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IJH vs. IJJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. IJJ

Last updated Jun 24, 2026

IJH (iShares Core S&P Mid-Cap ETF) and IJJ (iShares S&P Mid-Cap 400 Value ETF) are both exchange-traded funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while IJJ is a Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index. Both are passively managed. Over the past 10 years, IJH returned 11.63%/yr vs 10.75%/yr for IJJ. With a 0.97 correlation, they move nearly in lockstep. IJH charges 0.05%/yr vs 0.18%/yr for IJJ.

Performance

IJH vs. IJJ - 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 S&P Mid-Cap 400 Value ETF (IJJ). 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 14.64% return, which is significantly higher than IJJ's 10.52% return. Over the past 10 years, IJH has outperformed IJJ with an annualized return of 11.63%, while IJJ has yielded a comparatively lower 10.75% 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%

IJJ

1D
-0.39%
1M
2.84%
YTD
10.52%
6M
8.99%
1Y
20.40%
3Y*
14.17%
5Y*
8.31%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. IJJ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IJJ
iShares S&P Mid-Cap 400 Value ETF		10.52%7.27%11.63%15.24%-7.11%30.45%3.56%25.66%-12.06%12.04%

Correlation

The correlation between IJH and IJJ is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2000

0.97

The correlation between IJH and IJJ has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

IJH vs. IJJ - Sectors Allocation Comparison

Sectors
IJH
IJJ

Industrials

25.9%
18.7%

Technology

16.6%
10.2%

Financial Services

13.5%
21.4%

Consumer Cyclical

9.2%
13.9%

Healthcare

8.7%
3.8%

Real Estate

7.5%
9.6%

Energy

5.3%
6.8%

Basic Materials

4.9%
6.3%

Consumer Defensive

4.2%
4.9%

Utilities

3.0%
4.0%

Communication Services

1.0%
0.5%

Industrials

IJH
25.9%
IJJ
18.7%

Technology

IJH
16.6%
IJJ
10.2%

Financial Services

IJH
13.5%
IJJ
21.4%

Consumer Cyclical

IJH
9.2%
IJJ
13.9%

Healthcare

IJH
8.7%
IJJ
3.8%

Real Estate

IJH
7.5%
IJJ
9.6%

Energy

IJH
5.3%
IJJ
6.8%

Basic Materials

IJH
4.9%
IJJ
6.3%

Consumer Defensive

IJH
4.2%
IJJ
4.9%

Utilities

IJH
3.0%
IJJ
4.0%

Communication Services

IJH
1.0%
IJJ
0.5%

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 S&P Mid-Cap 400 Value ETF

Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. SCHMIJH vs. IJKIJH vs. IVOOIJH vs. VOE
Often compared with IJJ:
IJJ vs. VOEIJJ vs. SPYIJJ vs. PSRIJJ vs. IVVIJJ vs. VOOIJJ vs. VBRIJJ vs. VOOV

Return for Risk

IJH vs. IJJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJH
IJH Risk / Return Rank: 5252
Overall Rank
IJH Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 4949
Sortino Ratio Rank
IJH Omega Ratio Rank: 4545
Omega Ratio Rank
IJH Calmar Ratio Rank: 6060
Calmar Ratio Rank
IJH Martin Ratio Rank: 6161
Martin Ratio Rank
IJJ
IJJ Risk / Return Rank: 4040
Overall Rank
IJJ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IJJ Sortino Ratio Rank: 4141
Sortino Ratio Rank
IJJ Omega Ratio Rank: 3737
Omega Ratio Rank
IJJ Calmar Ratio Rank: 4040
Calmar Ratio Rank
IJJ Martin Ratio Rank: 4343
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. IJJ - 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 S&P Mid-Cap 400 Value ETF (IJJ). 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.

IJHIJJDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.33

+0.26

Sortino ratioReturn per unit of downside risk
2.33
2.03

+0.30

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.86

1.93

+0.92

Martin ratioReturn relative to average drawdown

10.44

6.68

+3.76

IJH vs. IJJ - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.59, which is comparable to the IJJ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IJH and IJJ, 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. IJJ - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, smaller than the maximum IJJ drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for IJH and IJJ.

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Drawdown Indicators

IJHIJJDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-58.00%

+2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-10.59%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-22.68%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-22.68%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-46.11%

+3.93%

Current Drawdown

Current decline from peak

-1.13%

-1.25%

+0.12%

Average Drawdown

Average peak-to-trough decline

-7.55%

-7.92%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.06%

-0.65%

Volatility

IJH vs. IJJ - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.75% compared to iShares S&P Mid-Cap 400 Value ETF (IJJ) at 3.94%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than IJJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJHIJJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

3.94%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

10.84%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

15.43%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

19.52%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

22.01%

-0.84%

IJH vs. IJJ - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than IJJ's 0.18% 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%.

Dividends

IJH vs. IJJ - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.18%, less than IJJ's 1.62% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IJJ
iShares S&P Mid-Cap 400 Value ETF		1.62%1.79%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%

Frequently Asked Questions

With a correlation of 0.95, IJH and IJJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJH has higher volatility (4.75%) compared to IJJ (3.94%). In terms of maximum drawdown, IJH dropped -55.07% vs IJJ's -58.00%.

On 10-year performance, IJH leads with 11.63% vs 10.75% for IJJ. On fees, IJH is cheaper at 0.05% per year. On volatility, IJJ has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJH has performed better with a 11.63% return vs 10.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH is cheaper with a 0.05% expense ratio, compared with 0.18% for IJJ.

IJJ has the higher dividend yield at 1.62%, compared with 1.18% for IJH.

IJH is categorized as Mid Cap Blend Equities, while IJJ is Mid Cap Value Equities. IJH tracks S&P MidCap 400 Index, while IJJ tracks S&P MidCap 400 Value Index. Their fees differ too: 0.05% for IJH and 0.18% for IJJ.

IJH currently has the higher Sharpe Ratio (1.59 vs 1.33), 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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