IJJ vs. IJH
IJJ (iShares S&P Mid-Cap 400 Value ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both exchange-traded funds - IJJ is a Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index, while IJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Both are passively managed. Over the past 10 years, IJJ returned 10.57%/yr vs 11.17%/yr for IJH. Their 0.97 correlation means they have historically moved very closely together. IJJ charges 0.18%/yr vs 0.05%/yr for IJH.
Performance
IJJ vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, IJJ achieves a 15.83% return, which is significantly lower than IJH's 17.96% return. Over the past 10 years, IJJ has underperformed IJH with an annualized return of 10.57%, while IJH has yielded a comparatively higher 11.17% annualized return.
IJJ
- 1D
- 1.38%
- 1M
- 3.15%
- 6M
- 10.11%
- YTD
- 15.83%
- 1Y
- 24.16%
- 3Y*
- 13.35%
- 5Y*
- 9.55%
- 10Y*
- 10.57%
- ALL TIME*
- 10.48%
IJH
- 1D
- 1.80%
- 1M
- 1.83%
- 6M
- 12.22%
- YTD
- 17.96%
- 1Y
- 24.79%
- 3Y*
- 14.67%
- 5Y*
- 9.04%
- 10Y*
- 11.17%
- ALL TIME*
- 9.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $484.78M | $459.59M | $539.09M | |
| $24.06M | $24.94M | $25.82M |
IJJ vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P Mid-Cap 400 Value ETF | 15.83% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
IJH iShares Core S&P Mid-Cap ETF | 17.96% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
Correlation
The correlation between IJJ and IJH is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.97 |
The correlation between IJJ and IJH has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
IJJ vs. IJH - Sectors Allocation Comparison
Sectors
IJJ
IJH
Financial Services
Industrials
Consumer Cyclical
Technology
Real Estate
Energy
Basic Materials
Consumer Defensive
Utilities
Healthcare
Communication Services
Financial Services
IJJ
IJH
Industrials
IJJ
IJH
Consumer Cyclical
IJJ
IJH
Technology
IJJ
IJH
Real Estate
IJJ
IJH
Energy
IJJ
IJH
Basic Materials
IJJ
IJH
Consumer Defensive
IJJ
IJH
Utilities
IJJ
IJH
Healthcare
IJJ
IJH
Communication Services
IJJ
IJH
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Return for Risk
IJJ vs. IJH — Risk / Return Rank
IJJ
IJH
IJJ vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) and iShares Core S&P Mid-Cap ETF (IJH). 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.
| IJJ | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.82 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.17 | 10.26 | -2.09 |
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Drawdowns
IJJ vs. IJH - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for IJJ and IJH.
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Drawdown Indicators
| IJJ | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -55.07% | -2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -8.83% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.68% | -24.10% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -24.10% | +1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -42.18% | -3.93% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -7.53% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.42% | +0.54% |
Volatility
IJJ vs. IJH - Volatility Comparison
The current volatility for iShares S&P Mid-Cap 400 Value ETF (IJJ) is 3.75%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 4.02%. This indicates that IJJ experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.02% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 11.73% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 15.76% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 19.69% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 21.14% | +0.83% |
IJJ vs. IJH - Expense Ratio Comparison
IJJ has a 0.18% expense ratio, which is higher than IJH's 0.05% 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
IJJ vs. IJH - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.55%, more than IJH's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.15% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
IJJ iShares S&P Mid-Cap 400 Value ETF | 1.55% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Frequently Asked Questions
With a correlation of 0.93, IJJ and IJH 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 (4.02%) compared to IJJ (3.75%). In terms of maximum drawdown, IJJ dropped -58.00% vs IJH's -55.07%.
On 10-year performance, IJH leads with 11.17% vs 10.57% for IJJ. On fees, IJH is cheaper at 0.05% per year. On volatility, IJJ has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IJH has performed better with a 11.17% return vs 10.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJH is cheaper with a 0.05% expense ratio, compared with 0.18% for IJJ.
IJJ has the higher dividend yield at 1.55%, compared with 1.15% for IJH.
IJJ is categorized as Mid Cap Value Equities, while IJH is Mid Cap Blend Equities. IJJ tracks S&P MidCap 400 Value Index, while IJH tracks S&P MidCap 400 Index. Their fees differ too: 0.18% for IJJ and 0.05% for IJH.
IJJ currently has the higher Sharpe Ratio (1.62 vs 1.58), 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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