IJJ vs. DGRS

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS).

IJJ and DGRS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013. Both IJJ and DGRS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IJJ vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Value ETF (IJJ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

IJJ vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IJJ iShares S&P MidCap 400 Value ETF	1.52%	7.27%	11.63%	15.24%	-7.11%	30.45%	3.56%	25.66%	-12.06%	12.04%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	7.71%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-10.75%	7.25%

Returns By Period

In the year-to-date period, IJJ achieves a 1.52% return, which is significantly lower than DGRS's 7.71% return. Over the past 10 years, IJJ has outperformed DGRS with an annualized return of 9.93%, while DGRS has yielded a comparatively lower 9.19% annualized return.

IJJ

• 1D: 0.49%
• 1M: -4.98%
• YTD: 1.52%
• 6M: 3.17%
• 1Y: 12.94%
• 3Y*: 11.00%
• 5Y*: 7.18%
• 10Y*: 9.93%

DGRS

• 1D: 0.55%
• 1M: -3.85%
• YTD: 7.71%
• 6M: 7.61%
• 1Y: 16.95%
• 3Y*: 11.33%
• 5Y*: 5.47%
• 10Y*: 9.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IJJ vs. DGRS - Expense Ratio Comparison

IJJ has a 0.25% expense ratio, which is lower than DGRS's 0.38% expense ratio.

DGRS

WisdomTree U.S. SmallCap Quality Dividend Growth Fund

IJJ

iShares S&P MidCap 400 Value ETF

Return for Risk

IJJ vs. DGRS — Risk / Return Rank

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

IJJ

IJJ Risk / Return Rank: 34
IJJ Sharpe Ratio Rank: 31
IJJ Sortino Ratio Rank: 33
IJJ Omega Ratio Rank: 33
IJJ Calmar Ratio Rank: 34
IJJ Martin Ratio Rank: 36

DGRS

DGRS Risk / Return Rank: 41
DGRS Sharpe Ratio Rank: 39
DGRS Sortino Ratio Rank: 42
DGRS Omega Ratio Rank: 37
DGRS Calmar Ratio Rank: 45
DGRS Martin Ratio Rank: 42

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.

IJJ vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	IJJ	DGRS	Difference
Sharpe ratio Return per unit of total volatility	0.62	0.77	-0.14
Sortino ratio Return per unit of downside risk	1.03	1.25	-0.23
Omega ratio Gain probability vs. loss probability	1.14	1.16	-0.02
Calmar ratio Return relative to maximum drawdown	0.91	1.25	-0.34
Martin ratio Return relative to average drawdown	3.41	4.18	-0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJJ vs. DGRS - Sharpe Ratio Comparison

The current IJJ Sharpe Ratio is 0.62, which is comparable to the DGRS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IJJ and DGRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IJJ	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	0.77	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.27	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.39	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.39	+0.07

Correlation

The correlation between IJJ and DGRS is 0.92, 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

IJJ vs. DGRS - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 1.76%, less than DGRS's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IJJ iShares S&P MidCap 400 Value ETF	1.76%	1.79%	1.81%	1.68%	1.97%	1.62%	1.78%	1.70%	2.01%	1.52%	1.67%	1.83%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.39%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%

Drawdowns

IJJ vs. DGRS - Drawdown Comparison

The maximum IJJ drawdown since its inception was -58.00%, which is greater than DGRS's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for IJJ and DGRS.

Drawdown Indicators

	IJJ	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-58.00%	-44.83%	-13.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.54%	-14.03%	-0.51%
Max Drawdown (5Y) Largest decline over 5 years	-22.68%	-27.57%	+4.89%
Max Drawdown (10Y) Largest decline over 10 years	-46.11%	-44.83%	-1.28%
Current Drawdown Current decline from peak	-7.05%	-5.39%	-1.66%
Average Drawdown Average peak-to-trough decline	-7.97%	-6.80%	-1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	4.19%	-0.31%

Volatility

IJJ vs. DGRS - Volatility Comparison

iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 5.40% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.78%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IJJ	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	4.78%	+0.62%
Volatility (6M) Calculated over the trailing 6-month period	11.57%	12.48%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	20.88%	22.24%	-1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.64%	20.51%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.04%	23.63%	-1.59%