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IJK vs. VBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IJK and VBK 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

IJK vs. VBK - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
549.49%
479.10%
IJK
VBK

Key characteristics

Sharpe Ratio

IJK:

-0.21

VBK:

0.06

Sortino Ratio

IJK:

-0.15

VBK:

0.26

Omega Ratio

IJK:

0.98

VBK:

1.03

Calmar Ratio

IJK:

-0.19

VBK:

0.06

Martin Ratio

IJK:

-0.62

VBK:

0.19

Ulcer Index

IJK:

7.92%

VBK:

8.18%

Daily Std Dev

IJK:

22.94%

VBK:

24.54%

Max Drawdown

IJK:

-54.47%

VBK:

-58.69%

Current Drawdown

IJK:

-17.22%

VBK:

-18.58%

Returns By Period

In the year-to-date period, IJK achieves a -9.65% return, which is significantly higher than VBK's -11.69% return. Over the past 10 years, IJK has outperformed VBK with an annualized return of 7.82%, while VBK has yielded a comparatively lower 7.05% annualized return.


IJK

YTD

-9.65%

1M

-4.21%

6M

-9.68%

1Y

-4.70%

5Y*

12.12%

10Y*

7.82%

VBK

YTD

-11.69%

1M

-5.18%

6M

-7.82%

1Y

2.09%

5Y*

8.76%

10Y*

7.05%

*Annualized

Compare stocks, funds, or ETFs

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IJK vs. VBK - Expense Ratio Comparison

IJK has a 0.24% expense ratio, which is higher than VBK'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 IJK: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJK: 0.24%
Expense ratio chart for VBK: 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%
VBK: 0.07%

Risk-Adjusted Performance

IJK vs. VBK — Risk-Adjusted Performance Rank

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

IJK
The Risk-Adjusted Performance Rank of IJK is 1010
Overall Rank
The Sharpe Ratio Rank of IJK is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IJK is 1111
Sortino Ratio Rank
The Omega Ratio Rank of IJK is 1111
Omega Ratio Rank
The Calmar Ratio Rank of IJK is 99
Calmar Ratio Rank
The Martin Ratio Rank of IJK is 99
Martin Ratio Rank

VBK
The Risk-Adjusted Performance Rank of VBK is 2323
Overall Rank
The Sharpe Ratio Rank of VBK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VBK is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VBK is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VBK is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VBK is 2222
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.

IJK vs. VBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and Vanguard Small-Cap Growth ETF (VBK). 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 IJK, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.00
IJK: -0.21
VBK: 0.06
The chart of Sortino ratio for IJK, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00
IJK: -0.15
VBK: 0.26
The chart of Omega ratio for IJK, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
IJK: 0.98
VBK: 1.03
The chart of Calmar ratio for IJK, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
IJK: -0.19
VBK: 0.06
The chart of Martin ratio for IJK, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00
IJK: -0.62
VBK: 0.19

The current IJK Sharpe Ratio is -0.21, which is lower than the VBK Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IJK and VBK, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.21
0.06
IJK
VBK

Dividends

IJK vs. VBK - Dividend Comparison

IJK's dividend yield for the trailing twelve months is around 0.84%, more than VBK's 0.61% yield.


TTM20242023202220212020201920182017201620152014
IJK
iShares S&P MidCap 400 Growth ETF
0.84%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%0.91%
VBK
Vanguard Small-Cap Growth ETF
0.61%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%

Drawdowns

IJK vs. VBK - Drawdown Comparison

The maximum IJK drawdown since its inception was -54.47%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for IJK and VBK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.22%
-18.58%
IJK
VBK

Volatility

IJK vs. VBK - Volatility Comparison

iShares S&P MidCap 400 Growth ETF (IJK) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 15.32% and 15.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.32%
15.98%
IJK
VBK