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

Key characteristics


IJJVOE
YTD Return-3.06%1.73%
1Y Return9.69%11.35%
3Y Return (Ann)3.23%4.13%
5Y Return (Ann)8.23%8.21%
10Y Return (Ann)8.32%8.36%
Sharpe Ratio0.610.94
Daily Std Dev17.43%13.07%
Max Drawdown-58.00%-61.55%
Current Drawdown-6.84%-5.83%

Correlation

-0.50.00.51.01.0

The correlation between IJJ and VOE is 0.96, 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.

Performance

IJJ vs. VOE - Performance Comparison

In the year-to-date period, IJJ achieves a -3.06% return, which is significantly lower than VOE's 1.73% return. Both investments have delivered pretty close results over the past 10 years, with IJJ having a 8.32% annualized return and VOE not far ahead at 8.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.92%
14.63%
IJJ
VOE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P MidCap 400 Value ETF

Vanguard Mid-Cap Value ETF

IJJ vs. VOE - Expense Ratio Comparison

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

IJJ
iShares S&P MidCap 400 Value ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


IJJ
Sharpe ratio
The chart of Sharpe ratio for IJJ, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.005.000.61
Sortino ratio
The chart of Sortino ratio for IJJ, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for IJJ, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for IJJ, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.000.57
Martin ratio
The chart of Martin ratio for IJJ, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.001.87
VOE
Sharpe ratio
The chart of Sharpe ratio for VOE, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.005.000.94
Sortino ratio
The chart of Sortino ratio for VOE, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.001.43
Omega ratio
The chart of Omega ratio for VOE, currently valued at 1.17, compared to the broader market1.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for VOE, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.000.77
Martin ratio
The chart of Martin ratio for VOE, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.002.61

IJJ vs. VOE - Sharpe Ratio Comparison

The current IJJ Sharpe Ratio is 0.61, which is lower than the VOE Sharpe Ratio of 0.94. The chart below compares the 12-month rolling Sharpe Ratio of IJJ and VOE.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.61
0.94
IJJ
VOE

Dividends

IJJ vs. VOE - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 1.66%, less than VOE's 2.27% yield.


TTM20232022202120202019201820172016201520142013
IJJ
iShares S&P MidCap 400 Value ETF
1.66%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%1.65%1.48%
VOE
Vanguard Mid-Cap Value ETF
2.27%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%

Drawdowns

IJJ vs. VOE - Drawdown Comparison

The maximum IJJ drawdown since its inception was -58.00%, smaller than the maximum VOE drawdown of -61.55%. 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%NovemberDecember2024FebruaryMarchApril
-6.84%
-5.83%
IJJ
VOE

Volatility

IJJ vs. VOE - Volatility Comparison

iShares S&P MidCap 400 Value ETF (IJJ) has a higher volatility of 5.09% compared to Vanguard Mid-Cap Value ETF (VOE) at 3.78%. 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%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.09%
3.78%
IJJ
VOE