PortfoliosLab logo
VOE vs. IJJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOE and IJJ is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VOE vs. IJJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value ETF (VOE) and iShares S&P MidCap 400 Value ETF (IJJ). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%420.00%NovemberDecember2025FebruaryMarchApril
352.04%
347.46%
VOE
IJJ

Key characteristics

Sharpe Ratio

VOE:

0.32

IJJ:

0.16

Sortino Ratio

VOE:

0.56

IJJ:

0.38

Omega Ratio

VOE:

1.08

IJJ:

1.05

Calmar Ratio

VOE:

0.29

IJJ:

0.15

Martin Ratio

VOE:

1.00

IJJ:

0.52

Ulcer Index

VOE:

5.28%

IJJ:

6.46%

Daily Std Dev

VOE:

16.63%

IJJ:

21.06%

Max Drawdown

VOE:

-61.54%

IJJ:

-58.00%

Current Drawdown

VOE:

-11.21%

IJJ:

-15.09%

Returns By Period

In the year-to-date period, VOE achieves a -3.89% return, which is significantly higher than IJJ's -8.37% return. Both investments have delivered pretty close results over the past 10 years, with VOE having a 7.71% annualized return and IJJ not far behind at 7.60%.


VOE

YTD

-3.89%

1M

-4.37%

6M

-6.19%

1Y

5.19%

5Y*

14.56%

10Y*

7.71%

IJJ

YTD

-8.37%

1M

-6.33%

6M

-6.85%

1Y

3.87%

5Y*

16.55%

10Y*

7.60%

*Annualized

Compare stocks, funds, or ETFs

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


VOE vs. IJJ - Expense Ratio Comparison

VOE has a 0.07% expense ratio, which is lower than IJJ's 0.25% 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%.


Expense ratio chart for IJJ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJJ: 0.25%
Expense ratio chart for VOE: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOE: 0.07%

Risk-Adjusted Performance

VOE vs. IJJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOE
The Risk-Adjusted Performance Rank of VOE is 4141
Overall Rank
The Sharpe Ratio Rank of VOE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4040
Martin Ratio Rank

IJJ
The Risk-Adjusted Performance Rank of IJJ is 3131
Overall Rank
The Sharpe Ratio Rank of IJJ is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of IJJ is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IJJ is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IJJ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of IJJ is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOE vs. IJJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) 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.


The chart of Sharpe ratio for VOE, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.00
VOE: 0.32
IJJ: 0.16
The chart of Sortino ratio for VOE, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
VOE: 0.56
IJJ: 0.38
The chart of Omega ratio for VOE, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
VOE: 1.08
IJJ: 1.05
The chart of Calmar ratio for VOE, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.00
VOE: 0.29
IJJ: 0.15
The chart of Martin ratio for VOE, currently valued at 1.00, compared to the broader market0.0020.0040.0060.00
VOE: 1.00
IJJ: 0.52

The current VOE Sharpe Ratio is 0.32, which is higher than the IJJ Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VOE and IJJ, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.16
VOE
IJJ

Dividends

VOE vs. IJJ - Dividend Comparison

VOE's dividend yield for the trailing twelve months is around 2.42%, more than IJJ's 2.05% yield.


TTM20242023202220212020201920182017201620152014
VOE
Vanguard Mid-Cap Value ETF
2.42%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%
IJJ
iShares S&P MidCap 400 Value ETF
2.05%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%1.65%

Drawdowns

VOE vs. IJJ - Drawdown Comparison

The maximum VOE drawdown since its inception was -61.54%, which is greater than IJJ's maximum drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for VOE and IJJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.21%
-15.09%
VOE
IJJ

Volatility

VOE vs. IJJ - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value ETF (VOE) is 11.96%, while iShares S&P MidCap 400 Value ETF (IJJ) has a volatility of 14.24%. This indicates that VOE 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.96%
14.24%
VOE
IJJ