IJK vs. QMOM
Compare and contrast key facts about iShares S&P MidCap 400 Growth ETF (IJK) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
IJK and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJK is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Growth Index. It was launched on Jul 24, 2000. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
IJK vs. QMOM - Performance Comparison
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IJK vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJK iShares S&P MidCap 400 Growth ETF | 5.12% | 7.28% | 15.68% | 17.41% | -19.03% | 18.68% | 22.45% | 25.96% | -10.53% | 19.64% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 6.82% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
Returns By Period
In the year-to-date period, IJK achieves a 5.12% return, which is significantly lower than QMOM's 6.82% return. Over the past 10 years, IJK has underperformed QMOM with an annualized return of 10.57%, while QMOM has yielded a comparatively higher 12.39% annualized return.
IJK
- 1D
- 1.11%
- 1M
- -5.74%
- YTD
- 5.12%
- 6M
- 6.22%
- 1Y
- 22.12%
- 3Y*
- 13.42%
- 5Y*
- 5.91%
- 10Y*
- 10.57%
QMOM
- 1D
- 2.11%
- 1M
- -5.53%
- YTD
- 6.82%
- 6M
- 9.12%
- 1Y
- 17.89%
- 3Y*
- 16.74%
- 5Y*
- 6.54%
- 10Y*
- 12.39%
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IJK vs. QMOM - Expense Ratio Comparison
IJK has a 0.24% expense ratio, which is lower than QMOM's 0.28% expense ratio.
Return for Risk
IJK vs. QMOM — Risk / Return Rank
IJK
QMOM
IJK vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.
| IJK | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.70 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.08 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.33 | +0.34 |
Martin ratioReturn relative to average drawdown | 7.18 | 4.59 | +2.59 |
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
| IJK | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.70 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.27 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.47 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.46 | -0.11 |
Correlation
The correlation between IJK and QMOM is 0.75, 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
IJK vs. QMOM - Dividend Comparison
IJK's dividend yield for the trailing twelve months is around 0.61%, more than QMOM's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJK iShares S&P MidCap 400 Growth ETF | 0.61% | 0.66% | 0.79% | 1.13% | 1.08% | 0.50% | 0.70% | 1.09% | 1.13% | 0.93% | 1.15% | 1.12% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.00% |
Drawdowns
IJK vs. QMOM - Drawdown Comparison
The maximum IJK drawdown since its inception was -54.47%, which is greater than QMOM's maximum drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for IJK and QMOM.
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Drawdown Indicators
| IJK | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.47% | -39.13% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -13.55% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -27.00% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -39.13% | -0.12% |
Current DrawdownCurrent decline from peak | -5.74% | -5.53% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -13.11% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.93% | -0.73% |
Volatility
IJK vs. QMOM - Volatility Comparison
The current volatility for iShares S&P MidCap 400 Growth ETF (IJK) is 7.86%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that IJK experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJK | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 11.62% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 19.19% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 25.76% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 24.73% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.00% | 26.28% | -5.28% |