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IJH vs. IVOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IJH vs. IVOO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core S&P Mid-Cap ETF (IJH) and Vanguard S&P Mid-Cap 400 ETF (IVOO).

IJH and IVOO 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. IVOO is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Index. It was launched on Sep 7, 2010. Both IJH and IVOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IJH vs. IVOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and Vanguard S&P Mid-Cap 400 ETF (IVOO). The values are adjusted to include any dividend payments, if applicable.

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IJH vs. IVOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF		2.56%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%
IVOO
Vanguard S&P Mid-Cap 400 ETF		2.57%7.47%13.77%16.45%-13.17%24.61%13.61%26.18%-11.33%16.38%

Returns By Period

The year-to-date returns for both investments are quite close, with IJH having a 2.56% return and IVOO slightly higher at 2.57%. Both investments have delivered pretty close results over the past 10 years, with IJH having a 10.48% annualized return and IVOO not far behind at 10.44%.

IJH

1D
2.96%
1M
-5.32%
YTD
2.56%
6M
4.23%
1Y
17.32%
3Y*
12.06%
5Y*
6.57%
10Y*
10.48%

IVOO

1D
2.97%
1M
-5.28%
YTD
2.57%
6M
4.28%
1Y
17.42%
3Y*
12.05%
5Y*
6.55%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Vanguard S&P Mid-Cap 400 ETF

Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. IJJIJH vs. IJKIJH vs. SCHMIJH vs. VOE
Often compared with IVOO:
IVOO vs. VOOIVOO vs. VOIVOO vs. VIOVIVOO vs. VOOGIVOO vs. VIOGIVOO vs. FZFLXIVOO vs. VSPMX

IJH vs. IVOO - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than IVOO's 0.10% 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%.

IVOO
Vanguard S&P Mid-Cap 400 ETF
IJH
iShares Core S&P Mid-Cap ETF

Return for Risk

IJH vs. IVOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJH
IJH Risk / Return Rank: 5353
Overall Rank
IJH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJH Omega Ratio Rank: 5050
Omega Ratio Rank
IJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
IJH Martin Ratio Rank: 5959
Martin Ratio Rank
IVOO
IVOO Risk / Return Rank: 5252
Overall Rank
IVOO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IVOO Sortino Ratio Rank: 5252
Sortino Ratio Rank
IVOO Omega Ratio Rank: 5050
Omega Ratio Rank
IVOO Calmar Ratio Rank: 5353
Calmar Ratio Rank
IVOO Martin Ratio Rank: 5959
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. IVOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Vanguard S&P Mid-Cap 400 ETF (IVOO). 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.

IJHIVOODifference

Sharpe ratio

Return per unit of total volatility

0.83

0.82

0.00

Sortino ratio

Return per unit of downside risk

1.30

1.30

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.24

1.24

0.00

Martin ratio

Return relative to average drawdown

5.37

5.38

0.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJH vs. IVOO - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 0.83, which is comparable to the IVOO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IJH and IVOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IJHIVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.82

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.33

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.49

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.58

-0.14

Correlation

The correlation between IJH and IVOO is 0.98, 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.

Dividends

IJH vs. IVOO - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.32%, which matches IVOO's 1.32% yield.

TTM20252024202320222021202020192018201720162015
IJH
iShares Core S&P Mid-Cap ETF		1.32%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
IVOO
Vanguard S&P Mid-Cap 400 ETF		1.32%1.35%1.30%1.25%1.58%1.14%1.23%1.49%1.56%1.22%1.37%1.45%

Drawdowns

IJH vs. IVOO - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than IVOO's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for IJH and IVOO.

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Drawdown Indicators

IJHIVOODifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-42.33%

-12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-14.17%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-24.22%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-42.33%

+0.15%

Current Drawdown

Current decline from peak

-6.13%

-6.10%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.61%

-5.31%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.27%

+0.01%

Volatility

IJH vs. IVOO - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) and Vanguard S&P Mid-Cap 400 ETF (IVOO) have volatilities of 6.49% and 6.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJHIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

6.56%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

11.90%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

21.22%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

19.73%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

21.17%

-0.01%