IJJ vs. SMIG
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG).
IJJ and SMIG 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. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021.
Performance
IJJ vs. SMIG - Performance Comparison
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IJJ vs. SMIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.52% | 7.27% | 11.63% | 15.24% | -7.11% | 5.24% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.67% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.52% return, which is significantly lower than SMIG's 2.67% 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%
SMIG
- 1D
- 0.27%
- 1M
- -5.91%
- YTD
- 2.67%
- 6M
- 0.67%
- 1Y
- 4.18%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
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IJJ vs. SMIG - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is lower than SMIG's 0.60% expense ratio.
Return for Risk
IJJ vs. SMIG — Risk / Return Rank
IJJ
SMIG
IJJ vs. SMIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG). 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 | SMIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.26 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.49 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.43 | +0.48 |
Martin ratioReturn relative to average drawdown | 3.41 | 1.38 | +2.04 |
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 | SMIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.26 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
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 | 0.35 | +0.11 |
Correlation
The correlation between IJJ and SMIG 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. SMIG - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.76%, less than SMIG's 1.85% 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% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJJ vs. SMIG - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, which is greater than SMIG's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for IJJ and SMIG.
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Drawdown Indicators
| IJJ | SMIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -19.65% | -38.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -11.92% | -2.62% |
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 | -7.05% | -6.76% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -6.72% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.69% | +0.19% |
Volatility
IJJ vs. SMIG - Volatility Comparison
iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 5.40% compared to Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) at 4.01%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than SMIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | SMIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.01% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 8.34% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 15.98% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 16.32% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 16.32% | +5.72% |