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

Data Source: from January 1927 to June 2024 (~98 years)
Consolidated Returns as of 30 June 2024
Category: Stocks
iShares Core S&P Mid-Cap (IJH) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
1.67%
June 2024

As of June 2024, in the previous 30 Years, the iShares Core S&P Mid-Cap (IJH) ETF obtained a 11.18% compound annual return, with a 17.45% standard deviation. It suffered a maximum drawdown of -49.45% that required 43 months to be recovered.

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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.
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Investment Returns as of Jun 30, 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
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
iShares Core S&P Mid-Cap (IJH) ETF n.a. n.a. -1.67 6.15 13.52 10.21 9.07 11.18 10.80
US Inflation Adjusted return -1.62 4.69 10.24 5.80 6.08 8.44 7.59
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81% , 30Y: 2.53%
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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 Jun 30, 2024

An investment of 1$, from July 1994 to June 2024, would be worth 24.03$, with a total return of 2303.25% (11.18% annualized).

The Inflation Adjusted Capital would be 11.35$, with a net total return of 1035.42% (8.44% annualized).

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An investment of 1$, from January 1927 to June 2024, would be worth 22092.83$, with a total return of 2209183.43% (10.80% annualized).

The Inflation Adjusted Capital would be 1249.68$, with a net total return of 124867.75% (7.59% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of iShares Core S&P Mid-Cap (IJH) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

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 - 30 June 2024 (~98 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~98Y)
Investment Return (%) -1.67 -3.39 6.15 13.52 4.44 10.21 9.07 9.71 11.18 10.80
Infl. Adjusted Return (%)
-1.62 -3.64 4.69 10.24 -0.50 5.80 6.08 6.97 8.44 7.59
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 2.81 2.56 2.53 2.99
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -3.39 -12.97 -21.57 -29.70 -29.70 -49.45 -49.45 -88.02
Start to Recovery (# months)
3* 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 (%)
same

same
-21.57 -21.57
same

same

same
Start to Recovery (# months)
24 24
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 9 9 21 21 33
Bottom (yyyy mm) 2023 10 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 12 2023 12 2023 12 2023 12 2010 12 2010 12 1945 02
Longest negative period (# months)
5 29 32 44 58 107 185
Period Start (yyyy mm) 2023 07 2021 07 2021 03 2016 08 2004 07 2000 04 1929 09
Period End (yyyy mm) 2023 11 2023 11 2023 10 2020 03 2009 04 2009 02 1945 01
Annualized Return (%) -3.86 -0.53 -0.51 -0.49 -0.52 -0.04 -0.26
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -3.75 -13.79 -25.68 -29.57 -29.57 -50.87 -50.87 -84.88
Start to Recovery (# months)
38* 5 30* 11 11 45 45 186
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 21 8 8 24 24 153
End (yyyy mm) 2023 12 - 2020 11 2020 11 2011 02 2011 02 1945 02
Longest Drawdown Depth (%)
same

same
-25.73 -25.73
same

same

same
Start to Recovery (# months)
38* 38*
Start (yyyy mm) 2023 08 2022 01 2021 05 2021 05 2007 06 2007 06 1929 09
Start to Bottom (# months) 3 9 17 17 21 21 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 21 21 21 24 24 153
End (yyyy mm) 2023 12 - - - 2011 02 2011 02 1945 02
Longest negative period (# months)
6 36* 39* 64 69 131 238
Period Start (yyyy mm) 2023 08 2021 07 2021 04 2014 12 2006 01 1998 04 1929 09
Period End (yyyy mm) 2024 01 2024 06 2024 06 2020 03 2011 09 2009 02 1949 06
Annualized Return (%) -1.55 -0.50 -0.06 -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 (%) 18.44 20.20 21.76 18.33 17.94 17.45 19.89
Sharpe Ratio 0.45 0.07 0.38 0.42 0.46 0.51 0.34
Sortino Ratio 0.63 0.11 0.51 0.57 0.61 0.68 0.47
Ulcer Index 5.01 8.79 8.95 7.26 11.13 10.19 23.17
Ratio: Return / Standard Deviation 0.73 0.22 0.47 0.49 0.54 0.64 0.54
Ratio: Return / Deepest Drawdown 1.04 0.21 0.34 0.31 0.20 0.23 0.12
Positive Months (%)
50.00 50.00 60.00 62.50 62.50 63.05 61.88
Positive Months 6 18 36 75 150 227 724
Negative Months 6 18 24 45 90 133 446
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.07 17.20 17.20 21.32
Worst 10 Years Return (%) - Annualized 6.82 3.60 -7.15
Best 10 Years Return (%) - Annualized 6.08 15.17 15.17 18.22
Worst 10 Years Return (%) - Annualized 4.96 0.98 -5.03
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 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 11.18
Worst Rolling Return (%) - Annualized -41.75 -15.46 -4.50 3.60 6.83
Positive Periods (%) 76.5 89.8 98.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 78.77 28.04 24.13 15.17 9.63 8.44
Worst Rolling Return (%) - Annualized -41.76 -17.26 -6.96 0.98 4.65
Positive Periods (%) 72.2 87.0 94.6 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
7.27 11.30 14.20 17.05 12.90 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 9.36 14.92 19.32 28.73 26.28 0.15 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.70 17.25 22.61 36.88 43.34 10.97 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.89 21.03 27.96 40.60 50.76 20.39 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 70.33 25.14 16.39 10.34 7.04 10.61
Perpetual Withdrawal Rate (%) --- --- --- 1.38 4.43 9.68
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1927 - Jun 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 (%) 74.3 85.5 91.4 96.4 100.0 100.0
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 (%) 69.3 81.4 86.1 90.7 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.42 13.29 16.99 23.28 29.87 39.47 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 10.80 17.42 22.83 38.83 80.72 96.28 22.98 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.33 20.06 26.58 46.40 155.22 140.21 52.66 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 14.82 24.38 32.68 57.07 180.55 158.45 70.93 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 54.49 13.11 7.47 4.58 2.86 2.53
Perpetual Withdrawal Rate (%) --- --- --- --- 0.15 2.03
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
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Correlations as of Jun 30, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the 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 30 June 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
0.92
0.94
0.94
0.94
0.94
SPY
US Large Cap Blend
0.90
0.92
0.92
0.91
0.91
IJR
US Small Cap Blend
0.96
0.97
0.97
0.94
0.94
VNQ
US REITs
0.91
0.87
0.77
0.68
0.67
QQQ
US Technology
0.81
0.76
0.77
0.74
0.74
PFF
US Preferred Stocks
0.80
0.81
0.74
0.47
0.47
EFA
EAFE Stocks
0.95
0.89
0.84
0.81
0.77
VT
World All Countries
0.95
0.94
0.92
0.90
0.89
EEM
Emerging Markets
0.79
0.73
0.67
0.74
0.71
BND
US Total Bond Market
0.79
0.48
0.34
0.13
0.14
TLT
US Long Term Treasuries
0.82
0.15
0.04
-0.14
-0.13
BIL
US Cash
0.10
-0.10
-0.06
-0.02
-0.03
TIP
US TIPS
0.76
0.57
0.44
0.19
0.20
LQD
US Invest. Grade Bonds
0.80
0.63
0.53
0.31
0.31
HYG
US High Yield Bonds
0.87
0.85
0.81
0.69
0.68
CWB
US Convertible Bonds
0.94
0.85
0.86
0.88
0.88
BNDX
International Bonds
0.75
0.52
0.38
0.15
0.16
EMB
Emerg. Market Bonds
0.93
0.77
0.65
0.56
0.56
GLD
Gold
0.23
0.15
0.06
0.08
0.08
DBC
Commodities
-0.08
0.51
0.46
0.39
0.38
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Inflation Adjusted:

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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 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
Inflation Adjusted:

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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. They are retrieved considering the data source from January 1927 to June 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

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 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1927 - 30 June 2024 (~98 years)
227 Positive Months (63%) - 133 Negative Months (37%)
724 Positive Months (62%) - 446 Negative Months (38%)

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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.

The first official book of
Build wealth
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