PSR vs. IJJ
Compare and contrast key facts about Invesco Active U.S. Real Estate Fund (PSR) and iShares S&P MidCap 400 Value ETF (IJJ).
PSR and IJJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSR is an actively managed fund by Invesco. It was launched on Nov 20, 2008. IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000.
Performance
PSR vs. IJJ - Performance Comparison
Loading graphics...
PSR vs. IJJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSR Invesco Active U.S. Real Estate Fund | 3.72% | 2.63% | 1.79% | 8.34% | -25.52% | 41.71% | -6.04% | 28.76% | -4.58% | 11.95% |
IJJ iShares S&P MidCap 400 Value ETF | 1.52% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
Returns By Period
In the year-to-date period, PSR achieves a 3.72% return, which is significantly higher than IJJ's 1.52% return. Over the past 10 years, PSR has underperformed IJJ with an annualized return of 4.91%, while IJJ has yielded a comparatively higher 9.93% annualized return.
PSR
- 1D
- 0.45%
- 1M
- -6.29%
- YTD
- 3.72%
- 6M
- 1.54%
- 1Y
- 3.06%
- 3Y*
- 5.06%
- 5Y*
- 2.36%
- 10Y*
- 4.91%
IJJ
- 1D
- 0.49%
- 1M
- -4.98%
- YTD
- 1.52%
- 6M
- 3.17%
- 1Y
- 12.94%
- 3Y*
- 11.00%
- 5Y*
- 7.18%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSR vs. IJJ - Expense Ratio Comparison
PSR has a 0.35% expense ratio, which is higher than IJJ's 0.25% expense ratio.
Return for Risk
PSR vs. IJJ — Risk / Return Rank
PSR
IJJ
PSR vs. IJJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) and iShares S&P MidCap 400 Value ETF (IJJ). 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.
| PSR | IJJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.62 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.37 | 1.03 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.91 | -0.64 |
Martin ratioReturn relative to average drawdown | 1.05 | 3.41 | -2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PSR | IJJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.62 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.37 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.45 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Correlation
The correlation between PSR and IJJ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PSR vs. IJJ - Dividend Comparison
PSR's dividend yield for the trailing twelve months is around 2.61%, more than IJJ's 1.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSR Invesco Active U.S. Real Estate Fund | 2.61% | 2.56% | 3.06% | 2.93% | 2.95% | 2.12% | 3.09% | 2.55% | 2.64% | 0.14% | 3.60% | 3.20% |
IJJ iShares S&P MidCap 400 Value ETF | 1.76% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Drawdowns
PSR vs. IJJ - Drawdown Comparison
The maximum PSR drawdown since its inception was -42.31%, smaller than the maximum IJJ drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for PSR and IJJ.
Loading graphics...
Drawdown Indicators
| PSR | IJJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.31% | -58.00% | +15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -14.54% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -22.68% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.31% | -46.11% | +3.80% |
Current DrawdownCurrent decline from peak | -12.57% | -7.05% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -7.97% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.88% | -0.79% |
Volatility
PSR vs. IJJ - Volatility Comparison
The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 4.58%, while iShares S&P MidCap 400 Value ETF (IJJ) has a volatility of 5.40%. This indicates that PSR experiences smaller price fluctuations and is considered to be less risky than IJJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PSR | IJJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.40% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 11.57% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 20.88% | -5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 19.64% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.29% | 22.04% | -1.75% |