iShares Core S&P Mid-Cap (IJH): Historical Returns

Data Source: from January 1927 to January 2024 (~97 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
iShares Core S&P Mid-Cap (IJH) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.74%
January 2024

In the last 30 Years, the iShares Core S&P Mid-Cap (IJH) ETF obtained a 10.58% compound annual return, with a 17.39% standard deviation.

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The ETF is related to the following investment themes:

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

Investment Returns as of Jan 31, 2024

The iShares Core S&P Mid-Cap (IJH) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES CORE S&P MID-CAP (IJH) ETF
Consolidated returns as of 31 January 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
iShares Core S&P Mid-Cap (IJH) ETF n.a. n.a. -1.74 0.88 4.70 9.99 9.26 10.58 10.77
US Inflation Adjusted return -2.03 -0.76 1.55 5.60 6.30 7.85 7.55
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the iShares Core S&P Mid-Cap (IJH) ETF granted a 1.68% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P Mid-Cap (IJH) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 20.43$, with a total return of 1942.70% (10.58% annualized).

The Inflation Adjusted Capital now would be 9.65$, with a net total return of 865.00% (7.85% annualized).
An investment of 1$, since January 1927, now would be worth 20454.45$, with a total return of 2045344.66% (10.77% annualized).

The Inflation Adjusted Capital now would be 1169.57$, with a net total return of 116857.04% (7.55% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares Core S&P Mid-Cap (IJH) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES CORE S&P MID-CAP (IJH) ETF
Advanced Metrics
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) -1.74 15.91 0.88 4.70 6.90 9.99 9.26 9.50 10.58 10.77
Infl. Adjusted Return (%) details -2.03 15.10 -0.76 1.55 1.17 5.60 6.30 6.75 7.85 7.55
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.99
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -12.96 -21.57 -29.70 -29.70 -49.45 -49.45 -88.02
Start to Recovery (# months) details 5 24 11 11 43 43 186
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 3 3 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 8 8 22 22 153
End (yyyy mm) 2023 12 2023 12 2020 11 2020 11 2010 12 2010 12 1945 02
Longest Drawdown Depth (%) -8.74
same as
deepest
-21.57 -21.57
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 24 24
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 4 9 9 9 21 21 33
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 15 15 15 22 22 153
End (yyyy mm) 2023 07 2023 12 2023 12 2023 12 2010 12 2010 12 1945 02
Longest negative period (# months) details 10 32 32 44 62 107 185
Period Start (yyyy mm) 2023 02 2021 03 2021 03 2016 08 2004 02 2000 04 1929 09
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2009 03 2009 02 1945 01
Annualized Return (%) -2.38 -0.51 -0.51 -0.49 -2.37 -0.04 -0.26
Deepest Drawdown Depth (%) -13.78 -25.73 -29.57 -29.57 -50.87 -50.87 -84.88
Start to Recovery (# months) details 5 33* 11 11 45 45 186
Start (yyyy mm) 2023 08 2021 05 2020 01 2020 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 17 3 3 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 1932 05
Bottom to End (# months) 2 16 8 8 24 24 153
End (yyyy mm) 2023 12 - 2020 11 2020 11 2011 02 2011 02 1945 02
Longest Drawdown Depth (%) -9.65
same as
deepest
-25.73 -25.73
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 33* 33*
Start (yyyy mm) 2023 02 2021 05 2021 05 2021 05 2007 06 2007 06 1929 09
Start to Bottom (# months) 4 17 17 17 21 21 33
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 16 16 16 24 24 153
End (yyyy mm) 2023 07 - - - 2011 02 2011 02 1945 02
Longest negative period (# months) details 10 35* 35 64 69 131 238
Period Start (yyyy mm) 2023 02 2021 03 2020 12 2014 12 2006 01 1998 04 1929 09
Period End (yyyy mm) 2023 11 2024 01 2023 10 2020 03 2011 09 2009 02 1949 06
Annualized Return (%) -5.29 -0.93 -1.18 -0.01 -0.10 -0.20 -0.24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 18.40 19.85 21.93 18.11 17.82 17.39 19.90
Sharpe Ratio -0.02 0.24 0.38 0.45 0.46 0.48 0.34
Sortino Ratio -0.04 0.34 0.51 0.61 0.61 0.64 0.47
Ulcer Index 5.64 8.71 8.96 7.23 11.13 10.21 23.22
Ratio: Return / Standard Deviation 0.26 0.35 0.46 0.51 0.53 0.61 0.54
Ratio: Return / Deepest Drawdown 0.36 0.32 0.34 0.31 0.19 0.21 0.12
% Positive Months details 33% 52% 60% 63% 62% 62% 61%
Positive Months 4 19 36 76 151 225 721
Negative Months 8 17 24 44 89 135 444
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.26 17.20 17.20 21.32
Worst 10 Years Return (%) - Annualized 6.82 3.60 -7.15
Best 10 Years Return (%) - Annualized 6.30 15.17 15.17 18.22
Worst 10 Years Return (%) - Annualized 4.96 0.98 -5.03
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 83.45 31.10 26.69 17.20 12.25 10.58
Worst Rolling Return (%) - Annualized -41.75 -15.46 -4.50 3.60 6.83
% Positive Periods 76% 89% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.33 25.14 16.39 10.34 7.04 9.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.38 4.43 8.32
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 78.77 28.04 24.13 15.17 9.63 7.85
Worst Rolling Return (%) - Annualized -41.76 -17.26 -6.96 0.98 4.65
% Positive Periods 71% 88% 94% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.33 25.14 16.39 10.34 7.04 9.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.38 4.43 8.32
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1927 - Jan 2024)
Best Rolling Return (%) - Annualized 176.23 50.32 40.29 21.32 18.11 16.47
Worst Rolling Return (%) - Annualized -70.22 -48.32 -23.95 -7.15 1.85 7.45
% Positive Periods 74% 85% 91% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 54.49 13.11 7.47 4.58 2.86 2.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.15 2.03
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 195.81 47.03 38.90 18.22 14.32 12.84
Worst Rolling Return (%) - Annualized -66.94 -44.22 -20.23 -5.03 0.26 5.59
% Positive Periods 69% 81% 86% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 54.49 13.11 7.47 4.58 2.86 2.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.15 2.03
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares Core S&P Mid-Cap (IJH) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES CORE S&P MID-CAP (IJH) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs IJH
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.89
0.95
0.94
0.94
0.94
SPY
US Large Cap
0.85
0.93
0.92
0.91
0.91
IJR
US Small Cap
0.97
0.97
0.97
0.94
0.94
VNQ
US REITs
0.93
0.85
0.77
0.68
0.67
QQQ
US Technology
0.59
0.78
0.77
0.75
0.75
PFF
Preferred Stocks
0.79
0.79
0.73
0.47
0.47
EFA
EAFE Stocks
0.84
0.89
0.83
0.81
0.77
VT
World All Countries
0.89
0.95
0.92
0.90
0.89
EEM
Emerging Markets
0.77
0.74
0.68
0.74
0.71
VGK
Europe
0.83
0.88
0.81
0.80
0.79
VPL
Pacific
0.82
0.86
0.81
0.70
0.65
FLLA
Latin America
0.87
0.74
0.57
0.67
0.66
BND
US Total Bond Market
0.63
0.44
0.33
0.13
0.14
TLT
Long Term Treasuries
0.71
0.08
0.02
-0.14
-0.13
BIL
US Cash
0.34
-0.13
-0.10
-0.03
-0.03
TIP
TIPS
0.54
0.53
0.44
0.20
0.20
LQD
Invest. Grade Bonds
0.69
0.61
0.53
0.31
0.31
HYG
High Yield Bonds
0.79
0.85
0.81
0.69
0.69
CWB
US Convertible Bonds
0.93
0.86
0.86
0.88
0.88
BNDX
International Bonds
0.56
0.48
0.38
0.16
0.16
EMB
Emerg. Market Bonds
0.86
0.75
0.64
0.56
0.56
GLD
Gold
0.00
0.16
0.06
0.08
0.07
DBC
Commodities
0.20
0.55
0.47
0.39
0.38

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES CORE S&P MID-CAP (IJH) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-49.45% Jun 2007 Feb 2009 21 Dec 2010 22 43 22.25
-29.70% Jan 2020 Mar 2020 3 Nov 2020 8 11 12.93
-24.22% Apr 2002 Sep 2002 6 Oct 2003 13 19 15.24
-22.61% May 2011 Sep 2011 5 Nov 2012 14 19 8.36
-22.10% Apr 1998 Aug 1998 5 Apr 1999 8 13 9.11
-21.57% Jan 2022 Sep 2022 9 Dec 2023 15 24 10.54
-19.46% Sep 2000 Sep 2001 13 Mar 2002 6 19 8.47
-18.17% Sep 2018 Dec 2018 4 Nov 2019 11 15 7.35
-12.63% Jun 2015 Jan 2016 8 Jun 2016 5 13 6.24
-8.30% Jul 1999 Sep 1999 3 Nov 1999 2 5 4.37
-8.19% Feb 1994 Jun 1994 5 Feb 1995 8 13 4.18
-8.16% Jun 1996 Jul 1996 2 Sep 1996 2 4 4.04
-7.89% May 2006 Jul 2006 3 Nov 2006 4 7 4.90
-4.79% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.45
-4.76% Apr 2000 May 2000 2 Aug 2000 3 5 2.82
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 118 3.1 Months 32.69%
 
DD = 0% 32.69%
 
0% < DD <= -5% 112 3.2 Months 31.02%
 
DD <= -5% 63.71%
 
-5% < DD <= -10% 59 6.1 Months 16.34%
 
DD <= -10% 80.06%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 88.92%
 
-15% < DD <= -20% 16 22.6 Months 4.43%
 
DD <= -20% 93.35%
 
-20% < DD <= -25% 11 32.8 Months 3.05%
 
DD <= -25% 96.40%
 
-25% < DD <= -30% 4 90.3 Months 1.11%
 
DD <= -30% 97.51%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 97.78%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 98.61%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-50.87% Jun 2007 Feb 2009 21 Feb 2011 24 45 23.95
-29.57% Jan 2020 Mar 2020 3 Nov 2020 8 11 12.75
-27.93% Sep 2000 Feb 2003 30 Nov 2003 9 39 14.76
-25.73% May 2021 Sep 2022 17 in progress 16 33 13.35
-23.46% May 2011 Sep 2011 5 Jan 2013 16 21 8.92
-22.76% Apr 1998 Aug 1998 5 Jun 1999 10 15 9.22
-18.53% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.81
-13.05% Apr 2015 Jan 2016 10 Jul 2016 6 16 6.03
-9.28% Jul 1999 Sep 1999 3 Nov 1999 2 5 5.02
-9.19% Feb 1994 Jun 1994 5 Mar 1995 9 14 5.22
-8.89% May 2006 Jul 2006 3 Nov 2006 4 7 5.62
-8.51% Jun 1996 Jul 1996 2 Sep 1996 2 4 4.28
-5.44% Aug 2005 Oct 2005 3 Nov 2005 1 4 2.73
-5.37% Mar 2005 Apr 2005 2 May 2005 1 3 2.79
-5.02% Apr 2004 Aug 2004 5 Nov 2004 3 8 2.97
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 96 3.8 Months 26.59%
 
DD = 0% 26.59%
 
0% < DD <= -5% 107 3.4 Months 29.64%
 
DD <= -5% 56.23%
 
-5% < DD <= -10% 64 5.6 Months 17.73%
 
DD <= -10% 73.96%
 
-10% < DD <= -15% 37 9.8 Months 10.25%
 
DD <= -15% 84.21%
 
-15% < DD <= -20% 21 17.2 Months 5.82%
 
DD <= -20% 90.03%
 
-20% < DD <= -25% 16 22.6 Months 4.43%
 
DD <= -25% 94.46%
 
-25% < DD <= -30% 10 36.1 Months 2.77%
 
DD <= -30% 97.23%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 97.51%
 
-35% < DD <= -40% 4 90.3 Months 1.11%
 
DD <= -40% 98.61%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-88.02% Sep 1929 May 1932 33 Feb 1945 153 186 53.05
-50.32% Dec 1972 Sep 1974 22 Jun 1976 21 43 25.42
-49.45% Jun 2007 Feb 2009 21 Dec 2010 22 43 22.25
-33.79% Dec 1968 Jun 1970 19 Dec 1971 18 37 15.48
-30.12% Sep 1987 Nov 1987 3 Apr 1989 17 20 14.34
-29.70% Jan 2020 Mar 2020 3 Nov 2020 8 11 12.93
-24.22% Apr 2002 Sep 2002 6 Oct 2003 13 19 15.24
-24.11% Jun 1946 Feb 1948 21 Dec 1949 22 43 15.37
-23.38% Sep 1989 Oct 1990 14 Feb 1991 4 18 10.49
-22.79% Jan 1962 Jun 1962 6 May 1963 11 17 11.98
-22.61% May 2011 Sep 2011 5 Nov 2012 14 19 8.36
-22.10% Apr 1998 Aug 1998 5 Apr 1999 8 13 9.11
-21.57% Jan 2022 Sep 2022 9 Dec 2023 15 24 10.54
-19.46% Sep 2000 Sep 2001 13 Mar 2002 6 19 8.47
-18.25% Jun 1981 Jul 1982 14 Oct 1982 3 17 10.69
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 346 3.4 Months 29.67%
 
DD = 0% 29.67%
 
0% < DD <= -5% 293 4.0 Months 25.13%
 
DD <= -5% 54.80%
 
-5% < DD <= -10% 136 8.6 Months 11.66%
 
DD <= -10% 66.47%
 
-10% < DD <= -15% 84 13.9 Months 7.20%
 
DD <= -15% 73.67%
 
-15% < DD <= -20% 61 19.1 Months 5.23%
 
DD <= -20% 78.90%
 
-20% < DD <= -25% 43 27.1 Months 3.69%
 
DD <= -25% 82.59%
 
-25% < DD <= -30% 25 46.6 Months 2.14%
 
DD <= -30% 84.73%
 
-30% < DD <= -35% 19 61.4 Months 1.63%
 
DD <= -35% 86.36%
 
-35% < DD <= -40% 13 89.7 Months 1.11%
 
DD <= -40% 87.48%
 
-40% < DD <= -45% 17 68.6 Months 1.46%
 
DD <= -45% 88.94%
 
-45% < DD <= -50% 27 43.2 Months 2.32%
 
DD <= -50% 91.25%
 
-50% < DD <= -55% 30 38.9 Months 2.57%
 
DD <= -55% 93.83%
 
-55% < DD <= -60% 21 55.5 Months 1.80%
 
DD <= -60% 95.63%
 
-60% < DD <= -65% 10 116.6 Months 0.86%
 
DD <= -65% 96.48%
 
-65% < DD <= -70% 19 61.4 Months 1.63%
 
DD <= -70% 98.11%
 
-70% < DD <= -100% 22 53.0 Months 1.89%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-84.88% Sep 1929 May 1932 33 Feb 1945 153 186 45.98
-61.14% Dec 1968 Sep 1974 70 Nov 1980 74 144 28.33
-50.87% Jun 2007 Feb 2009 21 Feb 2011 24 45 23.95
-40.66% Jun 1946 Feb 1948 21 Jan 1951 35 56 27.60
-30.79% Sep 1987 Nov 1987 3 Jul 1989 20 23 15.31
-29.57% Jan 2020 Mar 2020 3 Nov 2020 8 11 12.75
-28.49% Sep 1989 Oct 1990 14 May 1991 7 21 13.07
-27.93% Sep 2000 Feb 2003 30 Nov 2003 9 39 14.76
-25.73% May 2021 Sep 2022 17 in progress 16 33 13.35
-24.79% Jun 1981 Jul 1982 14 Nov 1982 4 18 14.62
-23.46% May 2011 Sep 2011 5 Jan 2013 16 21 8.92
-23.30% Jan 1962 Jun 1962 6 Aug 1963 14 20 11.76
-22.76% Apr 1998 Aug 1998 5 Jun 1999 10 15 9.22
-18.60% Jul 1983 Jul 1984 13 Jan 1985 6 19 10.26
-18.53% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.81
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 266 4.4 Months 22.81%
 
DD = 0% 22.81%
 
0% < DD <= -5% 245 4.8 Months 21.01%
 
DD <= -5% 43.83%
 
-5% < DD <= -10% 142 8.2 Months 12.18%
 
DD <= -10% 56.00%
 
-10% < DD <= -15% 91 12.8 Months 7.80%
 
DD <= -15% 63.81%
 
-15% < DD <= -20% 78 14.9 Months 6.69%
 
DD <= -20% 70.50%
 
-20% < DD <= -25% 57 20.5 Months 4.89%
 
DD <= -25% 75.39%
 
-25% < DD <= -30% 63 18.5 Months 5.40%
 
DD <= -30% 80.79%
 
-30% < DD <= -35% 56 20.8 Months 4.80%
 
DD <= -35% 85.59%
 
-35% < DD <= -40% 37 31.5 Months 3.17%
 
DD <= -40% 88.77%
 
-40% < DD <= -45% 33 35.3 Months 2.83%
 
DD <= -45% 91.60%
 
-45% < DD <= -50% 25 46.6 Months 2.14%
 
DD <= -50% 93.74%
 
-50% < DD <= -55% 24 48.6 Months 2.06%
 
DD <= -55% 95.80%
 
-55% < DD <= -60% 23 50.7 Months 1.97%
 
DD <= -60% 97.77%
 
-60% < DD <= -65% 6 194.3 Months 0.51%
 
DD <= -65% 98.28%
 
-65% < DD <= -70% 2 583.0 Months 0.17%
 
DD <= -70% 98.46%
 
-70% < DD <= -100% 18 64.8 Months 1.54%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES CORE S&P MID-CAP (IJH) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -41.75 03/2008
02/2009
0.58$ -5.00 0.94$ 12.55 1.12$ 28.33 1.28$ 83.45 04/2020
03/2021
1.83$ 4.70 23.78%
2Y -25.64 03/2007
02/2009
0.55$ 0.11 1.00$ 12.67 1.26$ 21.87 1.48$ 48.33 03/2009
02/2011
2.20$ 3.53 14.84%
3Y -15.46 03/2006
02/2009
0.60$ 3.58 1.11$ 11.88 1.40$ 18.38 1.65$ 31.10 03/2009
02/2012
2.25$ 6.90 10.15%
5Y -4.50 03/2004
02/2009
0.79$ 4.54 1.24$ 9.99 1.61$ 15.94 2.09$ 26.69 03/2009
02/2014
3.26$ 9.99 1.66%
7Y -0.47 03/2002
02/2009
0.96$ 7.49 1.65$ 10.01 1.94$ 13.63 2.44$ 18.40 04/2009
03/2016
3.26$ 8.79 0.72%
10Y 3.60 03/1999
02/2009
1.42$ 7.54 2.06$ 10.26 2.65$ 12.98 3.38$ 17.20 03/2009
02/2019
4.88$ 9.26 0.00%
15Y 6.86 04/2005
03/2020
2.70$ 8.49 3.39$ 9.62 3.96$ 10.60 4.53$ 13.67 02/2009
01/2024
6.83$ 13.67 0.00%
20Y 6.83 04/2000
03/2020
3.74$ 9.41 6.03$ 10.19 6.95$ 11.24 8.42$ 12.25 07/1994
06/2014
10.08$ 9.50 0.00%
30Y 10.58 02/1994
01/2024
20.42$ 10.58 20.42$ 10.58 20.42$ 10.58 20.42$ 10.58 02/1994
01/2024
20.42$ 10.58 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -41.76 03/2008
02/2009
0.58$ -7.26 0.92$ 10.67 1.10$ 25.96 1.25$ 78.77 04/2020
03/2021
1.78$ 1.55 28.08%
2Y -27.14 03/2007
02/2009
0.53$ -2.76 0.94$ 9.76 1.20$ 18.50 1.40$ 45.23 03/2009
02/2011
2.10$ -1.14 18.99%
3Y -17.26 03/2006
02/2009
0.56$ 1.03 1.03$ 9.12 1.29$ 15.63 1.54$ 28.04 03/2009
02/2012
2.09$ 1.17 12.00%
5Y -6.96 03/2004
02/2009
0.69$ 2.19 1.11$ 7.69 1.44$ 13.75 1.90$ 24.13 03/2009
02/2014
2.94$ 5.60 5.32%
7Y -2.97 03/2002
02/2009
0.80$ 4.78 1.38$ 7.38 1.64$ 11.46 2.13$ 16.54 03/2009
02/2016
2.91$ 5.12 2.53%
10Y 0.98 03/1999
02/2009
1.10$ 4.95 1.62$ 7.80 2.11$ 10.52 2.72$ 15.17 03/2009
02/2019
4.10$ 6.30 0.00%
15Y 4.36 03/1994
02/2009
1.89$ 6.12 2.43$ 7.26 2.85$ 8.10 3.21$ 10.83 02/2009
01/2024
4.67$ 10.83 0.00%
20Y 4.65 04/2000
03/2020
2.48$ 6.99 3.86$ 7.82 4.50$ 8.67 5.27$ 9.63 07/1994
06/2014
6.28$ 6.75 0.00%
30Y 7.85 02/1994
01/2024
9.65$ 7.85 9.65$ 7.85 9.65$ 7.85 9.65$ 7.85 02/1994
01/2024
9.65$ 7.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -70.22 07/1931
06/1932
0.29$ -7.43 0.92$ 13.61 1.13$ 33.46 1.33$ 176.23 07/1932
06/1933
2.76$ 4.70 25.74%
2Y -59.86 06/1930
05/1932
0.16$ -0.82 0.98$ 13.21 1.28$ 25.48 1.57$ 67.78 07/1932
06/1934
2.81$ 3.53 16.20%
3Y -48.32 07/1929
06/1932
0.13$ 0.52 1.01$ 12.97 1.44$ 21.47 1.79$ 50.32 03/1933
02/1936
3.39$ 6.90 14.51%
5Y -23.95 06/1927
05/1932
0.25$ 3.74 1.20$ 12.39 1.79$ 19.00 2.38$ 40.29 06/1932
05/1937
5.43$ 9.99 8.59%
7Y -8.97 04/1928
03/1935
0.51$ 5.20 1.42$ 12.41 2.26$ 17.22 3.04$ 23.87 04/1980
03/1987
4.47$ 8.79 5.64%
10Y -7.15 09/1929
08/1939
0.47$ 6.65 1.90$ 12.30 3.19$ 16.62 4.65$ 21.32 10/1974
09/1984
6.90$ 9.26 3.54%
15Y -0.91 09/1929
08/1944
0.87$ 8.36 3.33$ 12.03 5.49$ 16.01 9.27$ 20.66 10/1974
09/1989
16.71$ 13.67 1.93%
20Y 1.85 09/1929
08/1949
1.44$ 9.32 5.93$ 12.14 9.88$ 15.48 17.79$ 18.11 10/1974
09/1994
27.92$ 9.50 0.00%
30Y 7.45 09/1929
08/1959
8.63$ 11.16 23.89$ 12.23 31.89$ 13.87 49.21$ 16.47 01/1975
12/2004
96.88$ 10.58 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -66.94 07/1931
06/1932
0.33$ -11.61 0.88$ 10.52 1.10$ 30.12 1.30$ 195.81 07/1932
06/1933
2.95$ 1.55 30.76%
2Y -55.42 06/1930
05/1932
0.19$ -5.27 0.89$ 9.43 1.19$ 21.61 1.47$ 69.02 07/1932
06/1934
2.85$ -1.14 22.33%
3Y -44.22 07/1929
06/1932
0.17$ -2.32 0.93$ 9.26 1.30$ 17.71 1.63$ 47.03 07/1932
06/1935
3.17$ 1.17 18.32%
5Y -20.23 06/1927
05/1932
0.32$ 0.50 1.02$ 8.92 1.53$ 15.03 2.01$ 38.90 06/1932
05/1937
5.16$ 5.60 13.92%
7Y -10.62 10/1967
09/1974
0.45$ 1.53 1.11$ 8.77 1.80$ 13.64 2.44$ 22.36 06/1932
05/1939
4.10$ 5.12 11.83%
10Y -5.03 09/1929
08/1939
0.59$ 2.21 1.24$ 9.17 2.40$ 12.45 3.23$ 18.22 06/1949
05/1959
5.33$ 6.30 9.27%
15Y -1.06 09/1929
08/1944
0.85$ 2.90 1.53$ 8.11 3.21$ 12.40 5.77$ 15.10 05/1942
04/1957
8.24$ 10.83 1.72%
20Y 0.26 09/1929
08/1949
1.05$ 4.49 2.40$ 8.48 5.09$ 11.51 8.83$ 14.32 04/1942
03/1962
14.53$ 6.75 0.00%
30Y 5.59 11/1960
10/1990
5.11$ 6.48 6.58$ 8.26 10.82$ 10.10 17.92$ 12.84 06/1932
05/1962
37.53$ 7.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Core S&P Mid-Cap (IJH) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Core S&P Mid-Cap (IJH) ETF?

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
Gain Frequency
-0.17
40%
0.22
60%
-3.59
40%
2.92
60%
-0.58
60%
1.50
60%
4.21
100%
-0.94
40%
-3.72
20%
2.90
80%
5.74
80%
3.53
80%
Best 9.3
2023
6.8
2021
4.7
2021
14.1
2020
7.3
2020
9.2
2023
10.9
2022
3.6
2020
3.1
2019
10.6
2022
14.3
2020
8.7
2023
Worst -7.3
2022
-9.5
2020
-20.3
2020
-7.1
2022
-8.0
2019
-9.6
2022
0.4
2021
-4.1
2019
-9.2
2022
-5.4
2023
-3.0
2021
-5.5
2022
Monthly Seasonality over the period Feb 1927 - Jan 2024
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
Gain Frequency
0.72
50%
1.06
70%
-0.71
60%
1.32
50%
0.66
70%
1.30
70%
2.34
90%
-0.31
50%
-2.41
20%
1.36
70%
4.68
90%
0.54
70%
Best 10.3
2019
6.8
2021
8.6
2016
14.1
2020
7.3
2020
9.2
2023
10.9
2022
5.0
2014
3.9
2017
10.6
2022
14.3
2020
8.7
2023
Worst -7.3
2022
-9.5
2020
-20.3
2020
-7.1
2022
-8.0
2019
-9.6
2022
-4.4
2014
-5.6
2015
-9.2
2022
-9.6
2018
-3.0
2021
-11.3
2018
Monthly Seasonality over the period Feb 1927 - Jan 2024
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
Gain Frequency
1.56
62%
0.69
59%
0.92
67%
1.63
62%
0.45
61%
1.05
59%
1.84
61%
1.21
60%
-0.88
51%
0.32
60%
1.64
68%
1.82
74%
Best 19.3
1975
11.4
1931
10.8
1928
42.4
1933
16.9
1933
25.4
1938
38.2
1932
38.0
1932
17.0
1939
16.3
1974
14.3
2020
10.6
1991
Worst -7.6
1990
-16.3
1933
-24.5
1938
-19.6
1932
-23.4
1940
-17.8
1930
-10.4
1934
-16.1
1998
-31.7
1931
-25.2
1987
-14.7
1973
-16.2
1931
Monthly Seasonality over the period Feb 1927 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Core S&P Mid-Cap (IJH) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES CORE S&P MID-CAP (IJH) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
225 Positive Months (63%) - 135 Negative Months (38%)
721 Positive Months (62%) - 444 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2000, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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