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IJH vs. SWMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJH vs. SWMCX - Performance Comparison

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

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IJH vs. SWMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF
2.56%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%0.28%
SWMCX
Schwab U.S. Mid-Cap Index Fund
-1.32%10.54%15.28%17.20%-17.31%22.55%17.03%30.46%-9.16%0.40%

Returns By Period

In the year-to-date period, IJH achieves a 2.56% return, which is significantly higher than SWMCX's -1.32% return.


IJH

1D
2.96%
1M
-5.32%
YTD
2.56%
6M
4.23%
1Y
17.32%
3Y*
12.06%
5Y*
6.57%
10Y*
10.48%

SWMCX

1D
-0.70%
1M
-7.73%
YTD
-1.32%
6M
-1.19%
1Y
12.94%
3Y*
12.30%
5Y*
6.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJH vs. SWMCX - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is higher than SWMCX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IJH vs. SWMCX — Risk / Return Rank

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

IJH
IJH Risk / Return Rank: 5353
Overall Rank
IJH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJH Omega Ratio Rank: 5050
Omega Ratio Rank
IJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
IJH Martin Ratio Rank: 5959
Martin Ratio Rank

SWMCX
SWMCX Risk / Return Rank: 3434
Overall Rank
SWMCX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SWMCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWMCX Omega Ratio Rank: 3333
Omega Ratio Rank
SWMCX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SWMCX Martin Ratio Rank: 3939
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. SWMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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.


IJHSWMCXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.72

+0.11

Sortino ratio

Return per unit of downside risk

1.30

1.12

+0.18

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.24

0.86

+0.38

Martin ratio

Return relative to average drawdown

5.37

4.04

+1.34

IJH vs. SWMCX - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 0.83, which is comparable to the SWMCX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IJH and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IJHSWMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.72

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.37

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.45

0.00

Correlation

The correlation between IJH and SWMCX is 0.96, 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.


Dividends

IJH vs. SWMCX - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.32%, less than SWMCX's 2.15% yield.


TTM20252024202320222021202020192018201720162015
IJH
iShares Core S&P Mid-Cap ETF
1.32%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
SWMCX
Schwab U.S. Mid-Cap Index Fund
2.15%2.13%2.60%1.49%1.59%2.93%1.45%2.44%1.41%0.00%0.00%0.00%

Drawdowns

IJH vs. SWMCX - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for IJH and SWMCX.


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Drawdown Indicators


IJHSWMCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-40.34%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-13.43%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-26.09%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

Current Drawdown

Current decline from peak

-6.13%

-8.15%

+2.02%

Average Drawdown

Average peak-to-trough decline

-7.61%

-6.75%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.87%

+0.41%

Volatility

IJH vs. SWMCX - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 6.49% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 4.80%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJHSWMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.80%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

10.19%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

18.96%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

18.23%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

20.76%

+0.40%