IJH vs. MSFT
IJH (iShares Core S&P Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, IJH returned 10.87%/yr vs 23.18%/yr for MSFT. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
IJH vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 14.08% return, which is significantly higher than MSFT's -16.45% return. Over the past 10 years, IJH has underperformed MSFT with an annualized return of 10.87%, while MSFT has yielded a comparatively higher 23.18% annualized return.
IJH
- 1D
- -0.81%
- 1M
- -1.12%
- 6M
- 7.47%
- YTD
- 14.08%
- 1Y
- 19.62%
- 3Y*
- 13.08%
- 5Y*
- 8.56%
- 10Y*
- 10.87%
- ALL TIME*
- 9.84%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
IJH vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.08% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between IJH and MSFT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.54 |
Over the past year, the correlation between IJH and MSFT has dropped to 0.11 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
IJH vs. MSFT — Risk / Return Rank
IJH
MSFT
IJH vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Microsoft Corporation (MSFT). 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.
| IJH | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.88 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.60 | +2.83 |
| Martin ratioReturn relative to average drawdown | 8.05 | -1.10 | +9.15 |
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Drawdowns
IJH vs. MSFT - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for IJH and MSFT.
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Drawdown Indicators
| IJH | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -69.38% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -34.50% | +25.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | -34.50% | +10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -37.15% | +13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | -37.15% | -5.03% |
Current DrawdownCurrent decline from peak | -2.83% | -25.32% | +22.49% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -21.80% | +14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 18.74% | -16.30% |
Volatility
IJH vs. MSFT - Volatility Comparison
The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 3.47%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that IJH experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJH | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 10.25% | -6.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 24.51% | -12.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 27.52% | -11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 27.07% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.13% | 27.15% | -6.02% |
Dividends
IJH vs. MSFT - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.19%, more than MSFT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.19% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
IJH and MSFT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to IJH (3.47%). In terms of maximum drawdown, IJH dropped -55.07% vs MSFT's -69.38%.
IJH currently has the higher Sharpe Ratio (1.25 vs -0.75), 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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