SMIG vs. IJJ
Compare and contrast key facts about Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares S&P MidCap 400 Value ETF (IJJ).
SMIG and IJJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021. 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
SMIG vs. IJJ - Performance Comparison
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SMIG vs. IJJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.67% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
IJJ iShares S&P MidCap 400 Value ETF | 1.52% | 7.27% | 11.63% | 15.24% | -7.11% | 5.24% |
Returns By Period
In the year-to-date period, SMIG achieves a 2.67% return, which is significantly higher than IJJ's 1.52% return.
SMIG
- 1D
- 0.27%
- 1M
- -5.91%
- YTD
- 2.67%
- 6M
- 0.67%
- 1Y
- 4.18%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
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%
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SMIG vs. IJJ - Expense Ratio Comparison
SMIG has a 0.60% expense ratio, which is higher than IJJ's 0.25% expense ratio.
Return for Risk
SMIG vs. IJJ — Risk / Return Rank
SMIG
IJJ
SMIG vs. IJJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) 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.
| SMIG | IJJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.62 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.03 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.91 | -0.48 |
Martin ratioReturn relative to average drawdown | 1.38 | 3.41 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMIG | IJJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.62 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.46 | -0.11 |
Correlation
The correlation between SMIG and IJJ 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.
Dividends
SMIG vs. IJJ - Dividend Comparison
SMIG's dividend yield for the trailing twelve months is around 1.85%, more than IJJ's 1.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
SMIG vs. IJJ - Drawdown Comparison
The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum IJJ drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for SMIG and IJJ.
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Drawdown Indicators
| SMIG | IJJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -58.00% | +38.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -14.54% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.68% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.11% | — |
Current DrawdownCurrent decline from peak | -6.76% | -7.05% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -7.97% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.88% | -0.19% |
Volatility
SMIG vs. IJJ - Volatility Comparison
The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 4.01%, while iShares S&P MidCap 400 Value ETF (IJJ) has a volatility of 5.40%. This indicates that SMIG 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.
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Volatility by Period
| SMIG | IJJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.40% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 11.57% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 20.88% | -4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 19.64% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 22.04% | -5.72% |