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IJH vs. SRHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. SRHQ

Last updated Jun 26, 2026

IJH (iShares Core S&P Mid-Cap ETF) and SRHQ (SRH U.S. Quality ETF) are both Mid Cap Blend Equities funds - IJH tracks the S&P MidCap 400 Index while SRHQ tracks the SRH US Quality Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, IJH returned 16.39%/yr vs 17.23%/yr for SRHQ. Their correlation of 0.91 suggests significant overlap in exposure. IJH charges 0.05%/yr vs 0.35%/yr for SRHQ.

Performance

IJH vs. SRHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and SRH U.S. Quality ETF (SRHQ). 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 16.41% return, which is significantly higher than SRHQ's 13.72% return.

IJH

1D
0.92%
1M
2.68%
YTD
16.41%
6M
14.13%
1Y
26.90%
3Y*
16.39%
5Y*
8.61%
10Y*
12.13%

SRHQ

1D
0.25%
1M
2.77%
YTD
13.72%
6M
11.72%
1Y
23.77%
3Y*
17.23%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. SRHQ - Yearly Performance Comparison

2026 (YTD)2025202420232022
IJH
iShares Core S&P Mid-Cap ETF		16.41%7.42%13.92%16.40%3.58%
SRHQ
SRH U.S. Quality ETF		13.72%7.34%16.49%21.81%5.22%

Correlation

The correlation between IJH and SRHQ is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.83

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2022

0.91

The correlation between IJH and SRHQ has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

IJH vs. SRHQ - Sectors Allocation Comparison

Sectors
IJH
SRHQ

Industrials

25.9%
22.3%

Technology

16.6%
23.5%

Financial Services

13.5%
8.9%

Consumer Cyclical

9.2%
12.6%

Healthcare

8.7%
20.4%

Real Estate

7.5%
1.1%

Energy

5.3%
1.1%

Basic Materials

4.9%
1.4%

Consumer Defensive

4.2%
5.3%

Utilities

3.0%
1.3%

Communication Services

1.0%
2.2%

Industrials

IJH
25.9%
SRHQ
22.3%

Technology

IJH
16.6%
SRHQ
23.5%

Financial Services

IJH
13.5%
SRHQ
8.9%

Consumer Cyclical

IJH
9.2%
SRHQ
12.6%

Healthcare

IJH
8.7%
SRHQ
20.4%

Real Estate

IJH
7.5%
SRHQ
1.1%

Energy

IJH
5.3%
SRHQ
1.1%

Basic Materials

IJH
4.9%
SRHQ
1.4%

Consumer Defensive

IJH
4.2%
SRHQ
5.3%

Utilities

IJH
3.0%
SRHQ
1.3%

Communication Services

IJH
1.0%
SRHQ
2.2%

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

SRH U.S. Quality ETF

Often compared with IJH:
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Often compared with SRHQ:
SRHQ vs. SCHDSRHQ vs. FACGXSRHQ vs. GARPSRHQ vs. LSTSRHQ vs. IWSSRHQ vs. OPTZSRHQ vs. AVMC

Return for Risk

IJH vs. SRHQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJH
IJH Risk / Return Rank: 6363
Overall Rank
IJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 6161
Sortino Ratio Rank
IJH Omega Ratio Rank: 5656
Omega Ratio Rank
IJH Calmar Ratio Rank: 7070
Calmar Ratio Rank
IJH Martin Ratio Rank: 7070
Martin Ratio Rank
SRHQ
SRHQ Risk / Return Rank: 6363
Overall Rank
SRHQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SRHQ Sortino Ratio Rank: 5454
Sortino Ratio Rank
SRHQ Omega Ratio Rank: 4949
Omega Ratio Rank
SRHQ Calmar Ratio Rank: 8181
Calmar Ratio Rank
SRHQ Martin Ratio Rank: 7777
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. SRHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and SRH U.S. Quality ETF (SRHQ). 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.

IJHSRHQDifference
Sharpe ratioReturn per unit of total volatility
1.71
1.62

+0.09

Sortino ratioReturn per unit of downside risk
2.48
2.33

+0.15

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

3.06

3.79

-0.73

Martin ratioReturn relative to average drawdown

11.18

12.88

-1.70

IJH vs. SRHQ - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.71, which is comparable to the SRHQ Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IJH and SRHQ, 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. SRHQ - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than SRHQ's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for IJH and SRHQ.

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Drawdown Indicators

IJHSRHQDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-18.50%

-36.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-6.31%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-18.50%

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-7.55%

-3.04%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.85%

+0.56%

Volatility

IJH vs. SRHQ - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.57% compared to SRH U.S. Quality ETF (SRHQ) at 3.85%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than SRHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJHSRHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.85%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

10.80%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

14.76%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

15.98%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

15.98%

+5.18%

IJH vs. SRHQ - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than SRHQ's 0.35% expense ratio.

Dividends

IJH vs. SRHQ - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.16%, more than SRHQ's 0.90% yield.

PositionTTM20252024202320222021202020192018201720162015
IJH
iShares Core S&P Mid-Cap ETF		1.16%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
SRHQ
SRH U.S. Quality ETF		0.90%0.76%0.66%0.84%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IJH and SRHQ have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJH has higher volatility (4.57%) compared to SRHQ (3.85%). In terms of maximum drawdown, IJH dropped -55.07% vs SRHQ's -18.50%.

On 3-year performance, SRHQ leads with 17.23% vs 16.39% for IJH. On fees, IJH is cheaper at 0.05% per year. On volatility, SRHQ has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SRHQ has performed better with a 17.23% return vs 16.39%. 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 0.35% for SRHQ.

IJH has the higher dividend yield at 1.16%, compared with 0.90% for SRHQ.

IJH tracks S&P MidCap 400 Index, while SRHQ tracks SRH US Quality Index - Benchmark TR Gross. They also come from different issuers: iShares and SRH. Their fees differ too: 0.05% for IJH and 0.35% for SRHQ.

IJH currently has the higher Sharpe Ratio (1.71 vs 1.62), 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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