IJH vs. IVOO
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJH or IVOO.
Performance
IJH vs. IVOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IJH having a 16.85% return and IVOO slightly lower at 16.69%. Both investments have delivered pretty close results over the past 10 years, with IJH having a 10.06% annualized return and IVOO not far behind at 10.01%.
IJH
16.85%
0.56%
7.10%
29.49%
11.61%
10.06%
IVOO
16.69%
0.50%
6.99%
29.34%
11.56%
10.01%
Key characteristics
| IJH | IVOO | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.75 |
| Sortino Ratio | 2.51 | 2.50 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 2.62 | 2.59 |
| Martin Ratio | 10.27 | 10.10 |
| Ulcer Index | 2.75% | 2.77% |
| Daily Std Dev | 15.97% | 15.98% |
| Max Drawdown | -55.07% | -42.33% |
| Current Drawdown | -3.52% | -3.54% |
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IJH vs. IVOO - Expense Ratio Comparison
IJH has a 0.06% 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%.
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.
Risk-Adjusted Performance
IJH vs. IVOO - Risk-Adjusted Performance 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.
Dividends
IJH vs. IVOO - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.25%, less than IVOO's 1.29% 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% |
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.29% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% | 1.26% | 0.92% |
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. For additional features, visit the drawdowns tool.
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 5.45% and 5.46%, 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.