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IWN vs. IJK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWN vs. IJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Value ETF (IWN) and iShares S&P MidCap 400 Growth ETF (IJK). The values are adjusted to include any dividend payments, if applicable.

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IWN vs. IJK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWN
iShares Russell 2000 Value ETF
5.56%12.40%7.63%14.56%-14.77%27.96%4.66%22.01%-13.01%7.69%
IJK
iShares S&P MidCap 400 Growth ETF
5.12%7.28%15.68%17.41%-19.03%18.68%22.45%25.96%-10.53%19.64%

Returns By Period

In the year-to-date period, IWN achieves a 5.56% return, which is significantly higher than IJK's 5.12% return. Over the past 10 years, IWN has underperformed IJK with an annualized return of 9.47%, while IJK has yielded a comparatively higher 10.57% annualized return.


IWN

1D
0.62%
1M
-3.85%
YTD
5.56%
6M
8.36%
1Y
28.61%
3Y*
13.77%
5Y*
5.38%
10Y*
9.47%

IJK

1D
1.11%
1M
-5.74%
YTD
5.12%
6M
6.22%
1Y
22.12%
3Y*
13.42%
5Y*
5.91%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWN vs. IJK - Expense Ratio Comparison

Both IWN and IJK have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IWN vs. IJK — Risk / Return Rank

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

IWN
IWN Risk / Return Rank: 7272
Overall Rank
IWN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWN Omega Ratio Rank: 6666
Omega Ratio Rank
IWN Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWN Martin Ratio Rank: 7575
Martin Ratio Rank

IJK
IJK Risk / Return Rank: 5959
Overall Rank
IJK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IJK Sortino Ratio Rank: 5757
Sortino Ratio Rank
IJK Omega Ratio Rank: 5353
Omega Ratio Rank
IJK Calmar Ratio Rank: 6363
Calmar Ratio Rank
IJK Martin Ratio Rank: 6767
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.

IWN vs. IJK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and iShares S&P MidCap 400 Growth ETF (IJK). 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.


IWNIJKDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.99

+0.33

Sortino ratio

Return per unit of downside risk

1.91

1.53

+0.38

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.07

1.68

+0.40

Martin ratio

Return relative to average drawdown

8.21

7.18

+1.03

IWN vs. IJK - Sharpe Ratio Comparison

The current IWN Sharpe Ratio is 1.32, which is higher than the IJK Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IWN and IJK, 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


IWNIJKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.99

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.29

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.50

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.35

+0.02

Correlation

The correlation between IWN and IJK is 0.88, 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

IWN vs. IJK - Dividend Comparison

IWN's dividend yield for the trailing twelve months is around 1.62%, more than IJK's 0.61% yield.


TTM20252024202320222021202020192018201720162015
IWN
iShares Russell 2000 Value ETF
1.62%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%
IJK
iShares S&P MidCap 400 Growth ETF
0.61%0.66%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%

Drawdowns

IWN vs. IJK - Drawdown Comparison

The maximum IWN drawdown since its inception was -61.55%, which is greater than IJK's maximum drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for IWN and IJK.


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Drawdown Indicators


IWNIJKDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-54.47%

-7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.71%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-29.24%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-46.08%

-39.25%

-6.83%

Current Drawdown

Current decline from peak

-4.81%

-5.74%

+0.93%

Average Drawdown

Average peak-to-trough decline

-10.22%

-10.86%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.20%

+0.28%

Volatility

IWN vs. IJK - Volatility Comparison

The current volatility for iShares Russell 2000 Value ETF (IWN) is 6.16%, while iShares S&P MidCap 400 Growth ETF (IJK) has a volatility of 7.86%. This indicates that IWN experiences smaller price fluctuations and is considered to be less risky than IJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWNIJKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

7.86%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

13.37%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

22.39%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

20.63%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

21.00%

+2.37%