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IJT vs. PGOFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJT vs. PGOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Growth ETF (IJT) and Pioneer Select Mid Cap Growth Fund (PGOFX). The values are adjusted to include any dividend payments, if applicable.

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IJT vs. PGOFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJT
iShares S&P SmallCap 600 Growth ETF
3.64%5.26%9.33%17.11%-21.32%22.37%19.22%20.98%-4.40%14.47%
PGOFX
Pioneer Select Mid Cap Growth Fund
-1.34%20.66%23.84%18.66%-31.26%8.06%38.86%32.73%-5.77%29.88%

Returns By Period

In the year-to-date period, IJT achieves a 3.64% return, which is significantly higher than PGOFX's -1.34% return. Over the past 10 years, IJT has underperformed PGOFX with an annualized return of 9.91%, while PGOFX has yielded a comparatively higher 12.10% annualized return.


IJT

1D
0.95%
1M
-4.59%
YTD
3.64%
6M
3.69%
1Y
18.27%
3Y*
11.05%
5Y*
3.29%
10Y*
9.91%

PGOFX

1D
3.86%
1M
-6.03%
YTD
-1.34%
6M
-1.44%
1Y
30.03%
3Y*
17.90%
5Y*
4.60%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJT vs. PGOFX - Expense Ratio Comparison

IJT has a 0.25% expense ratio, which is lower than PGOFX's 0.99% expense ratio.


Return for Risk

IJT vs. PGOFX — Risk / Return Rank

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

IJT
IJT Risk / Return Rank: 4646
Overall Rank
IJT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 4646
Sortino Ratio Rank
IJT Omega Ratio Rank: 4141
Omega Ratio Rank
IJT Calmar Ratio Rank: 4848
Calmar Ratio Rank
IJT Martin Ratio Rank: 5353
Martin Ratio Rank

PGOFX
PGOFX Risk / Return Rank: 7474
Overall Rank
PGOFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PGOFX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PGOFX Omega Ratio Rank: 6262
Omega Ratio Rank
PGOFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
PGOFX Martin Ratio Rank: 8585
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.

IJT vs. PGOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and Pioneer Select Mid Cap Growth Fund (PGOFX). 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.


IJTPGOFXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.28

-0.46

Sortino ratio

Return per unit of downside risk

1.31

1.83

-0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

1.32

2.16

-0.84

Martin ratio

Return relative to average drawdown

5.42

9.27

-3.85

IJT vs. PGOFX - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 0.83, which is lower than the PGOFX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IJT and PGOFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IJTPGOFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.28

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.20

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.53

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.05

Correlation

The correlation between IJT and PGOFX is 0.85, 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

IJT vs. PGOFX - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.86%, less than PGOFX's 16.83% yield.


TTM20252024202320222021202020192018201720162015
IJT
iShares S&P SmallCap 600 Growth ETF
0.86%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%
PGOFX
Pioneer Select Mid Cap Growth Fund
16.83%16.61%12.14%0.00%1.84%11.47%13.77%1.37%16.05%8.32%1.69%8.90%

Drawdowns

IJT vs. PGOFX - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, smaller than the maximum PGOFX drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for IJT and PGOFX.


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Drawdown Indicators


IJTPGOFXDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-62.17%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-13.68%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-39.78%

+10.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-39.78%

-2.25%

Current Drawdown

Current decline from peak

-5.00%

-6.99%

+1.99%

Average Drawdown

Average peak-to-trough decline

-10.37%

-11.76%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.19%

+0.20%

Volatility

IJT vs. PGOFX - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Growth ETF (IJT) is 7.29%, while Pioneer Select Mid Cap Growth Fund (PGOFX) has a volatility of 8.06%. This indicates that IJT experiences smaller price fluctuations and is considered to be less risky than PGOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJTPGOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

8.06%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

15.29%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

24.56%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

23.52%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

22.93%

+0.07%