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IJH vs. PONAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJH vs. PONAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IJH achieves a 14.66% return, which is significantly higher than PONAX's 0.18% return. Over the past 10 years, IJH has outperformed PONAX with an annualized return of 11.45%, while PONAX has yielded a comparatively lower 4.22% annualized return.


IJH

1D
2.51%
1M
2.96%
YTD
14.66%
6M
11.74%
1Y
25.20%
3Y*
15.52%
5Y*
8.10%
10Y*
11.45%

PONAX

1D
0.00%
1M
0.23%
YTD
0.18%
6M
0.83%
1Y
6.76%
3Y*
7.14%
5Y*
2.94%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF
14.66%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%
PONAX
PIMCO Income Fund Class A
0.18%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Correlation

The correlation between IJH and PONAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.33

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

0.36

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2007

0.14

Over the past year, IJH and PONAX have become more correlated (0.40) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

IJH vs. PONAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJH
IJH Risk / Return Rank: 6262
Overall Rank
IJH Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 6060
Sortino Ratio Rank
IJH Omega Ratio Rank: 5555
Omega Ratio Rank
IJH Calmar Ratio Rank: 6969
Calmar Ratio Rank
IJH Martin Ratio Rank: 6969
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 4444
Overall Rank
PONAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PONAX Omega Ratio Rank: 5252
Omega Ratio Rank
PONAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PONAX Martin Ratio Rank: 3232
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. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and PIMCO Income Fund Class A (PONAX). 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.


IJHPONAXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.05

Calmar ratioReturn relative to maximum drawdown

2.87

1.93

+0.94

Martin ratioReturn relative to average drawdown

10.47

6.45

+4.02

IJH vs. PONAX - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.59, which is comparable to the PONAX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IJH and PONAX, 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. PONAX - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for IJH and PONAX.


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Drawdown Indicators


IJHPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-13.64%

-41.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-3.69%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-3.90%

-20.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-13.64%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-13.64%

-28.54%

Current Drawdown

Current decline from peak

0.00%

-1.67%

+1.67%

Average Drawdown

Average peak-to-trough decline

-7.56%

-1.79%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.10%

+1.31%

Volatility

IJH vs. PONAX - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 5.07% compared to PIMCO Income Fund Class A (PONAX) at 1.62%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJHPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

1.62%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

3.30%

+8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

4.10%

+11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

4.82%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

4.22%

+16.98%

IJH vs. PONAX - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Dividends

IJH vs. PONAX - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.18%, less than PONAX's 5.46% yield.


PositionTTM20252024202320222021202020192018201720162015
IJH
iShares Core S&P Mid-Cap ETF
1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
PONAX
PIMCO Income Fund Class A
5.46%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Frequently Asked Questions


IJH and PONAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJH has higher volatility (5.07%) compared to PONAX (1.62%). In terms of maximum drawdown, IJH dropped -55.07% vs PONAX's -13.64%.

PONAX currently has the higher Sharpe Ratio (1.74 vs 1.59), 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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