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IJH vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJH vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) and Vanguard Mid-Cap ETF (VO). 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 14.16% return, which is significantly higher than VO's 10.04% return. Both investments have delivered pretty close results over the past 10 years, with IJH having a 11.42% annualized return and VO not far ahead at 11.71%.


IJH

1D
-1.25%
1M
4.18%
YTD
14.16%
6M
14.19%
1Y
26.12%
3Y*
14.96%
5Y*
9.14%
10Y*
11.42%

VO

1D
-1.38%
1M
3.81%
YTD
10.04%
6M
10.21%
1Y
18.94%
3Y*
15.30%
5Y*
8.27%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJH vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF
14.16%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%
VO
Vanguard Mid-Cap ETF
10.04%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Correlation

The correlation between IJH and VO is 0.92, 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

0.92

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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.96

The correlation between IJH and VO has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

IJH vs. VO - Sectors Allocation Comparison


Sectors
IJH
VO

Industrials

25.9%
17.9%

Technology

16.6%
18.6%

Financial Services

13.5%
12.8%

Consumer Cyclical

9.2%
8.6%

Healthcare

8.7%
7.6%

Real Estate

7.5%
5.4%

Energy

5.3%
8.5%

Basic Materials

4.9%
4.2%

Consumer Defensive

4.2%
4.8%

Utilities

3.0%
8.3%

Communication Services

1.0%
3.1%

Industrials

IJH
25.9%
VO
17.9%

Technology

IJH
16.6%
VO
18.6%

Financial Services

IJH
13.5%
VO
12.8%

Consumer Cyclical

IJH
9.2%
VO
8.6%

Healthcare

IJH
8.7%
VO
7.6%

Real Estate

IJH
7.5%
VO
5.4%

Energy

IJH
5.3%
VO
8.5%

Basic Materials

IJH
4.9%
VO
4.2%

Consumer Defensive

IJH
4.2%
VO
4.8%

Utilities

IJH
3.0%
VO
8.3%

Communication Services

IJH
1.0%
VO
3.1%

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Return for Risk

IJH vs. VO — Risk / Return Rank

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

IJH
IJH Risk / Return Rank: 5656
Overall Rank
IJH Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5353
Sortino Ratio Rank
IJH Omega Ratio Rank: 4848
Omega Ratio Rank
IJH Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJH Martin Ratio Rank: 6464
Martin Ratio Rank

VO
VO Risk / Return Rank: 4747
Overall Rank
VO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4444
Sortino Ratio Rank
VO Omega Ratio Rank: 4242
Omega Ratio Rank
VO Calmar Ratio Rank: 4949
Calmar Ratio Rank
VO Martin Ratio Rank: 5353
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. VO - Risk-Adjusted Trends Comparison

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


IJHVODifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.97

2.33

+0.64

Martin ratioReturn relative to average drawdown

10.86

8.79

+2.07

IJH vs. VO - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.66, which is comparable to the VO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IJH and VO, 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. VO - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for IJH and VO.


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Drawdown Indicators


IJHVODifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-58.87%

+3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-8.17%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-19.02%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-27.57%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-39.37%

-2.81%

Current Drawdown

Current decline from peak

-1.55%

-1.57%

+0.02%

Average Drawdown

Average peak-to-trough decline

-7.56%

-7.85%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.16%

+0.25%

Volatility

IJH vs. VO - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 4.96% compared to Vanguard Mid-Cap ETF (VO) at 4.48%. This indicates that IJH's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJHVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.48%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

9.82%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

12.78%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

17.67%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

18.98%

+2.22%

IJH vs. VO - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is higher than VO's 0.03% 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%.


Dividends

IJH vs. VO - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.18%, less than VO's 1.36% 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%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


With a correlation of 0.92, IJH and VO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJH has higher volatility (4.96%) compared to VO (4.48%). In terms of maximum drawdown, IJH dropped -55.07% vs VO's -58.87%.

On 10-year performance, VO leads with 11.71% vs 11.42% for IJH. On fees, VO is cheaper at 0.03% per year. On volatility, VO has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VO has performed better with a 11.71% return vs 11.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VO is cheaper with a 0.03% expense ratio, compared with 0.05% for IJH.

VO has the higher dividend yield at 1.36%, compared with 1.18% for IJH.

IJH tracks S&P MidCap 400 Index, while VO tracks CRSP US Mid Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.05% for IJH and 0.03% for VO.

IJH currently has the higher Sharpe Ratio (1.66 vs 1.49), 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.

Portfolio Optimizer

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