IJH vs. VV
IJH (iShares Core S&P Mid-Cap ETF) and VV (Vanguard Large-Cap ETF) are both exchange-traded funds - IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index, while VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index. Both are passively managed. Over the past 10 years, IJH returned 11.03%/yr vs 15.14%/yr for VV. Their correlation of 0.89 means they have usually moved in the same direction. IJH charges 0.05%/yr vs 0.04%/yr for VV.
Performance
IJH vs. VV - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 14.60% return, which is significantly higher than VV's 9.78% return. Over the past 10 years, IJH has underperformed VV with an annualized return of 11.03%, while VV has yielded a comparatively higher 15.14% annualized return.
IJH
- 1D
- -0.11%
- 1M
- -1.08%
- 6M
- 10.14%
- YTD
- 14.60%
- 1Y
- 22.81%
- 3Y*
- 13.01%
- 5Y*
- 8.44%
- 10Y*
- 11.03%
- ALL TIME*
- 9.85%
VV
- 1D
- 0.68%
- 1M
- 0.19%
- 6M
- 8.54%
- YTD
- 9.78%
- 1Y
- 20.98%
- 3Y*
- 19.53%
- 5Y*
- 12.36%
- 10Y*
- 15.14%
- ALL TIME*
- 10.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $461.96M | $459.67M | $538.23M | |
| $85.99M | $75.21M | $96.89M |
IJH vs. VV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.60% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
VV Vanguard Large-Cap ETF | 9.78% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Correlation
The correlation between IJH and VV is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.89 |
The correlation between IJH and VV shifts across timeframes, from 0.75 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
IJH vs. VV - Sectors Allocation Comparison
Sectors
IJH
VV
Industrials
Technology
Financial Services
Consumer Cyclical
Healthcare
Real Estate
Basic Materials
Energy
Consumer Defensive
Utilities
Communication Services
Industrials
IJH
VV
Technology
IJH
VV
Financial Services
IJH
VV
Consumer Cyclical
IJH
VV
Healthcare
IJH
VV
Real Estate
IJH
VV
Basic Materials
IJH
VV
Energy
IJH
VV
Consumer Defensive
IJH
VV
Utilities
IJH
VV
Communication Services
IJH
VV
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Return for Risk
IJH vs. VV — Risk / Return Rank
IJH
VV
IJH vs. VV - 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 Large-Cap ETF (VV). 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.
| IJH | VV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.07 | +0.32 |
| Martin ratioReturn relative to average drawdown | 8.69 | 8.71 | -0.03 |
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Drawdowns
IJH vs. VV - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, roughly equal to the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for IJH and VV.
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Drawdown Indicators
| IJH | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -54.81% | -0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -9.21% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.10% | -18.97% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -25.66% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -42.18% | -34.28% | -7.90% |
Current DrawdownCurrent decline from peak | -2.39% | -1.53% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.80% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.18% | +0.24% |
Volatility
IJH vs. VV - Volatility Comparison
iShares Core S&P Mid-Cap ETF (IJH) and Vanguard Large-Cap ETF (VV) have volatilities of 3.46% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJH | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.64% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 10.18% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 13.01% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 17.35% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.13% | 18.21% | +2.92% |
IJH vs. VV - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is higher than VV'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%.
Dividends
IJH vs. VV - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.18%, more than VV's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VV Vanguard Large-Cap ETF | 1.02% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
IJH and VV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VV has higher volatility (3.64%) compared to IJH (3.46%). In terms of maximum drawdown, IJH dropped -55.07% vs VV's -54.81%.
On 10-year performance, VV leads with 15.14% vs 11.03% for IJH. On fees, VV is cheaper at 0.04% per year. On volatility, IJH has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VV has performed better with a 15.14% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VV is cheaper with a 0.04% expense ratio, compared with 0.05% for IJH.
IJH has the higher dividend yield at 1.18%, compared with 1.02% for VV.
IJH is categorized as Mid Cap Blend Equities, while VV is Large Cap Blend Equities. IJH tracks S&P MidCap 400 Index, while VV tracks CRSP US Large Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.05% for IJH and 0.04% for VV.
VV currently has the higher Sharpe Ratio (1.47 vs 1.34), 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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