MSFT vs. IJH
MSFT (Microsoft Corporation) is a stock, while IJH (iShares Core S&P Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Over the past 10 years, MSFT returned 23.18%/yr vs 10.87%/yr for IJH. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
MSFT vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -16.45% return, which is significantly lower than IJH's 14.08% return. Over the past 10 years, MSFT has outperformed IJH with an annualized return of 23.18%, while IJH has yielded a comparatively lower 10.87% annualized return.
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
IJH
- 1D
- -0.81%
- 1M
- -1.12%
- 6M
- 7.47%
- YTD
- 14.08%
- 1Y
- 19.62%
- 3Y*
- 13.08%
- 5Y*
- 8.56%
- 10Y*
- 10.87%
- ALL TIME*
- 9.84%
MSFT vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
IJH iShares Core S&P Mid-Cap ETF | 14.08% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
Correlation
The correlation between MSFT and IJH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.54 |
Over the past year, the correlation between MSFT and IJH has dropped to 0.11 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
MSFT vs. IJH — Risk / Return Rank
MSFT
IJH
MSFT vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFT | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.22 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.23 | -2.83 |
| Martin ratioReturn relative to average drawdown | -1.10 | 8.05 | -9.15 |
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Drawdowns
MSFT vs. IJH - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for MSFT and IJH.
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Drawdown Indicators
| MSFT | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -55.07% | -14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -8.83% | -25.67% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -24.10% | -10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -24.10% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -42.18% | +5.03% |
Current DrawdownCurrent decline from peak | -25.32% | -2.83% | -22.49% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -7.54% | -14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.74% | 2.44% | +16.30% |
Volatility
MSFT vs. IJH - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares Core S&P Mid-Cap ETF (IJH) at 3.47%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 3.47% | +6.78% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 11.69% | +12.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 15.79% | +11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 19.67% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 21.13% | +6.02% |
Dividends
MSFT vs. IJH - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.88%, less than IJH's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.19% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
MSFT and IJH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to IJH (3.47%). In terms of maximum drawdown, MSFT dropped -69.38% vs IJH's -55.07%.
IJH currently has the higher Sharpe Ratio (1.25 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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