PortfoliosLab logoPortfoliosLab logo
IJK vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJK vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Growth ETF (IJK) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IJK achieves a 20.35% return, which is significantly higher than RBIL's 2.31% return.


IJK

1D
0.59%
1M
4.15%
YTD
20.35%
6M
17.46%
1Y
32.45%
3Y*
18.28%
5Y*
8.76%
10Y*
12.03%

RBIL

1D
-0.05%
1M
-0.20%
YTD
2.31%
6M
2.35%
1Y
3.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJK vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between IJK and RBIL is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.17

Compare stocks, funds, or ETFs

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


Return for Risk

IJK vs. RBIL — Risk / Return Rank

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

IJK
IJK Risk / Return Rank: 6161
Overall Rank
IJK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IJK Sortino Ratio Rank: 5757
Sortino Ratio Rank
IJK Omega Ratio Rank: 5353
Omega Ratio Rank
IJK Calmar Ratio Rank: 6868
Calmar Ratio Rank
IJK Martin Ratio Rank: 7171
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9797
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJK vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IJKRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

1.32

2.06

-0.74

Calmar ratioReturn relative to maximum drawdown

3.28

7.59

-4.30

Martin ratioReturn relative to average drawdown

12.90

44.07

-31.18

IJK vs. RBIL - Sharpe Ratio Comparison

The current IJK Sharpe Ratio is 1.86, which is lower than the RBIL Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of IJK and RBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IJK vs. RBIL - Drawdown Comparison

The maximum IJK drawdown since its inception was -54.47%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for IJK and RBIL.


Loading charts...

Drawdown Indicators


IJKRBILDifference

Max Drawdown

Largest peak-to-trough decline

-54.47%

-0.52%

-53.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-0.52%

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-25.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

Current Drawdown

Current decline from peak

0.00%

-0.51%

+0.51%

Average Drawdown

Average peak-to-trough decline

-10.78%

-0.07%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

0.09%

+2.43%

Volatility

IJK vs. RBIL - Volatility Comparison

iShares S&P MidCap 400 Growth ETF (IJK) has a higher volatility of 5.57% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that IJK's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IJKRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

0.36%

+5.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

0.85%

+12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

0.95%

+16.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

1.07%

+19.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

1.07%

+20.04%

IJK vs. RBIL - Expense Ratio Comparison

Both IJK and RBIL have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IJK vs. RBIL - Dividend Comparison

IJK's dividend yield for the trailing twelve months is around 0.52%, less than RBIL's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
IJK
iShares S&P MidCap 400 Growth ETF
0.52%0.66%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.38%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IJK and RBIL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJK has higher volatility (5.57%) compared to RBIL (0.36%). In terms of maximum drawdown, IJK dropped -54.47% vs RBIL's -0.52%.

On 1-year performance, IJK leads with 32.45% vs 3.95% for RBIL. Both ETFs have the same 0.17% expense ratio. On volatility, RBIL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IJK has performed better with a 32.45% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJK and RBIL have the same expense ratio: 0.17% per year.

RBIL has the higher dividend yield at 4.38%, compared with 0.52% for IJK.

IJK is categorized as Mid Cap Growth Equities, while RBIL is Inflation-Protected Bonds. IJK tracks S&P MidCap 400 Growth Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: iShares and F/m.

RBIL currently has the higher Sharpe Ratio (4.18 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IJK and RBIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer