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IJJ vs. VOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IJJ and VOE is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IJJ vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%420.00%NovemberDecember2025FebruaryMarchApril
349.97%
354.53%
IJJ
VOE

Key characteristics

Sharpe Ratio

IJJ:

0.23

VOE:

0.39

Sortino Ratio

IJJ:

0.47

VOE:

0.65

Omega Ratio

IJJ:

1.06

VOE:

1.09

Calmar Ratio

IJJ:

0.21

VOE:

0.35

Martin Ratio

IJJ:

0.76

VOE:

1.23

Ulcer Index

IJJ:

6.39%

VOE:

5.23%

Daily Std Dev

IJJ:

21.06%

VOE:

16.63%

Max Drawdown

IJJ:

-58.00%

VOE:

-61.54%

Current Drawdown

IJJ:

-14.61%

VOE:

-10.72%

Returns By Period

In the year-to-date period, IJJ achieves a -7.85% return, which is significantly lower than VOE's -3.36% return. Both investments have delivered pretty close results over the past 10 years, with IJJ having a 7.72% annualized return and VOE not far ahead at 7.79%.


IJJ

YTD

-7.85%

1M

-5.88%

6M

-7.02%

1Y

3.86%

5Y*

16.70%

10Y*

7.72%

VOE

YTD

-3.36%

1M

-3.81%

6M

-6.26%

1Y

5.72%

5Y*

14.70%

10Y*

7.79%

*Annualized

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IJJ vs. VOE - Expense Ratio Comparison

IJJ has a 0.25% expense ratio, which is higher than VOE's 0.07% 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%.


Expense ratio chart for IJJ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJJ: 0.25%
Expense ratio chart for VOE: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOE: 0.07%

Risk-Adjusted Performance

IJJ vs. VOE — Risk-Adjusted Performance Rank

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

IJJ
The Risk-Adjusted Performance Rank of IJJ is 4141
Overall Rank
The Sharpe Ratio Rank of IJJ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of IJJ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IJJ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of IJJ is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IJJ is 3939
Martin Ratio Rank

VOE
The Risk-Adjusted Performance Rank of VOE is 5151
Overall Rank
The Sharpe Ratio Rank of VOE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IJJ vs. VOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Mid-Cap Value ETF (VOE). 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.


The chart of Sharpe ratio for IJJ, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
IJJ: 0.23
VOE: 0.39
The chart of Sortino ratio for IJJ, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
IJJ: 0.47
VOE: 0.65
The chart of Omega ratio for IJJ, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
IJJ: 1.06
VOE: 1.09
The chart of Calmar ratio for IJJ, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
IJJ: 0.21
VOE: 0.35
The chart of Martin ratio for IJJ, currently valued at 0.76, compared to the broader market0.0020.0040.0060.00
IJJ: 0.76
VOE: 1.23

The current IJJ Sharpe Ratio is 0.23, which is lower than the VOE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of IJJ and VOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.39
IJJ
VOE

Dividends

IJJ vs. VOE - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 2.04%, less than VOE's 2.41% yield.


TTM20242023202220212020201920182017201620152014
IJJ
iShares S&P MidCap 400 Value ETF
2.04%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%1.65%
VOE
Vanguard Mid-Cap Value ETF
2.41%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%

Drawdowns

IJJ vs. VOE - Drawdown Comparison

The maximum IJJ drawdown since its inception was -58.00%, smaller than the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for IJJ and VOE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.61%
-10.72%
IJJ
VOE

Volatility

IJJ vs. VOE - Volatility Comparison

iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 14.24% compared to Vanguard Mid-Cap Value ETF (VOE) at 11.96%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.24%
11.96%
IJJ
VOE