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IWR vs. IMCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWR and IMCG is 0.92, 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.


-0.50.00.51.00.9

Performance

IWR vs. IMCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and iShares Morningstar Mid-Cap Growth ETF (IMCG). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%750.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
599.49%
763.02%
IWR
IMCG

Key characteristics

Sharpe Ratio

IWR:

1.40

IMCG:

1.57

Sortino Ratio

IWR:

1.96

IMCG:

2.16

Omega Ratio

IWR:

1.24

IMCG:

1.27

Calmar Ratio

IWR:

2.18

IMCG:

1.38

Martin Ratio

IWR:

7.55

IMCG:

8.07

Ulcer Index

IWR:

2.47%

IMCG:

2.84%

Daily Std Dev

IWR:

13.35%

IMCG:

14.62%

Max Drawdown

IWR:

-58.79%

IMCG:

-58.96%

Current Drawdown

IWR:

-6.27%

IMCG:

-5.41%

Returns By Period

In the year-to-date period, IWR achieves a 16.28% return, which is significantly lower than IMCG's 20.26% return. Over the past 10 years, IWR has underperformed IMCG with an annualized return of 9.50%, while IMCG has yielded a comparatively higher 12.07% annualized return.


IWR

YTD

16.28%

1M

-3.00%

6M

10.64%

1Y

17.10%

5Y*

10.02%

10Y*

9.50%

IMCG

YTD

20.26%

1M

-1.04%

6M

13.49%

1Y

21.16%

5Y*

12.62%

10Y*

12.07%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWR vs. IMCG - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is higher than IMCG'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%.


IWR
iShares Russell Midcap ETF
Expense ratio chart for IWR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IWR vs. IMCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.


Sharpe ratio
The chart of Sharpe ratio for IWR, currently valued at 1.40, compared to the broader market0.002.004.001.401.57
The chart of Sortino ratio for IWR, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.16
The chart of Omega ratio for IWR, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.27
The chart of Calmar ratio for IWR, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.181.38
The chart of Martin ratio for IWR, currently valued at 7.55, compared to the broader market0.0020.0040.0060.0080.00100.007.558.07
IWR
IMCG

The current IWR Sharpe Ratio is 1.40, which is comparable to the IMCG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IWR and IMCG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.57
IWR
IMCG

Dividends

IWR vs. IMCG - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.26%, more than IMCG's 0.77% yield.


TTM20232022202120202019201820172016201520142013
IWR
iShares Russell Midcap ETF
1.26%1.43%1.59%1.05%1.28%1.43%1.98%1.52%1.72%1.59%1.45%1.31%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.77%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%0.36%

Drawdowns

IWR vs. IMCG - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.79%, roughly equal to the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for IWR and IMCG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.27%
-5.41%
IWR
IMCG

Volatility

IWR vs. IMCG - Volatility Comparison

The current volatility for iShares Russell Midcap ETF (IWR) is 4.92%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 5.57%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
5.57%
IWR
IMCG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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