iShares S&P Mid-Cap 400 Growth (IJK): Historical Returns

Data Source: from January 1927 to January 2024 (~97 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
iShares S&P Mid-Cap 400 Growth (IJK) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.40%
January 2024

In the last 30 Years, the iShares S&P Mid-Cap 400 Growth (IJK) ETF obtained a 9.91% compound annual return, with a 18.52% standard deviation.

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The ETF is related to the following investment themes:

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

Investment Returns as of Jan 31, 2024

The iShares S&P Mid-Cap 400 Growth (IJK) 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 S&P MID-CAP 400 GROWTH (IJK) 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 S&P Mid-Cap 400 Growth (IJK) ETF n.a. n.a. -0.40 2.09 9.13 9.68 9.09 9.91 9.55
US Inflation Adjusted return -0.71 0.42 5.84 5.30 6.13 7.20 6.37
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 S&P Mid-Cap 400 Growth (IJK) ETF granted a 1.32% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Mid-Cap 400 Growth (IJK) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 17.04$, with a total return of 1603.70% (9.91% annualized).

The Inflation Adjusted Capital now would be 8.05$, with a net total return of 704.85% (7.20% annualized).
An investment of 1$, since January 1927, now would be worth 7005.66$, with a total return of 700466.31% (9.55% annualized).

The Inflation Adjusted Capital now would be 400.58$, with a net total return of 39957.87% (6.37% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares S&P Mid-Cap 400 Growth (IJK) 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 S&P MID-CAP 400 GROWTH (IJK) 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 (%) -0.40 15.16 2.09 9.13 3.31 9.68 9.09 9.54 9.91 9.55
Infl. Adjusted Return (%) details -0.71 14.36 0.42 5.84 -2.22 5.30 6.13 6.79 7.20 6.37
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 (%) -11.35 -25.49 -25.49 -25.49 -48.22 -48.22 -86.94
Start to Recovery (# months) details 5 25* 25* 25* 37 37 193
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 2 16 16 16 21 21 159
End (yyyy mm) 2023 12 - - - 2010 11 2010 11 1945 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-44.10
same as
deepest
Start to Recovery (# months) details 65
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 30 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 02 1932 06
Bottom to End (# months) 2 16 16 16 21 35 159
End (yyyy mm) 2023 12 - - - 2010 11 2006 01 1945 09
Longest negative period (# months) details 9 33 34 38 62 118 231
Period Start (yyyy mm) 2023 02 2021 02 2021 01 2017 02 2004 02 1999 05 1929 09
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2009 03 2009 02 1948 11
Annualized Return (%) -6.92 -1.56 -0.86 -0.17 -2.09 -0.49 -0.01
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -12.19 -30.32 -30.32 -30.32 -49.08 -49.08 -83.39
Start to Recovery (# months) details 5 27* 27* 27* 38 38 195
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 11 11 11 16 16 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 2 16 16 16 22 22 161
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 1945 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-47.79
same as
deepest
Start to Recovery (# months) details 91
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2007 11 2000 04 1929 09
Start to Bottom (# months) 3 11 11 11 16 35 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 02 1932 06
Bottom to End (# months) 2 16 16 16 22 56 161
End (yyyy mm) 2023 12 - - - 2010 12 2007 10 1945 11
Longest negative period (# months) details 10 36* 41 56 66 139 252
Period Start (yyyy mm) 2023 02 2021 02 2019 05 2018 02 2004 02 1997 08 1929 09
Period End (yyyy mm) 2023 11 2024 01 2022 09 2022 09 2009 07 2009 02 1950 08
Annualized Return (%) -0.69 -2.22 -0.29 -0.38 -0.03 -0.37 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 16.05 19.46 20.63 17.26 17.43 18.52 20.65
Sharpe Ratio 0.25 0.06 0.38 0.46 0.47 0.41 0.27
Sortino Ratio 0.41 0.08 0.52 0.62 0.63 0.55 0.38
Ulcer Index 4.30 12.38 10.49 8.26 11.11 14.80 25.21
Ratio: Return / Standard Deviation 0.57 0.17 0.47 0.53 0.55 0.54 0.46
Ratio: Return / Deepest Drawdown 0.80 0.13 0.38 0.36 0.20 0.21 0.11
% Positive Months details 33% 50% 60% 63% 62% 60% 60%
Positive Months 4 18 36 76 151 219 700
Negative Months 8 18 24 44 89 141 465
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.09 17.39 17.39 21.33
Worst 10 Years Return (%) - Annualized 7.48 0.52 -6.99
Best 10 Years Return (%) - Annualized 6.13 15.36 15.36 18.09
Worst 10 Years Return (%) - Annualized 4.88 -1.87 -7.27
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 76.97 34.42 27.86 17.39 11.32 9.91
Worst Rolling Return (%) - Annualized -41.46 -17.22 -4.27 0.52 4.99
% Positive Periods 76% 86% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.74 21.96 13.73 7.41 4.92 8.51
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.11 7.46
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 72.45 31.41 24.85 15.36 8.72 7.20
Worst Rolling Return (%) - Annualized -41.47 -19.31 -6.74 -1.87 2.85
% Positive Periods 70% 82% 91% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.74 21.96 13.73 7.41 4.92 8.51
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.11 7.46
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 156.52 47.09 35.88 21.33 18.75 14.88
Worst Rolling Return (%) - Annualized -69.06 -46.94 -22.36 -6.99 0.54 6.08
% Positive Periods 73% 83% 87% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.57 13.96 7.81 4.68 2.75 2.34
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.67
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 174.70 43.07 34.53 18.09 14.33 11.07
Worst Rolling Return (%) - Annualized -65.65 -42.73 -18.38 -7.27 -1.02 3.75
% Positive Periods 67% 78% 82% 85% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.57 13.96 7.81 4.68 2.75 2.34
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.67
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 S&P Mid-Cap 400 Growth (IJK) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES S&P MID-CAP 400 GROWTH (IJK) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs IJK
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.91
0.96
0.95
0.93
0.93
SPY
US Large Cap
0.87
0.94
0.93
0.88
0.87
IJR
US Small Cap
0.94
0.94
0.93
0.92
0.92
VNQ
US REITs
0.91
0.84
0.77
0.58
0.58
QQQ
US Technology
0.62
0.83
0.82
0.84
0.84
PFF
Preferred Stocks
0.78
0.80
0.73
0.43
0.43
EFA
EAFE Stocks
0.85
0.87
0.82
0.78
0.75
VT
World All Countries
0.90
0.94
0.92
0.87
0.86
EEM
Emerging Markets
0.76
0.71
0.65
0.73
0.70
VGK
Europe
0.84
0.86
0.80
0.76
0.75
VPL
Pacific
0.83
0.84
0.80
0.70
0.65
FLLA
Latin America
0.86
0.68
0.50
0.65
0.65
BND
US Total Bond Market
0.65
0.49
0.38
0.12
0.12
TLT
Long Term Treasuries
0.73
0.15
0.09
-0.12
-0.12
BIL
US Cash
0.34
-0.10
-0.08
-0.04
-0.04
TIP
TIPS
0.58
0.60
0.49
0.18
0.18
LQD
Invest. Grade Bonds
0.71
0.65
0.57
0.28
0.28
HYG
High Yield Bonds
0.80
0.87
0.81
0.65
0.64
CWB
US Convertible Bonds
0.92
0.89
0.88
0.87
0.87
BNDX
International Bonds
0.57
0.54
0.43
0.16
0.16
EMB
Emerg. Market Bonds
0.85
0.77
0.65
0.54
0.54
GLD
Gold
0.01
0.19
0.08
0.09
0.09
DBC
Commodities
0.21
0.49
0.40
0.37
0.36

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 S&P MID-CAP 400 GROWTH (IJK) 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
-48.22% Nov 2007 Feb 2009 16 Nov 2010 21 37 22.84
-44.10% Sep 2000 Feb 2003 30 Jan 2006 35 65 26.73
-25.49% Jan 2022 Sep 2022 9 in progress 16 25 14.72
-24.83% Jan 2020 Mar 2020 3 Jul 2020 4 7 11.10
-22.99% Apr 1998 Aug 1998 5 Dec 1998 4 9 10.14
-20.94% May 2011 Sep 2011 5 Nov 2012 14 19 7.79
-18.71% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.47
-14.66% Apr 2000 May 2000 2 Aug 2000 3 5 8.62
-11.94% Aug 2015 Jan 2016 6 Jul 2016 6 12 6.37
-11.51% Jun 1996 Jul 1996 2 Nov 1996 4 6 5.40
-9.84% Feb 1994 Jun 1994 5 Feb 1995 8 13 4.65
-8.48% May 2006 Jul 2006 3 Nov 2006 4 7 5.37
-7.22% Feb 1997 Mar 1997 2 May 1997 2 4 3.97
-6.73% Jul 1999 Sep 1999 3 Nov 1999 2 5 3.53
-6.08% Oct 1997 Jan 1998 4 Feb 1998 1 5 4.40
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 100 3.6 Months 27.70%
 
DD = 0% 27.70%
 
0% < DD <= -5% 95 3.8 Months 26.32%
 
DD <= -5% 54.02%
 
-5% < DD <= -10% 49 7.4 Months 13.57%
 
DD <= -10% 67.59%
 
-10% < DD <= -15% 33 10.9 Months 9.14%
 
DD <= -15% 76.73%
 
-15% < DD <= -20% 19 19.0 Months 5.26%
 
DD <= -20% 81.99%
 
-20% < DD <= -25% 23 15.7 Months 6.37%
 
DD <= -25% 88.37%
 
-25% < DD <= -30% 14 25.8 Months 3.88%
 
DD <= -30% 92.24%
 
-30% < DD <= -35% 7 51.6 Months 1.94%
 
DD <= -35% 94.18%
 
-35% < DD <= -40% 7 51.6 Months 1.94%
 
DD <= -40% 96.12%
 
-40% < DD <= -45% 13 27.8 Months 3.60%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
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
-49.08% Nov 2007 Feb 2009 16 Dec 2010 22 38 24.11
-47.79% Apr 2000 Feb 2003 35 Oct 2007 56 91 26.83
-30.32% Nov 2021 Sep 2022 11 in progress 16 27 19.82
-24.96% Sep 2018 Mar 2020 19 Jul 2020 4 23 9.37
-23.65% Apr 1998 Aug 1998 5 Dec 1998 4 9 10.66
-21.81% May 2011 Sep 2011 5 Jan 2013 16 21 8.41
-11.85% Jun 1996 Jul 1996 2 Nov 1996 4 6 5.74
-11.80% Aug 2015 Jan 2016 6 Jul 2016 6 12 6.34
-10.81% Feb 1994 Jun 1994 5 Mar 1995 9 14 5.60
-7.73% Jul 1999 Sep 1999 3 Nov 1999 2 5 4.08
-7.45% Feb 1997 Mar 1997 2 May 1997 2 4 4.14
-6.54% Oct 1997 Jan 1998 4 Feb 1998 1 5 4.66
-5.15% Sep 2016 Oct 2016 2 Nov 2016 1 3 2.71
-5.11% May 2021 Sep 2021 5 Oct 2021 1 6 2.33
-4.53% Feb 2018 Apr 2018 3 Jul 2018 3 6 2.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 80 4.5 Months 22.16%
 
DD = 0% 22.16%
 
0% < DD <= -5% 82 4.4 Months 22.71%
 
DD <= -5% 44.88%
 
-5% < DD <= -10% 53 6.8 Months 14.68%
 
DD <= -10% 59.56%
 
-10% < DD <= -15% 36 10.0 Months 9.97%
 
DD <= -15% 69.53%
 
-15% < DD <= -20% 20 18.1 Months 5.54%
 
DD <= -20% 75.07%
 
-20% < DD <= -25% 27 13.4 Months 7.48%
 
DD <= -25% 82.55%
 
-25% < DD <= -30% 24 15.0 Months 6.65%
 
DD <= -30% 89.20%
 
-30% < DD <= -35% 14 25.8 Months 3.88%
 
DD <= -35% 93.07%
 
-35% < DD <= -40% 9 40.1 Months 2.49%
 
DD <= -40% 95.57%
 
-40% < DD <= -45% 11 32.8 Months 3.05%
 
DD <= -45% 98.61%
 
-45% < DD <= -50% 5 72.2 Months 1.39%
 
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
-86.94% Sep 1929 Jun 1932 34 Sep 1945 159 193 53.05
-61.20% Jun 1972 Sep 1974 28 Jul 1979 58 86 29.37
-48.22% Nov 2007 Feb 2009 16 Nov 2010 21 37 22.84
-44.10% Sep 2000 Feb 2003 30 Jan 2006 35 65 26.73
-32.95% Sep 1987 Nov 1987 3 Jul 1989 20 23 16.05
-32.67% Dec 1968 Jun 1970 19 Sep 1971 15 34 14.71
-25.49% Jan 2022 Sep 2022 9 in progress 16 25 14.72
-25.19% Jun 1981 Jul 1982 14 Nov 1982 4 18 15.11
-24.83% Jan 2020 Mar 2020 3 Jul 2020 4 7 11.10
-24.31% Jan 1962 Jun 1962 6 Jan 1964 19 25 11.66
-24.26% Jun 1946 Feb 1948 21 Dec 1949 22 43 15.57
-22.99% Apr 1998 Aug 1998 5 Dec 1998 4 9 10.14
-21.72% Jul 1983 May 1984 11 Feb 1985 9 20 12.88
-20.94% May 2011 Sep 2011 5 Nov 2012 14 19 7.79
-19.80% Jun 1990 Oct 1990 5 Feb 1991 4 9 10.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 302 3.9 Months 25.90%
 
DD = 0% 25.90%
 
0% < DD <= -5% 251 4.6 Months 21.53%
 
DD <= -5% 47.43%
 
-5% < DD <= -10% 125 9.3 Months 10.72%
 
DD <= -10% 58.15%
 
-10% < DD <= -15% 78 14.9 Months 6.69%
 
DD <= -15% 64.84%
 
-15% < DD <= -20% 74 15.8 Months 6.35%
 
DD <= -20% 71.18%
 
-20% < DD <= -25% 57 20.5 Months 4.89%
 
DD <= -25% 76.07%
 
-25% < DD <= -30% 50 23.3 Months 4.29%
 
DD <= -30% 80.36%
 
-30% < DD <= -35% 23 50.7 Months 1.97%
 
DD <= -35% 82.33%
 
-35% < DD <= -40% 37 31.5 Months 3.17%
 
DD <= -40% 85.51%
 
-40% < DD <= -45% 30 38.9 Months 2.57%
 
DD <= -45% 88.08%
 
-45% < DD <= -50% 28 41.6 Months 2.40%
 
DD <= -50% 90.48%
 
-50% < DD <= -55% 31 37.6 Months 2.66%
 
DD <= -55% 93.14%
 
-55% < DD <= -60% 27 43.2 Months 2.32%
 
DD <= -60% 95.45%
 
-60% < DD <= -65% 12 97.2 Months 1.03%
 
DD <= -65% 96.48%
 
-65% < DD <= -70% 20 58.3 Months 1.72%
 
DD <= -70% 98.20%
 
-70% < DD <= -100% 21 55.5 Months 1.80%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-83.39% Sep 1929 Jun 1932 34 Nov 1945 161 195 45.95
-69.18% Dec 1968 Sep 1974 70 Jun 1983 105 175 38.08
-49.08% Nov 2007 Feb 2009 16 Dec 2010 22 38 24.11
-47.79% Apr 2000 Feb 2003 35 Oct 2007 56 91 26.83
-40.78% Jun 1946 Feb 1948 21 Aug 1951 42 63 26.64
-33.59% Sep 1987 Nov 1987 3 May 1990 30 33 15.75
-30.32% Nov 2021 Sep 2022 11 in progress 16 27 19.82
-24.96% Sep 2018 Mar 2020 19 Jul 2020 4 23 9.37
-24.82% Jul 1983 May 1984 11 Nov 1985 18 29 13.67
-24.81% Jan 1962 Jun 1962 6 Feb 1964 20 26 12.24
-23.65% Apr 1998 Aug 1998 5 Dec 1998 4 9 10.66
-22.39% Jun 1990 Oct 1990 5 Feb 1991 4 9 12.65
-21.81% May 2011 Sep 2011 5 Jan 2013 16 21 8.41
-15.50% Aug 1956 Dec 1957 17 Jul 1958 7 24 8.08
-13.30% Feb 1966 Sep 1966 8 Jan 1967 4 12 7.18
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 222 5.3 Months 19.04%
 
DD = 0% 19.04%
 
0% < DD <= -5% 212 5.5 Months 18.18%
 
DD <= -5% 37.22%
 
-5% < DD <= -10% 126 9.3 Months 10.81%
 
DD <= -10% 48.03%
 
-10% < DD <= -15% 83 14.0 Months 7.12%
 
DD <= -15% 55.15%
 
-15% < DD <= -20% 62 18.8 Months 5.32%
 
DD <= -20% 60.46%
 
-20% < DD <= -25% 67 17.4 Months 5.75%
 
DD <= -25% 66.21%
 
-25% < DD <= -30% 64 18.2 Months 5.49%
 
DD <= -30% 71.70%
 
-30% < DD <= -35% 67 17.4 Months 5.75%
 
DD <= -35% 77.44%
 
-35% < DD <= -40% 58 20.1 Months 4.97%
 
DD <= -40% 82.42%
 
-40% < DD <= -45% 49 23.8 Months 4.20%
 
DD <= -45% 86.62%
 
-45% < DD <= -50% 55 21.2 Months 4.72%
 
DD <= -50% 91.34%
 
-50% < DD <= -55% 44 26.5 Months 3.77%
 
DD <= -55% 95.11%
 
-55% < DD <= -60% 26 44.8 Months 2.23%
 
DD <= -60% 97.34%
 
-60% < DD <= -65% 9 129.6 Months 0.77%
 
DD <= -65% 98.11%
 
-65% < DD <= -70% 9 129.6 Months 0.77%
 
DD <= -70% 98.89%
 
-70% < DD <= -100% 13 89.7 Months 1.11%
 
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 S&P MID-CAP 400 GROWTH (IJK) 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 -41.46 03/2008
02/2009
0.58$ -6.34 0.93$ 12.54 1.12$ 30.85 1.30$ 76.97 04/2020
03/2021
1.76$ 9.13 23.21%
2Y -23.82 10/2000
09/2002
0.58$ -2.57 0.94$ 12.42 1.26$ 20.78 1.45$ 51.65 09/1998
08/2000
2.29$ 2.79 17.21%
3Y -17.22 03/2000
02/2003
0.56$ 1.98 1.06$ 11.07 1.37$ 18.88 1.68$ 34.42 04/1997
03/2000
2.42$ 3.31 13.23%
5Y -4.27 03/2004
02/2009
0.80$ 3.52 1.18$ 9.10 1.54$ 16.23 2.12$ 27.86 03/1995
02/2000
3.41$ 9.68 3.65%
7Y -1.34 03/2002
02/2009
0.91$ 6.32 1.53$ 9.04 1.83$ 13.02 2.35$ 18.92 03/2009
02/2016
3.36$ 8.94 1.08%
10Y 0.52 09/2000
08/2010
1.05$ 7.21 2.00$ 10.04 2.60$ 12.11 3.13$ 17.39 03/2009
02/2019
4.96$ 9.09 0.00%
15Y 5.61 03/1994
02/2009
2.26$ 7.76 3.06$ 9.03 3.65$ 10.71 4.60$ 13.80 02/2009
01/2024
6.94$ 13.80 0.00%
20Y 4.99 04/2000
03/2020
2.64$ 8.29 4.92$ 9.59 6.24$ 10.74 7.69$ 11.32 07/1994
06/2014
8.53$ 9.54 0.00%
30Y 9.91 02/1994
01/2024
17.03$ 9.91 17.03$ 9.91 17.03$ 9.91 17.03$ 9.91 02/1994
01/2024
17.03$ 9.91 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -41.47 03/2008
02/2009
0.58$ -9.15 0.90$ 9.89 1.09$ 27.75 1.27$ 72.45 04/2020
03/2021
1.72$ 5.84 29.23%
2Y -25.35 10/2000
09/2002
0.55$ -6.02 0.88$ 9.30 1.19$ 18.54 1.40$ 47.51 09/1998
08/2000
2.17$ -1.84 21.66%
3Y -19.31 03/2000
02/2003
0.52$ -1.04 0.96$ 8.40 1.27$ 16.64 1.58$ 31.41 04/1997
03/2000
2.26$ -2.22 17.23%
5Y -6.74 03/2004
02/2009
0.70$ 1.12 1.05$ 7.02 1.40$ 13.78 1.90$ 24.85 03/1995
02/2000
3.03$ 5.30 8.31%
7Y -3.82 03/2002
02/2009
0.76$ 3.73 1.29$ 6.40 1.54$ 10.98 2.07$ 17.07 03/2009
02/2016
3.01$ 5.27 3.97%
10Y -1.87 03/1999
02/2009
0.82$ 4.59 1.56$ 7.58 2.07$ 9.79 2.54$ 15.36 03/2009
02/2019
4.17$ 6.13 6.22%
15Y 3.03 03/1994
02/2009
1.56$ 5.24 2.15$ 6.62 2.61$ 8.42 3.36$ 10.95 02/2009
01/2024
4.75$ 10.95 0.00%
20Y 2.85 04/2000
03/2020
1.75$ 5.99 3.19$ 7.17 3.99$ 8.15 4.79$ 8.72 07/1994
06/2014
5.32$ 6.79 0.00%
30Y 7.20 02/1994
01/2024
8.04$ 7.20 8.04$ 7.20 8.04$ 7.20 8.04$ 7.20 02/1994
01/2024
8.04$ 7.20 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 -69.06 07/1931
06/1932
0.30$ -10.32 0.89$ 12.61 1.12$ 32.38 1.32$ 156.52 07/1932
06/1933
2.56$ 9.13 26.34%
2Y -56.91 06/1930
05/1932
0.18$ -3.50 0.93$ 12.44 1.26$ 23.60 1.52$ 60.86 07/1932
06/1934
2.58$ 2.79 18.65%
3Y -46.94 07/1929
06/1932
0.14$ -1.10 0.96$ 11.73 1.39$ 20.08 1.73$ 47.09 03/1933
02/1936
3.18$ 3.31 16.28%
5Y -22.36 07/1927
06/1932
0.28$ 2.27 1.11$ 11.37 1.71$ 17.58 2.24$ 35.88 06/1932
05/1937
4.63$ 9.68 12.39%
7Y -9.15 04/1928
03/1935
0.51$ 2.30 1.17$ 11.06 2.08$ 16.67 2.94$ 22.66 04/1980
03/1987
4.17$ 8.94 9.80%
10Y -6.99 09/1929
08/1939
0.48$ 4.11 1.49$ 10.89 2.81$ 15.64 4.27$ 21.33 10/1990
09/2000
6.91$ 9.09 4.59%
15Y -2.10 09/1929
08/1944
0.72$ 6.28 2.49$ 10.45 4.43$ 14.85 7.98$ 18.77 10/1974
09/1989
13.20$ 13.80 3.04%
20Y 0.54 09/1929
08/1949
1.11$ 6.97 3.84$ 10.47 7.32$ 13.93 13.58$ 18.75 04/1980
03/2000
31.09$ 9.54 0.00%
30Y 6.08 09/1929
08/1959
5.87$ 9.30 14.39$ 10.76 21.46$ 12.30 32.50$ 14.88 10/1974
09/2004
64.11$ 9.91 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 -65.65 07/1931
06/1932
0.34$ -13.96 0.86$ 9.26 1.09$ 29.57 1.29$ 174.70 07/1932
06/1933
2.74$ 5.84 32.24%
2Y -52.15 06/1930
05/1932
0.22$ -7.05 0.86$ 8.59 1.17$ 20.26 1.44$ 62.06 07/1932
06/1934
2.62$ -1.84 25.74%
3Y -42.73 07/1929
06/1932
0.18$ -3.68 0.89$ 8.16 1.26$ 17.00 1.60$ 43.07 03/1933
02/1936
2.92$ -2.22 21.33%
5Y -18.38 06/1927
05/1932
0.36$ -1.34 0.93$ 7.76 1.45$ 13.89 1.91$ 34.53 06/1932
05/1937
4.40$ 5.30 17.18%
7Y -14.16 10/1967
09/1974
0.34$ 0.26 1.01$ 7.37 1.64$ 12.92 2.34$ 20.87 06/1932
05/1939
3.76$ 5.27 14.51%
10Y -7.27 10/1964
09/1974
0.47$ 0.09 1.00$ 7.82 2.12$ 11.70 3.02$ 18.09 10/1990
09/2000
5.27$ 6.13 14.53%
15Y -2.97 08/1967
07/1982
0.63$ 0.30 1.04$ 7.30 2.87$ 11.15 4.88$ 14.81 04/1985
03/2000
7.93$ 10.95 12.27%
20Y -1.02 09/1929
08/1949
0.81$ 2.28 1.57$ 7.45 4.20$ 10.23 7.00$ 14.33 04/1980
03/2000
14.56$ 6.79 1.19%
30Y 3.75 11/1960
10/1990
3.02$ 4.68 3.94$ 7.01 7.62$ 8.87 12.79$ 11.07 06/1932
05/1962
23.32$ 7.20 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 S&P Mid-Cap 400 Growth (IJK) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares S&P Mid-Cap 400 Growth (IJK) 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
-0.60
40%
0.10
60%
-2.95
60%
2.66
60%
-0.54
20%
1.64
80%
4.93
100%
-0.78
40%
-3.81
20%
2.89
80%
5.05
80%
2.84
80%
Best 7.2
2023
4.6
2019
2.4
2021
14.0
2020
8.8
2020
8.7
2023
12.8
2022
3.2
2020
1.3
2019
9.4
2022
12.3
2020
7.5
2023
Worst -10.4
2022
-8.3
2020
-17.0
2020
-7.4
2022
-6.4
2019
-10.0
2022
0.9
2021
-3.5
2022
-8.8
2022
-4.8
2023
-3.6
2021
-6.1
2022
Monthly Seasonality over the period Feb 1927 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.74
60%
1.02
70%
-0.52
60%
0.89
50%
0.96
60%
1.30
80%
2.93
90%
-0.21
50%
-2.48
20%
1.25
70%
4.18
90%
0.18
60%
Best 9.2
2019
5.4
2014
6.9
2016
14.0
2020
8.8
2020
8.7
2023
12.8
2022
4.9
2014
3.4
2017
9.4
2022
12.3
2020
7.5
2023
Worst -10.4
2022
-8.3
2020
-17.0
2020
-7.4
2022
-6.4
2019
-10.0
2022
-4.2
2014
-6.6
2015
-8.8
2022
-10.2
2018
-3.6
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
1.40
62%
0.70
56%
0.71
63%
1.40
60%
0.43
60%
1.02
58%
1.76
60%
1.14
59%
-0.94
49%
0.31
57%
1.57
66%
1.77
72%
Best 16.1
1975
17.8
2000
11.0
1928
42.9
1933
16.5
1933
25.2
1938
40.3
1932
39.9
1932
17.0
1939
19.8
1974
12.4
1928
13.2
1999
Worst -10.4
2022
-18.0
1933
-23.7
1938
-21.0
1932
-24.7
1932
-17.3
1930
-9.2
1934
-17.8
1998
-28.7
1931
-27.5
1987
-16.6
2000
-12.9
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 S&P Mid-Cap 400 Growth (IJK) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES S&P MID-CAP 400 GROWTH (IJK) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1927 - 31 January 2024 (~97 years)
219 Positive Months (61%) - 141 Negative Months (39%)
700 Positive Months (60%) - 465 Negative Months (40%)
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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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