IJH vs. IJK

Last updated Jun 23, 2026

IJH (iShares Core S&P Mid-Cap ETF) and IJK (iShares S&P MidCap 400 Growth ETF) are both exchange-traded funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while IJK is a Mid Cap Growth Equities fund tracking the S&P MidCap 400 Growth Index. Both are passively managed. Over the past 10 years, IJH returned 11.74%/yr vs 12.03%/yr for IJK. With a 0.97 correlation, they move nearly in lockstep. IJH charges 0.05%/yr vs 0.17%/yr for IJK.

Performance

IJH vs. IJK - 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 MidCap 400 Growth ETF (IJK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IJH achieves a 15.82% return, which is significantly lower than IJK's 20.35% return. Both investments have delivered pretty close results over the past 10 years, with IJH having a 11.74% annualized return and IJK not far ahead at 12.03%.

IJH

• 1D: 0.38%
• 1M: 3.76%
• YTD: 15.82%
• 6M: 13.38%
• 1Y: 27.53%
• 3Y*: 16.50%
• 5Y*: 8.90%
• 10Y*: 11.74%

IJK

• 1D: 0.59%
• 1M: 4.15%
• YTD: 20.35%
• 6M: 17.46%
• 1Y: 32.45%
• 3Y*: 18.28%
• 5Y*: 8.76%
• 10Y*: 12.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. IJK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IJH iShares Core S&P Mid-Cap ETF	15.82%	7.42%	13.92%	16.40%	-13.11%	24.72%	13.60%	26.10%	-11.19%	16.26%
IJK iShares S&P MidCap 400 Growth ETF	20.35%	7.28%	15.68%	17.41%	-19.03%	18.68%	22.45%	25.96%	-10.53%	19.64%

Correlation

The correlation between IJH and IJK is 0.96 - 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
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 IJK has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

IJH vs. IJK - Sectors Allocation Comparison

Sectors	IJH	IJK
Industrials	25.9%	30.2%
Technology	16.6%	24.8%
Financial Services	13.5%	6.7%
Consumer Cyclical	9.2%	7.5%
Healthcare	8.7%	13.7%
Real Estate	7.5%	5.3%
Energy	5.3%	3.2%
Basic Materials	4.9%	3.5%
Consumer Defensive	4.2%	1.8%
Utilities	3.0%	2.0%
Communication Services	1.0%	1.4%

Return for Risk

IJH vs. IJK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJH

IJH Risk / Return Rank: 57
IJH Sharpe Ratio Rank: 53
IJH Sortino Ratio Rank: 54
IJH Omega Ratio Rank: 50
IJH Calmar Ratio Rank: 65
IJH Martin Ratio Rank: 64

IJK

IJK Risk / Return Rank: 61
IJK Sharpe Ratio Rank: 57
IJK Sortino Ratio Rank: 57
IJK Omega Ratio Rank: 53
IJK Calmar Ratio Rank: 68
IJK Martin Ratio Rank: 71

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. IJK - 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 MidCap 400 Growth ETF (IJK). 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	IJK	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.86	-0.11
Sortino ratio: Return per unit of downside risk	2.53	2.63	-0.10
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	3.13	3.28	-0.15
Martin ratio: Return relative to average drawdown	11.45	12.90	-1.45

IJH vs. IJK - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.75, which is comparable to the IJK Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IJH and IJK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IJH vs. IJK - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, roughly equal to the maximum IJK drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for IJH and IJK.

Drawdown Indicators

	IJH	IJK	Difference
Max Drawdown Largest peak-to-trough decline	-55.07%	-54.47%	-0.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.83%	-9.92%	+1.09%
Max Drawdown (3Y) Largest decline over 3 years	-24.10%	-25.63%	+1.53%
Max Drawdown (5Y) Largest decline over 5 years	-24.10%	-29.24%	+5.14%
Max Drawdown (10Y) Largest decline over 10 years	-42.18%	-39.25%	-2.93%
Current Drawdown Current decline from peak	-0.12%	0.00%	-0.12%
Average Drawdown Average peak-to-trough decline	-7.56%	-10.78%	+3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.52%	-0.11%

Volatility

IJH vs. IJK - Volatility Comparison

The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 4.59%, while iShares S&P MidCap 400 Growth ETF (IJK) has a volatility of 5.57%. This indicates that IJH experiences smaller price fluctuations and is considered to be less risky than IJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IJH	IJK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.59%	5.57%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	13.76%	-2.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	17.56%	-1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.76%	20.77%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.21%	21.11%	+0.10%

IJH vs. IJK - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than IJK's 0.17% 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. IJK - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.17%, more than IJK's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IJK iShares S&P MidCap 400 Growth ETF	0.52%	0.66%	0.79%	1.13%	1.08%	0.50%	0.70%	1.09%	1.13%	0.93%	1.15%	1.12%

Frequently Asked Questions

Can I hold both IJH and IJK in my portfolio?

With a correlation of 0.96, IJH and IJK 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.

Which is riskier, IJH or IJK?

IJK has higher volatility (5.57%) compared to IJH (4.59%). In terms of maximum drawdown, IJH dropped -55.07% vs IJK's -54.47%.

Which ETF is better, IJH or IJK?

On 10-year performance, IJK leads with 12.03% vs 11.74% for IJH. On fees, IJH is cheaper at 0.05% per year. On volatility, IJH has been the lower-risk option at 4.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IJH or IJK?

Over the 10-year period, IJK has performed better with a 12.03% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IJH or IJK?

IJH is cheaper with a 0.05% expense ratio, compared with 0.17% for IJK.

Which ETF pays a higher dividend yield, IJH or IJK?

IJH has the higher dividend yield at 1.17%, compared with 0.52% for IJK.

What is the main difference between IJH and IJK?

IJH is categorized as Mid Cap Blend Equities, while IJK is Mid Cap Growth Equities. IJH tracks S&P MidCap 400 Index, while IJK tracks S&P MidCap 400 Growth Index. Their fees differ too: 0.05% for IJH and 0.17% for IJK.

Which has better risk-adjusted returns?

IJK currently has the higher Sharpe Ratio (1.86 vs 1.75), 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.