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VXF vs. IJH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VXF and IJH is 0.95, 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: 1.0

Performance

VXF vs. IJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market ETF (VXF) and iShares Core S&P Mid-Cap ETF (IJH). The values are adjusted to include any dividend payments, if applicable.

650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
649.86%
677.89%
VXF
IJH

Key characteristics

Sharpe Ratio

VXF:

0.00

IJH:

-0.13

Sortino Ratio

VXF:

0.14

IJH:

-0.07

Omega Ratio

VXF:

1.02

IJH:

0.99

Calmar Ratio

VXF:

0.00

IJH:

-0.14

Martin Ratio

VXF:

0.01

IJH:

-0.40

Ulcer Index

VXF:

5.70%

IJH:

5.30%

Daily Std Dev

VXF:

19.13%

IJH:

16.60%

Max Drawdown

VXF:

-58.04%

IJH:

-55.07%

Current Drawdown

VXF:

-15.87%

IJH:

-12.98%

Returns By Period

In the year-to-date period, VXF achieves a -8.54% return, which is significantly lower than IJH's -5.60% return. Over the past 10 years, VXF has underperformed IJH with an annualized return of 7.92%, while IJH has yielded a comparatively higher 8.45% annualized return.


VXF

YTD

-8.54%

1M

-7.49%

6M

-3.07%

1Y

0.93%

5Y*

16.63%

10Y*

7.92%

IJH

YTD

-5.60%

1M

-4.94%

6M

-4.48%

1Y

-1.52%

5Y*

18.24%

10Y*

8.45%

*Annualized

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VXF vs. IJH - Expense Ratio Comparison

Both VXF and IJH have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VXF: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXF: 0.06%
Expense ratio chart for IJH: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJH: 0.06%

Risk-Adjusted Performance

VXF vs. IJH — Risk-Adjusted Performance Rank

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

VXF
The Risk-Adjusted Performance Rank of VXF is 2020
Overall Rank
The Sharpe Ratio Rank of VXF is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VXF is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VXF is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VXF is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VXF is 2020
Martin Ratio Rank

IJH
The Risk-Adjusted Performance Rank of IJH is 1414
Overall Rank
The Sharpe Ratio Rank of IJH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IJH is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IJH is 1414
Omega Ratio Rank
The Calmar Ratio Rank of IJH is 1313
Calmar Ratio Rank
The Martin Ratio Rank of IJH is 1414
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.

VXF vs. IJH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) 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.


The chart of Sharpe ratio for VXF, currently valued at 0.00, compared to the broader market-1.000.001.002.003.004.005.00
VXF: 0.00
IJH: -0.13
The chart of Sortino ratio for VXF, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.00
VXF: 0.14
IJH: -0.07
The chart of Omega ratio for VXF, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
VXF: 1.02
IJH: 0.99
The chart of Calmar ratio for VXF, currently valued at 0.00, compared to the broader market0.005.0010.00
VXF: 0.00
IJH: -0.14
The chart of Martin ratio for VXF, currently valued at 0.01, compared to the broader market0.0020.0040.0060.0080.00100.00
VXF: 0.01
IJH: -0.40

The current VXF Sharpe Ratio is 0.00, which is higher than the IJH Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of VXF and IJH, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.00
-0.13
VXF
IJH

Dividends

VXF vs. IJH - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.29%, less than IJH's 1.41% yield.


TTM20242023202220212020201920182017201620152014
VXF
Vanguard Extended Market ETF
1.29%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%
IJH
iShares Core S&P Mid-Cap ETF
1.41%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%

Drawdowns

VXF vs. IJH - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, which is greater than IJH's maximum drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for VXF and IJH. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.87%
-12.98%
VXF
IJH

Volatility

VXF vs. IJH - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 7.59% compared to iShares Core S&P Mid-Cap ETF (IJH) at 6.10%. This indicates that VXF'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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.59%
6.10%
VXF
IJH