IJH vs. IJR
Compare and contrast key facts about iShares Core S&P Mid-Cap ETF (IJH) and iShares Core S&P Small-Cap ETF (IJR).
IJH and IJR 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. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both IJH and IJR 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 IJR.
Performance
IJH vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, IJH achieves a 16.85% return, which is significantly higher than IJR's 12.58% return. Both investments have delivered pretty close results over the past 10 years, with IJH having a 10.06% annualized return and IJR not far behind at 9.63%.
IJH
16.85%
0.56%
7.10%
29.49%
11.61%
10.06%
IJR
12.58%
1.52%
10.07%
28.46%
9.96%
9.63%
Key characteristics
| IJH | IJR | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.33 |
| Sortino Ratio | 2.51 | 2.00 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 2.62 | 1.45 |
| Martin Ratio | 10.27 | 7.50 |
| Ulcer Index | 2.75% | 3.54% |
| Daily Std Dev | 15.97% | 20.02% |
| Max Drawdown | -55.07% | -58.15% |
| Current Drawdown | -3.52% | -4.54% |
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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%.
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.
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.
Dividends
IJH vs. IJR - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.25%, which matches IJR's 1.25% 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% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 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 -55.07%, 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.
Volatility
IJH vs. IJR - Volatility Comparison
The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 5.45%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.73%. 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.