IJK vs. USD=X
IJK (iShares S&P MidCap 400 Growth ETF) is Mid Cap Growth Equities fund tracking the S&P MidCap 400 Growth Index, while USD=X (USD Cash) is a currency. Over the past 10 years, IJK returned 11.62%/yr vs 0.00%/yr for USD=X.
Performance
IJK vs. USD=X - Performance Comparison
Loading charts...
Returns By Period
IJK
- 1D
- 2.99%
- 1M
- 2.01%
- YTD
- 18.08%
- 6M
- 15.02%
- 1Y
- 28.87%
- 3Y*
- 17.04%
- 5Y*
- 8.07%
- 10Y*
- 11.62%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IJK vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJK iShares S&P MidCap 400 Growth ETF | 18.08% | 7.28% | 15.68% | 17.41% | -19.03% | 18.68% | 22.45% | 25.96% | -10.53% | 19.64% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. USD=X — Risk / Return Rank
IJK
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IJK vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and USD Cash (USD=X). 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.
| IJK | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | — | — |
| Martin ratioReturn relative to average drawdown | 11.46 | — | — |
Loading charts...
Drawdowns
IJK vs. USD=X - Drawdown Comparison
The maximum IJK drawdown since its inception was -54.47%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IJK and USD=X.
Loading charts...
Drawdown Indicators
| IJK | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.47% | 0.00% | -54.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | 0.00% | -9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.63% | 0.00% | -25.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | 0.00% | -29.24% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | 0.00% | -39.25% |
Current DrawdownCurrent decline from peak | -1.12% | 0.00% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -10.79% | 0.00% | -10.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.00% | +2.53% |
Volatility
IJK vs. USD=X - Volatility Comparison
iShares S&P MidCap 400 Growth ETF (IJK) has a higher volatility of 6.04% compared to USD Cash (USD=X) at 0.00%. This indicates that IJK's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IJK | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 0.00% | +6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 0.00% | +13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 0.00% | +17.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 0.00% | +20.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 0.00% | +21.10% |
Frequently Asked Questions
IJK has higher volatility (6.04%) compared to USD=X (0.00%). In terms of maximum drawdown, IJK dropped -54.47% vs USD=X's 0.00%.
Find the right allocation for IJK and USD=X
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