VO vs. IJH
Compare and contrast key facts about Vanguard Mid-Cap ETF (VO) and iShares Core S&P Mid-Cap ETF (IJH).
VO and IJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000. Both VO and IJH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VO or IJH.
Performance
VO vs. IJH - Performance Comparison
Returns By Period
In the year-to-date period, VO achieves a 18.83% return, which is significantly higher than IJH's 16.85% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VO at 10.06% and IJH at 10.06%.
VO
18.83%
0.96%
10.72%
30.56%
11.31%
10.06%
IJH
16.85%
0.56%
7.10%
29.49%
11.61%
10.06%
Key characteristics
| VO | IJH | |
|---|---|---|
| Sharpe Ratio | 2.44 | 1.77 |
| Sortino Ratio | 3.36 | 2.51 |
| Omega Ratio | 1.42 | 1.31 |
| Calmar Ratio | 1.88 | 2.62 |
| Martin Ratio | 14.64 | 10.27 |
| Ulcer Index | 2.05% | 2.75% |
| Daily Std Dev | 12.32% | 15.97% |
| Max Drawdown | -58.89% | -55.07% |
| Current Drawdown | -2.28% | -3.52% |
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VO vs. IJH - Expense Ratio Comparison
VO has a 0.04% expense ratio, which is lower than IJH's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VO and IJH is 0.96, 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.
Risk-Adjusted Performance
VO vs. IJH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) 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.
Dividends
VO vs. IJH - Dividend Comparison
VO's dividend yield for the trailing twelve months is around 1.83%, more than IJH's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VO Vanguard Mid-Cap ETF | 1.83% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
IJH iShares Core S&P Mid-Cap ETF | 1.25% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
Drawdowns
VO vs. IJH - Drawdown Comparison
The maximum VO drawdown since its inception was -58.89%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for VO and IJH. For additional features, visit the drawdowns tool.
Volatility
VO vs. IJH - Volatility Comparison
The current volatility for Vanguard Mid-Cap ETF (VO) is 3.98%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 5.45%. This indicates that VO experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.