF (IJH) and Fidelity Enhanced Mid Cap ETF (FMDE).
IJH and FMDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000. FMDE is an actively managed fund by Fidelity. It was launched on Dec 20, 2007.
Performance
IJH vs. FMDE - Performance Comparison
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IJH vs. FMDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 3.42% | 7.42% | 13.92% | 9.44% |
FMDE Fidelity Enhanced Mid Cap ETF | 0.13% | 12.19% | 21.76% | 8.91% |
Returns By Period
In the year-to-date period, IJH achieves a 3.42% return, which is significantly higher than FMDE's 0.13% return.
IJH
- 1D
- 0.84%
- 1M
- -5.33%
- YTD
- 3.42%
- 6M
- 4.74%
- 1Y
- 17.69%
- 3Y*
- 12.37%
- 5Y*
- 6.75%
- 10Y*
- 10.57%
FMDE
- 1D
- 1.00%
- 1M
- -4.31%
- YTD
- 0.13%
- 6M
- 1.18%
- 1Y
- 16.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IJH vs. FMDE - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than FMDE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IJH vs. FMDE — Risk / Return Rank
IJH
FMDE
IJH vs. FMDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Fidelity Enhanced Mid Cap ETF (FMDE). 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.
| IJH | FMDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.88 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.34 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.29 | 0.00 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.09 | -0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJH | FMDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.88 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.13 | -0.69 |
Correlation
The correlation between IJH and FMDE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IJH vs. FMDE - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.30%, more than FMDE's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.30% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
FMDE Fidelity Enhanced Mid Cap ETF | 1.22% | 1.23% | 1.11% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJH vs. FMDE - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than FMDE's maximum drawdown of -21.10%. Use the drawdown chart below to compare losses from any high point for IJH and FMDE.
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Drawdown Indicators
| IJH | FMDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -21.10% | -33.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -13.43% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | — | — |
Current DrawdownCurrent decline from peak | -5.34% | -4.79% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -2.76% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.85% | +0.44% |
Volatility
IJH vs. FMDE - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 6.40% compared to Fidelity Enhanced Mid Cap ETF (FMDE) at 5.55%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than FMDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJH | FMDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.55% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 10.74% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.08% | 18.86% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 16.38% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 16.38% | +4.78% |