IJJ vs. PSR
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and Invesco Active U.S. Real Estate Fund (PSR).
IJJ and PSR 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. PSR is an actively managed fund by Invesco. It was launched on Nov 20, 2008.
Performance
IJJ vs. PSR - Performance Comparison
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IJJ vs. PSR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.03% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
PSR Invesco Active U.S. Real Estate Fund | 3.25% | 2.63% | 1.79% | 8.34% | -25.52% | 41.71% | -6.04% | 28.76% | -4.58% | 11.95% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.03% return, which is significantly lower than PSR's 3.25% return. Over the past 10 years, IJJ has outperformed PSR with an annualized return of 9.88%, while PSR has yielded a comparatively lower 4.86% annualized 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%
PSR
- 1D
- 1.59%
- 1M
- -6.40%
- YTD
- 3.25%
- 6M
- 1.32%
- 1Y
- 2.77%
- 3Y*
- 4.91%
- 5Y*
- 2.26%
- 10Y*
- 4.86%
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IJJ vs. PSR - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is lower than PSR's 0.35% expense ratio.
Return for Risk
IJJ vs. PSR — Risk / Return Rank
IJJ
PSR
IJJ vs. PSR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and Invesco Active U.S. Real Estate Fund (PSR). 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 | PSR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.18 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.34 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.31 | +0.60 |
Martin ratioReturn relative to average drawdown | 3.43 | 1.22 | +2.21 |
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 | PSR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.18 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.12 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.24 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.49 | -0.03 |
Correlation
The correlation between IJJ and PSR is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IJJ vs. PSR - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.77%, less than PSR's 2.62% 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% |
PSR Invesco Active U.S. Real Estate Fund | 2.62% | 2.56% | 3.06% | 2.93% | 2.95% | 2.12% | 3.09% | 2.55% | 2.64% | 0.14% | 3.60% | 3.20% |
Drawdowns
IJJ vs. PSR - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, which is greater than PSR's maximum drawdown of -42.31%. Use the drawdown chart below to compare losses from any high point for IJJ and PSR.
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Drawdown Indicators
| IJJ | PSR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -42.31% | -15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -11.98% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -34.81% | +12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -42.31% | -3.80% |
Current DrawdownCurrent decline from peak | -7.51% | -12.97% | +5.46% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -9.36% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.06% | +0.79% |
Volatility
IJJ vs. PSR - Volatility Comparison
iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 5.47% compared to Invesco Active U.S. Real Estate Fund (PSR) at 4.52%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than PSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | PSR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.52% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 9.20% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 15.83% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 18.50% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 20.30% | +1.74% |