IVOO vs. IJH
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 ETF (IVOO) and iShares Core S&P Mid-Cap ETF (IJH).
IVOO and IJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVOO is a passively managed fund by Vanguard that tracks the performance of the S&P MidCap 400 Index. It was launched on Sep 7, 2010. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000. Both IVOO and IJH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVOO or IJH.
Performance
IVOO vs. IJH - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IVOO having a 16.69% return and IJH slightly higher at 16.85%. Both investments have delivered pretty close results over the past 10 years, with IVOO having a 10.01% annualized return and IJH not far ahead at 10.06%.
IVOO
16.69%
0.50%
6.99%
29.34%
11.56%
10.01%
IJH
16.85%
0.56%
7.10%
29.49%
11.61%
10.06%
Key characteristics
| IVOO | IJH | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.77 |
| Sortino Ratio | 2.50 | 2.51 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 2.59 | 2.62 |
| Martin Ratio | 10.10 | 10.27 |
| Ulcer Index | 2.77% | 2.75% |
| Daily Std Dev | 15.98% | 15.97% |
| Max Drawdown | -42.33% | -55.07% |
| Current Drawdown | -3.54% | -3.52% |
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IVOO vs. IJH - Expense Ratio Comparison
IVOO has a 0.10% expense ratio, which is higher than IJH's 0.06% 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%.
Correlation
The correlation between IVOO and IJH is 0.98, 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.
Risk-Adjusted Performance
IVOO vs. IJH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 ETF (IVOO) and iShares Core S&P Mid-Cap ETF (IJH). 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.
Dividends
IVOO vs. IJH - Dividend Comparison
IVOO's dividend yield for the trailing twelve months is around 1.29%, more than IJH's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.29% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% | 1.26% | 0.92% |
IJH iShares Core S&P Mid-Cap ETF | 1.25% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
Drawdowns
IVOO vs. IJH - Drawdown Comparison
The maximum IVOO drawdown since its inception was -42.33%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for IVOO and IJH. For additional features, visit the drawdowns tool.
Volatility
IVOO vs. IJH - Volatility Comparison
Vanguard S&P Mid-Cap 400 ETF (IVOO) and iShares Core S&P Mid-Cap ETF (IJH) have volatilities of 5.46% and 5.45%, 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.