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IJH vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IJH and IJR 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.


-0.50.00.51.00.9

Performance

IJH vs. IJR - 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 S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

800.00%850.00%900.00%950.00%JulyAugustSeptemberOctoberNovemberDecember
844.84%
880.56%
IJH
IJR

Key characteristics

Sharpe Ratio

IJH:

0.93

IJR:

0.58

Sortino Ratio

IJH:

1.38

IJR:

0.96

Omega Ratio

IJH:

1.17

IJR:

1.11

Calmar Ratio

IJH:

1.84

IJR:

0.96

Martin Ratio

IJH:

5.22

IJR:

3.14

Ulcer Index

IJH:

2.87%

IJR:

3.66%

Daily Std Dev

IJH:

16.08%

IJR:

19.88%

Max Drawdown

IJH:

-55.06%

IJR:

-58.15%

Current Drawdown

IJH:

-8.11%

IJR:

-8.47%

Returns By Period

In the year-to-date period, IJH achieves a 13.56% return, which is significantly higher than IJR's 8.90% return. Over the past 10 years, IJH has outperformed IJR with an annualized return of 9.63%, while IJR has yielded a comparatively lower 9.12% annualized return.


IJH

YTD

13.56%

1M

-3.00%

6M

7.09%

1Y

13.46%

5Y*

10.25%

10Y*

9.63%

IJR

YTD

8.90%

1M

-3.32%

6M

10.79%

1Y

9.27%

5Y*

8.38%

10Y*

9.12%

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. IJR - Expense Ratio Comparison

IJH has a 0.06% expense ratio, which is lower than IJR'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%.


IJR
iShares Core S&P Small-Cap ETF
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IJH vs. IJR - 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 S&P Small-Cap ETF (IJR). 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.


Sharpe ratio
The chart of Sharpe ratio for IJH, currently valued at 0.93, compared to the broader market0.002.004.000.930.58
The chart of Sortino ratio for IJH, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.380.96
The chart of Omega ratio for IJH, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.11
The chart of Calmar ratio for IJH, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.840.96
The chart of Martin ratio for IJH, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.00100.005.223.14
IJH
IJR

The current IJH Sharpe Ratio is 0.93, which is higher than the IJR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IJH and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.93
0.58
IJH
IJR

Dividends

IJH vs. IJR - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.72%, less than IJR's 2.29% yield.


TTM20232022202120202019201820172016201520142013
IJH
iShares Core S&P Mid-Cap ETF
1.72%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%1.29%
IJR
iShares Core S&P Small-Cap ETF
2.29%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

Drawdowns

IJH vs. IJR - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.06%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for IJH and IJR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.11%
-8.47%
IJH
IJR

Volatility

IJH vs. IJR - Volatility Comparison

The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 5.31%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.90%. This indicates that IJH experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.31%
5.90%
IJH
IJR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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