IJH vs. SWMCX
Compare and contrast key facts about iShares Core S&P Mid-Cap ETF (IJH) and Schwab U.S. Mid-Cap Index Fund (SWMCX).
IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
IJH vs. SWMCX - Performance Comparison
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IJH vs. SWMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
IJH
SWMCX
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.
| IJH | SWMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.72 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.12 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.86 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.37 | 4.04 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJH | SWMCX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IJH | SWMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.13% | -8.15% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -6.75% | -0.86% |
Ulcer IndexDepth 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
| IJH | SWMCX | Difference | |
|---|---|---|---|
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% |