IJJ vs. ECML
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and EA Series Trust - Euclidean Fundamental Value ETF (ECML).
IJJ and ECML 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. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023.
Performance
IJJ vs. ECML - Performance Comparison
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IJJ vs. ECML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.03% | 7.27% | 11.63% | 14.50% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.03% return, which is significantly lower than ECML's 8.76% return.
IJJ
- 1D
- 2.39%
- 1M
- -5.14%
- YTD
- 1.03%
- 6M
- 3.11%
- 1Y
- 12.69%
- 3Y*
- 10.82%
- 5Y*
- 7.08%
- 10Y*
- 9.88%
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IJJ vs. ECML - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is lower than ECML's 0.95% expense ratio.
Return for Risk
IJJ vs. ECML — Risk / Return Rank
IJJ
ECML
IJJ vs. ECML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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 | ECML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.05 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.62 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.61 | -0.70 |
Martin ratioReturn relative to average drawdown | 3.43 | 6.01 | -2.58 |
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
| IJJ | ECML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.05 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.79 | -0.33 |
Correlation
The correlation between IJJ and ECML is 0.89, 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. ECML - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.77%, more than ECML's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.77% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJJ vs. ECML - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, which is greater than ECML's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for IJJ and ECML.
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Drawdown Indicators
| IJJ | ECML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -24.66% | -33.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -12.96% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | — | — |
Current DrawdownCurrent decline from peak | -7.51% | -2.69% | -4.82% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -6.19% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.48% | +0.37% |
Volatility
IJJ vs. ECML - Volatility Comparison
iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 5.47% compared to EA Series Trust - Euclidean Fundamental Value ETF (ECML) at 4.48%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than ECML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | ECML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.48% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.17% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 19.29% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 18.69% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 18.69% | +3.35% |