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IJH vs. IVOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. IVOO

Last updated Jun 23, 2026

IJH (iShares Core S&P Mid-Cap ETF) and IVOO (Vanguard S&P Mid-Cap 400 ETF) are both Mid Cap Blend Equities funds tracking the S&P MidCap 400 Index, from iShares and Vanguard respectively. Both are passively managed. Over the past 10 years, IJH returned 11.74%/yr vs 11.70%/yr for IVOO. With a 0.98 correlation, they move nearly in lockstep. IJH charges 0.05%/yr vs 0.07%/yr for IVOO.

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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Returns By Period

The year-to-date returns for both stocks are quite close, with IJH having a 15.82% return and IVOO slightly lower at 15.81%. Both investments have delivered pretty close results over the past 10 years, with IJH having a 11.74% annualized return and IVOO not far behind at 11.70%.

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%

IVOO

1D
0.43%
1M
3.74%
YTD
15.81%
6M
13.38%
1Y
27.53%
3Y*
16.47%
5Y*
8.86%
10Y*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. IVOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IVOO
Vanguard S&P Mid-Cap 400 ETF		15.81%7.47%13.77%16.45%-13.17%24.61%13.61%26.18%-11.33%16.38%

Correlation

The correlation between IJH and IVOO is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.98

The correlation between IJH and IVOO has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

IJH vs. IVOO - Sectors Allocation Comparison

Sectors
IJH
IVOO

Industrials

25.9%
24.7%

Technology

16.6%
17.8%

Financial Services

13.5%
13.7%

Consumer Cyclical

9.2%
10.6%

Healthcare

8.7%
9.0%

Real Estate

7.5%
7.3%

Energy

5.3%
4.9%

Basic Materials

4.9%
4.8%

Consumer Defensive

4.2%
3.3%

Utilities

3.0%
2.9%

Communication Services

1.0%
1.0%

Industrials

IJH
25.9%
IVOO
24.7%

Technology

IJH
16.6%
IVOO
17.8%

Financial Services

IJH
13.5%
IVOO
13.7%

Consumer Cyclical

IJH
9.2%
IVOO
10.6%

Healthcare

IJH
8.7%
IVOO
9.0%

Real Estate

IJH
7.5%
IVOO
7.3%

Energy

IJH
5.3%
IVOO
4.9%

Basic Materials

IJH
4.9%
IVOO
4.8%

Consumer Defensive

IJH
4.2%
IVOO
3.3%

Utilities

IJH
3.0%
IVOO
2.9%

Communication Services

IJH
1.0%
IVOO
1.0%

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. SCHMIJH vs. IJKIJH vs. VOE
Often compared with IVOO:
IVOO vs. VOOIVOO vs. VOIVOO vs. VOOGIVOO vs. VIOVIVOO vs. VSPMXIVOO vs. VIOGIVOO vs. FZFLX

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: 5757
Overall Rank
IJH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5454
Sortino Ratio Rank
IJH Omega Ratio Rank: 5050
Omega Ratio Rank
IJH Calmar Ratio Rank: 6565
Calmar Ratio Rank
IJH Martin Ratio Rank: 6464
Martin Ratio Rank
IVOO
IVOO Risk / Return Rank: 5757
Overall Rank
IVOO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IVOO Sortino Ratio Rank: 5454
Sortino Ratio Rank
IVOO Omega Ratio Rank: 5050
Omega Ratio Rank
IVOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVOO Martin Ratio Rank: 6464
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.

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.

IJHIVOODifference
Sharpe ratioReturn per unit of total volatility
1.75
1.75

0.00

Sortino ratioReturn per unit of downside risk
2.53
2.53

0.00

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.13

3.14

-0.01

Martin ratioReturn relative to average drawdown

11.45

11.45

-0.01

IJH vs. IVOO - Sharpe Ratio Comparison

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

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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

-8.83%

-8.81%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-24.22%

+0.12%

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

-0.12%

-0.12%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.56%

-5.25%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.41%

0.00%

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 4.59% and 4.57%, 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

4.59%

4.57%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

11.72%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

15.88%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

19.74%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

21.22%

-0.01%

IJH vs. IVOO - Expense Ratio Comparison

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

Dividends

IJH vs. IVOO - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.17%, which matches IVOO's 1.17% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IVOO
Vanguard S&P Mid-Cap 400 ETF		1.17%1.35%1.30%1.25%1.58%1.14%1.23%1.49%1.56%1.22%1.37%1.45%

Frequently Asked Questions

With a correlation of 1.00, IJH and IVOO 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.

IJH has higher volatility (4.59%) compared to IVOO (4.57%). In terms of maximum drawdown, IJH dropped -55.07% vs IVOO's -42.33%.

On 10-year performance, IJH leads with 11.74% vs 11.70% for IVOO. On fees, IJH is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJH has performed better with a 11.74% return vs 11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH is cheaper with a 0.05% expense ratio, compared with 0.07% for IVOO.

IJH and IVOO have nearly identical dividend yields, around 1.17%.

Both ETFs track S&P MidCap 400 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.05% for IJH and 0.07% for IVOO.

IJH currently has the higher Sharpe Ratio (1.75 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.

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