Data Source: from August 2000 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: iShares S&P MidCap 400 Value ETF (IJJ)

In the last 20 Years, the iShares S&P MidCap 400 Value ETF (IJJ) ETF obtained a 10.29% compound annual return, with a 18.25% standard deviation.

In 2021, the ETF granted a 2.09% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P MidCap 400 Value ETF (IJJ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares S&P MidCap 400 Value ETF (IJJ) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES S&P MIDCAP 400 VALUE ETF (IJJ) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from August 2000 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
9.15
9.16
0.00
1 - 0
3M
1.14
-1.30
-9.21
Jun 2022 - Jun 2022
2 - 1
6M
-2.25
-7.24
-13.58
Apr 2022 - Jun 2022
4 - 2
YTD
-6.21
-11.74
-14.08
Jan 2022 - Jun 2022
4 - 3
1Y
-0.25
-8.09
17.94
-14.08
Jan 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
10.55
5.37
24.88
-35.12
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y(*)
8.57
4.50
22.36
-35.12
Jan 2020 - Mar 2020
41 - 19
68% pos
10Y(*)
11.73
8.90
17.92
-35.12
Jan 2020 - Mar 2020
80 - 40
67% pos
15Y(*)
8.34
5.83
19.71
-50.30
Nov 2007 - Feb 2009
115 - 65
64% pos
20Y(*)
10.29
7.58
18.25
-52.11
Jun 2007 - Feb 2009
158 - 82
66% pos
MAX(*)
01 Aug 2000
10.14
7.47
18.28
-52.11
Jun 2007 - Feb 2009
172 - 92
65% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of iShares S&P MidCap 400 Value ETF (IJJ) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES S&P MIDCAP 400 VALUE ETF (IJJ) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IJJ
 
Asset Class 1 Year 5 Years 10 Years Since
Aug 2000
US Total Stock Market
VTI
0.95
0.91
0.91
0.91
US Large Cap
SPY
0.94
0.90
0.89
0.89
US Small Cap
IJR
0.97
0.97
0.96
0.95
US REITs
VNQ
0.84
0.79
0.67
0.72
US Technology
QQQ
0.86
0.74
0.70
0.69
Preferred Stocks
PFF
0.91
0.78
0.69
0.48
EAFE Stocks
EFA
0.96
0.89
0.80
0.83
World All Countries
VT
0.97
0.93
0.89
0.88
Emerging Markets
EEM
0.69
0.74
0.65
0.75
Europe
VGK
0.92
0.87
0.77
0.81
Pacific
VPL
0.95
0.87
0.76
0.74
Latin America
FLLA
0.63
0.63
0.57
0.69
US Total Bond Market
BND
0.68
0.18
0.10
0.02
Long Term Treasuries
TLT
0.47
-0.31
-0.29
-0.31
US Cash
BIL
-0.13
-0.31
-0.23
-0.08
TIPS
TIP
0.79
0.33
0.23
0.13
Investment Grade Bonds
LQD
0.79
0.46
0.38
0.26
High Yield Bonds
HYG
0.90
0.80
0.76
0.71
International Bond Market
BNDX
0.61
0.23
0.18
0.11
Emerging Market Bonds
EMB
0.87
0.64
0.54
0.54
Gold
GLD
0.33
0.03
0.01
0.07
Commodities
DBC
0.22
0.61
0.52
0.45

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares S&P MidCap 400 Value ETF (IJJ) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 7095.05$, with a total return of 609.51% (10.29% annualized).

The Inflation Adjusted Capital now would be 4312.93$, with a net total return of 331.29% (7.58% annualized).
An investment of 1000$, since August 2000, now would be worth 8365.71$, with a total return of 736.57% (10.14% annualized).

The Inflation Adjusted Capital now would be 4879.21$, with a net total return of 387.92% (7.47% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-52.11% Jun 2007 Feb 2009 21 Feb 2011 24 45
-35.12% Jan 2020 Mar 2020 3 Dec 2020 9 12
-24.21% May 2011 Sep 2011 5 Nov 2012 14 19
-17.69% Sep 2018 Dec 2018 4 Nov 2019 11 15
-14.84% Jun 2015 Jan 2016 8 Jul 2016 6 14
-14.08% Jan 2022 Jun 2022 6 in progress 1 7
-9.98% Sep 2002 Feb 2003 6 May 2003 3 9
-6.60% May 2006 Jul 2006 3 Nov 2006 4 7
-5.43% Sep 2014 Sep 2014 1 Dec 2014 3 4
-5.04% Feb 2018 Feb 2018 1 May 2018 3 4
-4.72% Mar 2005 Apr 2005 2 May 2005 1 3
-4.50% Jun 2021 Sep 2021 4 Dec 2021 3 7
-4.44% Jul 2014 Jul 2014 1 Aug 2014 1 2
-4.37% Jul 2004 Jul 2004 1 Nov 2004 4 5
-3.96% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.95% Apr 2004 Apr 2004 1 Jun 2004 2 3
-3.78% Aug 2005 Oct 2005 3 Nov 2005 1 4
-2.91% Jan 2015 Jan 2015 1 Feb 2015 1 2
-2.50% Jan 2005 Jan 2005 1 Feb 2005 1 2
-2.35% Mar 2017 May 2017 3 Jul 2017 2 5

Worst drawdowns since August 2000.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-52.11% Jun 2007 Feb 2009 21 Feb 2011 24 45
-35.12% Jan 2020 Mar 2020 3 Dec 2020 9 12
-24.45% May 2002 Feb 2003 10 Oct 2003 8 18
-24.21% May 2011 Sep 2011 5 Nov 2012 14 19
-17.69% Sep 2018 Dec 2018 4 Nov 2019 11 15
-14.84% Jun 2015 Jan 2016 8 Jul 2016 6 14
-14.08% Jan 2022 Jun 2022 6 in progress 1 7
-13.04% Jul 2001 Sep 2001 3 Feb 2002 5 8
-7.34% Feb 2001 Mar 2001 2 Apr 2001 1 3
-6.60% May 2006 Jul 2006 3 Nov 2006 4 7
-5.43% Sep 2014 Sep 2014 1 Dec 2014 3 4
-5.04% Feb 2018 Feb 2018 1 May 2018 3 4
-4.72% Mar 2005 Apr 2005 2 May 2005 1 3
-4.50% Jun 2021 Sep 2021 4 Dec 2021 3 7
-4.44% Jul 2014 Jul 2014 1 Aug 2014 1 2
-4.37% Jul 2004 Jul 2004 1 Nov 2004 4 5
-3.96% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.95% Apr 2004 Apr 2004 1 Jun 2004 2 3
-3.78% Aug 2005 Oct 2005 3 Nov 2005 1 4
-2.91% Jan 2015 Jan 2015 1 Feb 2015 1 2

Rolling Returns ( more details)

iShares S&P MidCap 400 Value ETF (IJJ) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.77 89.17
Apr 2020 - Mar 2021
-42.25
Mar 2008 - Feb 2009
26.88%
2 Years
10.40 46.52
Mar 2009 - Feb 2011
-27.98
Mar 2007 - Feb 2009
17.01%
3 Years
10.04 29.28
Mar 2009 - Feb 2012
-16.36
Mar 2006 - Feb 2009
14.41%
5 Years
9.77 26.05
Mar 2009 - Feb 2014
-4.83
Mar 2004 - Feb 2009
4.39%
7 Years
9.27 18.04
Apr 2009 - Mar 2016
0.07
Mar 2002 - Feb 2009
0.00%
10 Years
9.76 16.65
Mar 2009 - Feb 2019
6.00
Feb 2006 - Jan 2016
0.00%
15 Years
9.22 12.06
Feb 2003 - Jan 2018
5.67
Apr 2005 - Mar 2020
0.00%
20 Years
9.64 10.70
Nov 2001 - Oct 2021
8.23
Oct 2000 - Sep 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares S&P MidCap 400 Value ETF (IJJ) ETF: Rolling Returns page.

Seasonality

iShares S&P MidCap 400 Value ETF (IJJ) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.32
50%
0.82
73%
1.09
73%
2.86
64%
0.80
68%
-0.67
55%
0.79
50%
0.48
64%
-0.93
50%
0.78
68%
2.86
86%
2.20
82%
Best
Year
11.6
2019
9.6
2021
10.1
2016
15.7
2009
10.1
2003
7.9
2019
9.3
2009
7.8
2000
10.2
2010
14.2
2011
16.6
2020
10.1
2000
Worst
Year
-7.8
2009
-11.0
2009
-24.4
2020
-6.7
2022
-9.6
2019
-9.2
2022
-10.1
2002
-7.5
2011
-11.1
2001
-22.2
2008
-9.0
2008
-11.4
2018
Statistics calculated for the period Aug 2000 - Jul 2022

Monthly/Yearly Returns

iShares S&P MidCap 400 Value ETF (IJJ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
172 Positive Months (65%) - 92 Negative Months (35%)
Aug 2000 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-6.21 -11.74 -4.1 1.3 2.3 -6.7 2.1 -9.2 9.2
2021
+30.45 +21.87 1.1 9.6 7.0 4.7 2.0 -2.9 -0.2 2.4 -3.8 4.4 -2.4 5.9
2020
+3.53 +2.14 -4.1 -10.5 -24.4 14.4 5.3 1.0 2.7 3.8 -4.4 3.4 16.6 6.6
2019
+25.67 +22.86 11.6 3.9 -1.8 4.7 -9.6 7.9 1.4 -5.3 5.0 1.4 2.7 3.1
2018
-12.04 -13.69 1.3 -5.0 0.8 0.6 4.2 0.4 2.1 2.5 -1.0 -8.9 2.9 -11.4
2017
+12.05 +9.74 1.4 1.9 -0.7 -0.1 -1.5 2.2 0.9 -2.1 4.5 0.9 3.8 0.6
2016
+26.18 +23.62 -5.6 2.2 10.1 1.7 1.4 0.5 4.0 0.4 0.0 -2.1 10.0 1.9
2015
-6.71 -7.39 -2.9 5.7 0.1 -0.3 1.0 -1.8 -2.2 -4.5 -3.8 6.1 1.5 -5.1
2014
+11.85 +11.01 -1.7 4.4 1.3 -0.2 1.6 4.3 -4.4 5.3 -5.4 4.2 1.2 1.4
2013
+34.02 +32.03 7.4 1.6 5.3 0.0 2.2 -1.4 6.5 -4.0 4.7 4.2 1.0 2.7
2012
+18.30 +16.27 6.3 3.9 2.1 -0.4 -6.6 3.2 -0.2 2.8 2.0 -0.5 1.8 3.1
2011
-2.68 -5.48 2.6 4.2 1.8 1.9 -1.6 -2.5 -4.0 -7.5 -11.1 14.2 0.5 0.9
2010
+22.57 +20.76 -2.6 4.9 6.2 4.9 -7.5 -6.9 6.8 -5.3 10.2 2.9 1.4 7.6
2009
+34.36 +30.80 -7.8 -11.0 7.7 15.7 2.0 0.8 9.3 5.5 5.3 -5.7 4.7 6.8
2008
-35.17 -35.22 -4.8 -3.3 0.0 6.7 4.5 -8.6 -0.6 2.1 -8.0 -22.2 -9.0 4.6
2007
+2.08 -1.92 3.1 1.4 1.2 2.4 4.5 -2.8 -5.2 1.0 1.8 1.7 -5.4 -1.1
2006
+14.54 +11.70 6.0 0.2 2.8 2.2 -3.9 -0.6 -2.2 1.7 0.3 4.4 3.2 0.0
2005
+11.59 +7.91 -2.5 3.2 -1.2 -3.5 5.5 3.5 5.3 -0.8 0.7 -3.7 5.0 0.2
2004
+17.94 +14.22 2.2 2.5 0.2 -4.0 2.3 3.1 -4.4 0.7 2.9 0.8 7.0 3.8
2003
+40.44 +37.85 -3.6 -2.3 0.4 7.3 10.1 0.1 3.1 4.9 -0.9 8.3 4.1 3.8
2002
-10.74 -12.81 -0.3 2.3 7.1 1.8 -1.7 -5.9 -10.1 0.9 -9.7 3.3 6.6 -3.9
2001
+7.16 +5.52 3.9 -3.2 -4.3 9.2 1.5 0.8 -0.2 -1.9 -11.1 1.5 5.7 6.7
2000
- - 7.8 1.3 -1.3 0.1 10.1
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