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IJH vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. IDEV

Last updated Jun 13, 2026

IJH (iShares Core S&P Mid-Cap ETF) and IDEV (iShares Core MSCI International Developed Markets ETF) are both exchange-traded funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while IDEV is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Investable Market Index. Both are passively managed. Over the past 5 years, IJH returned 8.25%/yr vs 8.52%/yr for IDEV. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.05% expense ratio.

Performance

IJH vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 15.48% return, which is significantly higher than IDEV's 9.59% return.

IJH

1D
0.72%
1M
3.98%
YTD
15.48%
6M
14.03%
1Y
25.96%
3Y*
15.38%
5Y*
8.25%
10Y*
11.56%

IDEV

1D
0.42%
1M
0.95%
YTD
9.59%
6M
11.02%
1Y
22.16%
3Y*
17.03%
5Y*
8.52%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. IDEV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF		15.48%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%13.80%
IDEV
iShares Core MSCI International Developed Markets ETF		9.59%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.43%

Correlation

The correlation between IJH and IDEV is 0.72, 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

0.72

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

0.73

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.76

The correlation between IJH and IDEV has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

IJH vs. IDEV - Sectors Allocation Comparison

Sectors
IJH
IDEV

Industrials

25.0%
19.1%

Technology

15.7%
9.9%

Financial Services

14.4%
24.2%

Consumer Cyclical

10.7%
7.7%

Healthcare

8.6%
8.6%

Real Estate

7.5%
2.9%

Energy

5.5%
5.9%

Basic Materials

4.8%
8.0%

Consumer Defensive

3.8%
6.0%

Utilities

3.1%
3.7%

Communication Services

1.0%
4.0%

Industrials

IJH
25.0%
IDEV
19.1%

Technology

IJH
15.7%
IDEV
9.9%

Financial Services

IJH
14.4%
IDEV
24.2%

Consumer Cyclical

IJH
10.7%
IDEV
7.7%

Healthcare

IJH
8.6%
IDEV
8.6%

Real Estate

IJH
7.5%
IDEV
2.9%

Energy

IJH
5.5%
IDEV
5.9%

Basic Materials

IJH
4.8%
IDEV
8.0%

Consumer Defensive

IJH
3.8%
IDEV
6.0%

Utilities

IJH
3.1%
IDEV
3.7%

Communication Services

IJH
1.0%
IDEV
4.0%

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

iShares Core MSCI International Developed Markets ETF

Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. IJJIJH vs. IJKIJH vs. SCHMIJH vs. IVOO
Often compared with IDEV:
IDEV vs. VYMIIDEV vs. VEAIDEV vs. IEFAIDEV vs. IXUSIDEV vs. SCHFIDEV vs. FDEVIDEV vs. VEU

Return for Risk

IJH vs. IDEV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJH
IJH Risk / Return Rank: 6060
Overall Rank
IJH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5858
Sortino Ratio Rank
IJH Omega Ratio Rank: 5353
Omega Ratio Rank
IJH Calmar Ratio Rank: 6868
Calmar Ratio Rank
IJH Martin Ratio Rank: 6868
Martin Ratio Rank
IDEV
IDEV Risk / Return Rank: 4848
Overall Rank
IDEV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4848
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4747
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4545
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5252
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. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.

IJHIDEVDifference
Sharpe ratioReturn per unit of total volatility
1.64
1.48

+0.16

Sortino ratioReturn per unit of downside risk
2.39
2.11

+0.28

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.95

1.99

+0.97

Martin ratioReturn relative to average drawdown

10.80

7.76

+3.04

IJH vs. IDEV - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.64, which is comparable to the IDEV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IJH and IDEV, 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. IDEV - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for IJH and IDEV.

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Drawdown Indicators

IJHIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-34.77%

-20.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-11.20%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-13.41%

-10.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-29.15%

+5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

-7.56%

-6.55%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.87%

-0.46%

Volatility

IJH vs. IDEV - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 5.09% and 5.30%, 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.

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Volatility by Period

IJHIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.30%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

12.73%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

15.07%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

16.35%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

17.29%

+3.91%

IJH vs. IDEV - Expense Ratio Comparison

Both IJH and IDEV have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IJH vs. IDEV - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.17%, less than IDEV's 3.11% yield.

PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF		3.11%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%
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 IDEV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDEV has higher volatility (5.30%) compared to IJH (5.09%). In terms of maximum drawdown, IJH dropped -55.07% vs IDEV's -34.77%.

On 5-year performance, IDEV leads with 8.52% vs 8.25% for IJH. Both ETFs have the same 0.05% expense ratio. On volatility, IJH has been the lower-risk option at 5.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDEV has performed better with a 8.52% return vs 8.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH and IDEV have the same expense ratio: 0.05% per year.

IDEV has the higher dividend yield at 3.11%, compared with 1.17% for IJH.

IJH is categorized as Mid Cap Blend Equities, while IDEV is Foreign Large Cap Equities. IJH tracks S&P MidCap 400 Index, while IDEV tracks MSCI World ex USA Investable Market Index.

IJH currently has the higher Sharpe Ratio (1.64 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.

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