IJH vs. IEFA
Compare and contrast key facts about iShares Core S&P Mid-Cap ETF (IJH) and iShares Core MSCI EAFE ETF (IEFA).
IJH and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both IJH and IEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJH or IEFA.
Performance
IJH vs. IEFA - Performance Comparison
Returns By Period
In the year-to-date period, IJH achieves a 16.85% return, which is significantly higher than IEFA's 3.97% return. Over the past 10 years, IJH has outperformed IEFA with an annualized return of 10.06%, while IEFA has yielded a comparatively lower 5.16% annualized return.
IJH
16.85%
0.56%
7.10%
29.49%
11.61%
10.06%
IEFA
3.97%
-5.33%
-3.57%
12.25%
5.30%
5.16%
Key characteristics
| IJH | IEFA | |
|---|---|---|
| Sharpe Ratio | 1.77 | 0.93 |
| Sortino Ratio | 2.51 | 1.35 |
| Omega Ratio | 1.31 | 1.16 |
| Calmar Ratio | 2.62 | 1.20 |
| Martin Ratio | 10.27 | 4.51 |
| Ulcer Index | 2.75% | 2.65% |
| Daily Std Dev | 15.97% | 12.87% |
| Max Drawdown | -55.07% | -34.78% |
| Current Drawdown | -3.52% | -8.72% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IJH vs. IEFA - Expense Ratio Comparison
IJH has a 0.06% expense ratio, which is lower than IEFA's 0.07% 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%.
Correlation
The correlation between IJH and IEFA is 0.76, 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.
Risk-Adjusted Performance
IJH vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and iShares Core MSCI EAFE ETF (IEFA). 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.
Dividends
IJH vs. IEFA - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.25%, less than IEFA's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.25% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
IEFA iShares Core MSCI EAFE ETF | 3.17% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
IJH vs. IEFA - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for IJH and IEFA. For additional features, visit the drawdowns tool.
Volatility
IJH vs. IEFA - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 5.45% compared to iShares Core MSCI EAFE ETF (IEFA) at 3.98%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.