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XJH vs. VXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. VXF

Last updated Jun 6, 2026

XJH (iShares ESG Screened S&P Mid-Cap ETF) and VXF (Vanguard Extended Market ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while VXF tracks the S&P Completion Index. Both are passively managed. Over the past 5 years, XJH returned 7.22%/yr vs 6.05%/yr for VXF. Their correlation of 0.93 suggests significant overlap in exposure. XJH charges 0.12%/yr vs 0.05%/yr for VXF.

Performance

XJH vs. VXF - Performance Comparison

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

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Returns By Period

In the year-to-date period, XJH achieves a 11.87% return, which is significantly higher than VXF's 11.25% return.

XJH

1D
-2.05%
1M
-0.88%
YTD
11.87%
6M
11.82%
1Y
24.57%
3Y*
14.70%
5Y*
7.22%
10Y*
—

VXF

1D
-3.32%
1M
-0.19%
YTD
11.25%
6M
9.53%
1Y
25.88%
3Y*
18.43%
5Y*
6.05%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. VXF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XJH
iShares ESG Screened S&P Mid-Cap ETF		11.87%8.12%12.27%16.74%-14.36%23.43%29.59%
VXF
Vanguard Extended Market ETF		11.25%11.40%16.89%25.51%-26.52%12.31%33.26%

Correlation

The correlation between XJH and VXF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.93

The correlation between XJH and VXF has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

XJH vs. VXF - Sectors Allocation Comparison

Sectors
XJH
VXF

Industrials

25.9%
19.3%

Technology

16.0%
19.8%

Financial Services

14.8%
14.6%

Consumer Cyclical

11.3%
9.7%

Healthcare

9.6%
13.3%

Real Estate

8.2%
6.0%

Basic Materials

4.9%
4.2%

Consumer Defensive

3.8%
2.7%

Energy

2.9%
5.1%

Utilities

1.6%
2.0%

Communication Services

1.1%
3.3%

Industrials

XJH
25.9%
VXF
19.3%

Technology

XJH
16.0%
VXF
19.8%

Financial Services

XJH
14.8%
VXF
14.6%

Consumer Cyclical

XJH
11.3%
VXF
9.7%

Healthcare

XJH
9.6%
VXF
13.3%

Real Estate

XJH
8.2%
VXF
6.0%

Basic Materials

XJH
4.9%
VXF
4.2%

Consumer Defensive

XJH
3.8%
VXF
2.7%

Energy

XJH
2.9%
VXF
5.1%

Utilities

XJH
1.6%
VXF
2.0%

Communication Services

XJH
1.1%
VXF
3.3%

Compare stocks, funds, or ETFs

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iShares ESG Screened S&P Mid-Cap ETF

Vanguard Extended Market ETF

Often compared with XJH:
XJH vs. XJRXJH vs. XMMOXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. MDYXJH vs. FZIPX
Often compared with VXF:
VXF vs. VOOVXF vs. VTIVXF vs. VBVXF vs. VOVXF vs. FZIPXVXF vs. VOTVXF vs. IJR

Return for Risk

XJH vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XJH
XJH Risk / Return Rank: 4949
Overall Rank
XJH Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 4747
Sortino Ratio Rank
XJH Omega Ratio Rank: 4242
Omega Ratio Rank
XJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
XJH Martin Ratio Rank: 5757
Martin Ratio Rank
VXF
VXF Risk / Return Rank: 4747
Overall Rank
VXF Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4343
Sortino Ratio Rank
VXF Omega Ratio Rank: 4040
Omega Ratio Rank
VXF Calmar Ratio Rank: 5353
Calmar Ratio Rank
VXF Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XJH vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and Vanguard Extended Market ETF (VXF). 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.

XJHVXFDifference
Sharpe ratioReturn per unit of total volatility
1.51
1.48

+0.02

Sortino ratioReturn per unit of downside risk
2.21
2.09

+0.12

Omega ratioGain probability vs. loss probability

1.26

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.57

2.55

+0.02

Martin ratioReturn relative to average drawdown

9.44

9.00

+0.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XJH vs. VXF - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is comparable to the VXF Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XJH and VXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XJHVXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.48

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.27

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.45

+0.29

Drawdowns

XJH vs. VXF - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for XJH and VXF.

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Drawdown Indicators

XJHVXFDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-58.03%

+32.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.21%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-26.92%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-36.39%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.72%

—

Current Drawdown

Current decline from peak

-2.05%

-3.32%

+1.27%

Average Drawdown

Average peak-to-trough decline

-6.82%

-9.55%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.88%

-0.27%

Volatility

XJH vs. VXF - Volatility Comparison

The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 4.49%, while Vanguard Extended Market ETF (VXF) has a volatility of 5.88%. This indicates that XJH experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XJHVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.88%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

12.90%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

17.54%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

22.37%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

22.31%

-2.42%

XJH vs. VXF - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is higher than VXF's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XJH vs. VXF - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, more than VXF's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
VXF
Vanguard Extended Market ETF		1.04%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.12%1.24%1.24%1.38%1.45%1.04%0.36%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, XJH and VXF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VXF has higher volatility (5.88%) compared to XJH (4.49%). In terms of maximum drawdown, XJH dropped -25.07% vs VXF's -58.03%.

On 5-year performance, XJH leads with 7.22% vs 6.05% for VXF. On fees, VXF is cheaper at 0.05% per year. On volatility, XJH has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XJH has performed better with a 7.22% return vs 6.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXF is cheaper with a 0.05% expense ratio, compared with 0.12% for XJH.

XJH has the higher dividend yield at 1.12%, compared with 1.04% for VXF.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while VXF tracks S&P Completion Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for XJH and 0.05% for VXF.

XJH currently has the higher Sharpe Ratio (1.51 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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