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

Correlation

The correlation between IJK and VOT is 0.89, 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. VOT - 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 Mid-Cap Growth ETF (VOT). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
429.49%
449.49%
IJK
VOT

Key characteristics

Sharpe Ratio

IJK:

-0.21

VOT:

0.48

Sortino Ratio

IJK:

-0.15

VOT:

0.81

Omega Ratio

IJK:

0.98

VOT:

1.11

Calmar Ratio

IJK:

-0.19

VOT:

0.48

Martin Ratio

IJK:

-0.62

VOT:

1.79

Ulcer Index

IJK:

7.92%

VOT:

5.87%

Daily Std Dev

IJK:

22.94%

VOT:

21.91%

Max Drawdown

IJK:

-54.47%

VOT:

-60.17%

Current Drawdown

IJK:

-17.22%

VOT:

-10.98%

Returns By Period

In the year-to-date period, IJK achieves a -9.65% return, which is significantly lower than VOT's -2.84% return. Over the past 10 years, IJK has underperformed VOT with an annualized return of 7.82%, while VOT has yielded a comparatively higher 9.39% annualized return.


IJK

YTD

-9.65%

1M

-4.21%

6M

-9.68%

1Y

-4.70%

5Y*

12.12%

10Y*

7.82%

VOT

YTD

-2.84%

1M

-1.72%

6M

-0.32%

1Y

10.10%

5Y*

12.26%

10Y*

9.39%

*Annualized

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IJK vs. VOT - Expense Ratio Comparison

IJK has a 0.24% expense ratio, which is higher than VOT'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 VOT: 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%
VOT: 0.07%

Risk-Adjusted Performance

IJK vs. VOT — 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

VOT
The Risk-Adjusted Performance Rank of VOT is 5656
Overall Rank
The Sharpe Ratio Rank of VOT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VOT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VOT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOT is 5555
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. VOT - 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 Mid-Cap Growth ETF (VOT). 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
VOT: 0.48
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
VOT: 0.81
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
VOT: 1.11
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
VOT: 0.48
The chart of Martin ratio for IJK, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00
IJK: -0.62
VOT: 1.79

The current IJK Sharpe Ratio is -0.21, which is lower than the VOT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of IJK and VOT, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.21
0.48
IJK
VOT

Dividends

IJK vs. VOT - Dividend Comparison

IJK's dividend yield for the trailing twelve months is around 0.84%, more than VOT's 0.71% 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%
VOT
Vanguard Mid-Cap Growth ETF
0.71%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%

Drawdowns

IJK vs. VOT - Drawdown Comparison

The maximum IJK drawdown since its inception was -54.47%, smaller than the maximum VOT drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for IJK and VOT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.22%
-10.98%
IJK
VOT

Volatility

IJK vs. VOT - Volatility Comparison

iShares S&P MidCap 400 Growth ETF (IJK) and Vanguard Mid-Cap Growth ETF (VOT) have volatilities of 15.32% and 15.01%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.32%
15.01%
IJK
VOT