iShares S&P MidCap 400 Value ETF (IJJ): Historical Returns

Data Source: from August 2000 to February 2024 (~24 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
iShares S&P MidCap 400 Value ETF (IJJ) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.87%
February 2024

In the last 20 Years, the iShares S&P MidCap 400 Value ETF (IJJ) ETF obtained a 9.02% compound annual return, with a 18.83% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

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

Investment Returns as of Feb 29, 2024

The iShares S&P MidCap 400 Value ETF (IJJ) 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 MIDCAP 400 VALUE ETF (IJJ) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~24Y)
iShares S&P MidCap 400 Value ETF (IJJ) ETF n.a. n.a. 1.87 5.60 5.04 9.09 8.52 9.02 9.98
US Inflation Adjusted return 1.87 4.41 2.27 4.79 5.59 6.30 7.29
Returns over 1 year are annualized | Available data source: since Aug 2000
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the iShares S&P MidCap 400 Value ETF (IJJ) ETF granted a 1.92% 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.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 5.63$, with a total return of 462.72% (9.02% annualized).

The Inflation Adjusted Capital now would be 3.39$, with a net total return of 239.25% (6.30% annualized).
An investment of 1$, since August 2000, now would be worth 9.42$, with a total return of 841.77% (9.98% annualized).

The Inflation Adjusted Capital now would be 5.25$, with a net total return of 425.19% (7.29% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares S&P MidCap 400 Value ETF (IJJ) ETF, updated as of 29 February 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 MIDCAP 400 VALUE ETF (IJJ) ETF
Advanced Metrics
Data Source: 1 August 2000 - 29 February 2024 (~24 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~24Y)
Investment Return (%) 1.87 8.67 5.60 5.04 7.51 9.09 8.52 9.02 9.98
Infl. Adjusted Return (%) details 1.87 8.09 4.41 2.27 1.89 4.79 5.59 6.30 7.29
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.51
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -14.70 -17.50 -35.12 -35.12 -52.11 -52.11
Start to Recovery (# months) details 5 13 12 12 45 45
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 4 9 9 24 24
End (yyyy mm) 2023 12 2023 01 2020 12 2020 12 2011 02 2011 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-17.50 -17.69
same as
deepest

same as
deepest
Start to Recovery (# months) details 13 15
Start (yyyy mm) 2023 08 2022 01 2022 01 2018 09 2007 06 2007 06
Start to Bottom (# months) 3 9 9 4 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2018 12 2009 02 2009 02
Bottom to End (# months) 2 4 4 11 24 24
End (yyyy mm) 2023 12 2023 01 2023 01 2019 11 2011 02 2011 02
Longest negative period (# months) details 9 31 31 69 69 83
Period Start (yyyy mm) 2023 03 2021 04 2021 04 2014 07 2014 07 2002 04
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2020 03 2009 02
Annualized Return (%) -4.43 -0.94 -0.94 -0.67 -0.67 -0.92
Deepest Drawdown Depth (%) -15.51 -22.97 -35.00 -35.00 -53.45 -53.45
Start to Recovery (# months) details 5 33* 12 12 68 68
Start (yyyy mm) 2023 08 2021 06 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 16 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 17 9 9 47 47
End (yyyy mm) 2023 12 - 2020 12 2020 12 2013 01 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-22.97 -22.97
same as
deepest

same as
deepest
Start to Recovery (# months) details 33* 33*
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 06 2007 06
Start to Bottom (# months) 3 16 16 16 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 47 47
End (yyyy mm) 2023 12 - - - 2013 01 2013 01
Longest negative period (# months) details 9 35* 35* 73 81 102
Period Start (yyyy mm) 2023 03 2021 04 2021 04 2014 03 2005 01 2000 09
Period End (yyyy mm) 2023 11 2024 02 2024 02 2020 03 2011 09 2009 02
Annualized Return (%) -7.11 -0.21 -0.21 -1.01 -0.13 -0.19
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 21.07 20.53 24.11 19.74 18.83 18.66
Sharpe Ratio -0.01 0.25 0.30 0.37 0.41 0.32
Sortino Ratio -0.01 0.37 0.41 0.51 0.54 0.43
Ulcer Index 6.42 6.54 9.95 7.95 12.39 12.17
Ratio: Return / Standard Deviation 0.24 0.37 0.38 0.43 0.48 0.53
Ratio: Return / Deepest Drawdown 0.34 0.43 0.26 0.24 0.17 0.19
% Positive Months details 41% 50% 58% 61% 63% 63%
Positive Months 5 18 35 74 152 180
Negative Months 7 18 25 46 88 103
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 8.52 16.65 16.65
Worst 10 Years Return (%) - Annualized 6.00 6.00
Best 10 Years Return (%) - Annualized 5.59 14.63 14.63
Worst 10 Years Return (%) - Annualized 4.15 4.15
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 89.17 29.28 26.05 16.65 9.02
Worst Rolling Return (%) - Annualized -42.25 -16.36 -4.83 6.00
% Positive Periods 72% 83% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.89 24.09 15.47 9.68 8.17
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.59 5.76
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 84.34 26.26 23.51 14.63 6.30
Worst Rolling Return (%) - Annualized -42.26 -18.14 -7.28 4.15
% Positive Periods 66% 81% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.89 24.09 15.47 9.68 8.17
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.59 5.76
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Aug 2000 - Feb 2024)
Best Rolling Return (%) - Annualized 89.17 29.28 26.05 16.65 11.24
Worst Rolling Return (%) - Annualized -42.25 -16.36 -4.83 6.00 8.23
% Positive Periods 72% 86% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.89 24.09 15.47 9.68 8.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.59 5.76
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 84.34 26.26 23.51 14.63 8.51
Worst Rolling Return (%) - Annualized -42.26 -18.14 -7.28 4.15 6.02
% Positive Periods 67% 84% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.89 24.09 15.47 9.68 8.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.59 5.76
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 Feb 29, 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 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 29 February 2024
Swipe left to see all data
Correlation vs IJJ
Asset Class 1 Year 5 Years 10 Years Since
Aug 2000
VTI
US Total Stock Market
0.86
0.90
0.90
0.91
SPY
US Large Cap
0.81
0.88
0.88
0.88
IJR
US Small Cap
0.98
0.97
0.97
0.96
VNQ
US REITs
0.94
0.83
0.75
0.74
QQQ
US Technology
0.54
0.71
0.70
0.68
PFF
Preferred Stocks
0.79
0.77
0.70
0.50
EFA
EAFE Stocks
0.82
0.88
0.82
0.83
VT
World All Countries
0.87
0.92
0.90
0.88
EEM
Emerging Markets
0.77
0.75
0.68
0.74
VGK
Europe
0.81
0.87
0.80
0.82
VPL
Pacific
0.84
0.85
0.79
0.75
FLLA
Latin America
0.88
0.78
0.61
0.69
BND
US Total Bond Market
0.58
0.37
0.27
0.12
TLT
Long Term Treasuries
0.67
0.01
-0.05
-0.19
BIL
US Cash
0.31
-0.14
-0.10
-0.07
TIP
TIPS
0.46
0.44
0.37
0.19
LQD
Invest. Grade Bonds
0.64
0.55
0.48
0.32
HYG
High Yield Bonds
0.78
0.81
0.78
0.72
CWB
US Convertible Bonds
0.92
0.81
0.81
0.85
BNDX
International Bonds
0.51
0.42
0.32
0.18
EMB
Emerg. Market Bonds
0.86
0.71
0.61
0.56
GLD
Gold
-0.10
0.12
0.03
0.08
DBC
Commodities
0.13
0.57
0.51
0.44

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 MIDCAP 400 VALUE ETF (IJJ) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 August 2000 - 29 February 2024 (~24 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-52.11% Jun 2007 Feb 2009 21 Feb 2011 24 45 24.46
-35.12% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.20
-24.21% May 2011 Sep 2011 5 Nov 2012 14 19 8.85
-17.69% Sep 2018 Dec 2018 4 Nov 2019 11 15 7.20
-17.50% Jan 2022 Sep 2022 9 Jan 2023 4 13 7.78
-14.84% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.31
-14.70% Aug 2023 Oct 2023 3 Dec 2023 2 5 7.75
-12.29% Feb 2023 May 2023 4 Jul 2023 2 6 6.73
-6.60% May 2006 Jul 2006 3 Nov 2006 4 7 3.98
-5.43% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.52
-5.04% Feb 2018 Feb 2018 1 May 2018 3 4 3.38
-4.72% Mar 2005 Apr 2005 2 May 2005 1 3 2.44
-4.50% Jun 2021 Sep 2021 4 Dec 2021 3 7 2.40
-4.44% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.57
-4.37% Jul 2004 Jul 2004 1 Nov 2004 4 5 2.36
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 73 3.3 Months 30.29%
 
DD = 0% 30.29%
 
0% < DD <= -5% 79 3.1 Months 32.78%
 
DD <= -5% 63.07%
 
-5% < DD <= -10% 32 7.5 Months 13.28%
 
DD <= -10% 76.35%
 
-10% < DD <= -15% 20 12.1 Months 8.30%
 
DD <= -15% 84.65%
 
-15% < DD <= -20% 13 18.5 Months 5.39%
 
DD <= -20% 90.04%
 
-20% < DD <= -25% 8 30.1 Months 3.32%
 
DD <= -25% 93.36%
 
-25% < DD <= -30% 5 48.2 Months 2.07%
 
DD <= -30% 95.44%
 
-30% < DD <= -35% 1 241.0 Months 0.41%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 4 60.3 Months 1.66%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 98.76%
 
-45% < DD <= -50% 2 120.5 Months 0.83%
 
DD <= -50% 99.59%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
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
-53.45% Jun 2007 Feb 2009 21 Jan 2013 47 68 22.67
-35.00% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.09
-22.97% Jun 2021 Sep 2022 16 in progress 17 33 10.91
-18.05% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.69
-15.08% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.56
-7.61% May 2006 Jul 2006 3 Nov 2006 4 7 4.69
-5.81% Aug 2005 Oct 2005 3 Jan 2006 3 6 2.41
-5.44% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.52
-5.36% Mar 2005 Apr 2005 2 Jun 2005 2 4 2.50
-5.29% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.08
-4.55% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.63
-4.47% Jul 2004 Jul 2004 1 Nov 2004 4 5 2.51
-4.19% Aug 2013 Aug 2013 1 Sep 2013 1 2 2.42
-4.11% Apr 2004 Apr 2004 1 Jun 2004 2 3 2.35
-2.61% Sep 2016 Oct 2016 2 Nov 2016 1 3 1.31
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 57 4.2 Months 23.65%
 
DD = 0% 23.65%
 
0% < DD <= -5% 67 3.6 Months 27.80%
 
DD <= -5% 51.45%
 
-5% < DD <= -10% 44 5.5 Months 18.26%
 
DD <= -10% 69.71%
 
-10% < DD <= -15% 21 11.5 Months 8.71%
 
DD <= -15% 78.42%
 
-15% < DD <= -20% 22 11.0 Months 9.13%
 
DD <= -20% 87.55%
 
-20% < DD <= -25% 8 30.1 Months 3.32%
 
DD <= -25% 90.87%
 
-25% < DD <= -30% 8 30.1 Months 3.32%
 
DD <= -30% 94.19%
 
-30% < DD <= -35% 4 60.3 Months 1.66%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 1 241.0 Months 0.41%
 
DD <= -40% 96.27%
 
-40% < DD <= -45% 5 48.2 Months 2.07%
 
DD <= -45% 98.34%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 99.59%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
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
-52.11% Jun 2007 Feb 2009 21 Feb 2011 24 45 24.46
-35.12% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.20
-24.45% May 2002 Feb 2003 10 Oct 2003 8 18 15.64
-24.21% May 2011 Sep 2011 5 Nov 2012 14 19 8.85
-17.69% Sep 2018 Dec 2018 4 Nov 2019 11 15 7.20
-17.50% Jan 2022 Sep 2022 9 Jan 2023 4 13 7.78
-14.84% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.31
-14.70% Aug 2023 Oct 2023 3 Dec 2023 2 5 7.75
-13.04% Jul 2001 Sep 2001 3 Feb 2002 5 8 6.30
-12.29% Feb 2023 May 2023 4 Jul 2023 2 6 6.73
-7.34% Feb 2001 Mar 2001 2 Apr 2001 1 3 4.00
-6.60% May 2006 Jul 2006 3 Nov 2006 4 7 3.98
-5.43% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.52
-5.04% Feb 2018 Feb 2018 1 May 2018 3 4 3.38
-4.72% Mar 2005 Apr 2005 2 May 2005 1 3 2.44
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 88 3.2 Months 30.99%
 
DD = 0% 30.99%
 
0% < DD <= -5% 89 3.2 Months 31.34%
 
DD <= -5% 62.32%
 
-5% < DD <= -10% 36 7.9 Months 12.68%
 
DD <= -10% 75.00%
 
-10% < DD <= -15% 24 11.8 Months 8.45%
 
DD <= -15% 83.45%
 
-15% < DD <= -20% 18 15.8 Months 6.34%
 
DD <= -20% 89.79%
 
-20% < DD <= -25% 13 21.8 Months 4.58%
 
DD <= -25% 94.37%
 
-25% < DD <= -30% 5 56.8 Months 1.76%
 
DD <= -30% 96.13%
 
-30% < DD <= -35% 1 284.0 Months 0.35%
 
DD <= -35% 96.48%
 
-35% < DD <= -40% 4 71.0 Months 1.41%
 
DD <= -40% 97.89%
 
-40% < DD <= -45% 3 94.7 Months 1.06%
 
DD <= -45% 98.94%
 
-45% < DD <= -50% 2 142.0 Months 0.70%
 
DD <= -50% 99.65%
 
-50% < DD <= -55% 1 284.0 Months 0.35%
 
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
-53.45% Jun 2007 Feb 2009 21 Jan 2013 47 68 22.67
-35.00% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.09
-26.22% May 2002 Feb 2003 10 Oct 2003 8 18 16.73
-22.97% Jun 2021 Sep 2022 16 in progress 17 33 10.91
-18.05% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.69
-15.08% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.56
-13.23% Jul 2001 Sep 2001 3 Feb 2002 5 8 6.32
-7.61% May 2006 Jul 2006 3 Nov 2006 4 7 4.69
-7.60% Feb 2001 Mar 2001 2 Apr 2001 1 3 4.17
-5.81% Aug 2005 Oct 2005 3 Jan 2006 3 6 2.41
-5.44% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.52
-5.36% Mar 2005 Apr 2005 2 Jun 2005 2 4 2.50
-5.29% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.08
-4.55% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.63
-4.47% Jul 2004 Jul 2004 1 Nov 2004 4 5 2.51
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 72 3.9 Months 25.35%
 
DD = 0% 25.35%
 
0% < DD <= -5% 75 3.8 Months 26.41%
 
DD <= -5% 51.76%
 
-5% < DD <= -10% 50 5.7 Months 17.61%
 
DD <= -10% 69.37%
 
-10% < DD <= -15% 25 11.4 Months 8.80%
 
DD <= -15% 78.17%
 
-15% < DD <= -20% 25 11.4 Months 8.80%
 
DD <= -20% 86.97%
 
-20% < DD <= -25% 13 21.8 Months 4.58%
 
DD <= -25% 91.55%
 
-25% < DD <= -30% 10 28.4 Months 3.52%
 
DD <= -30% 95.07%
 
-30% < DD <= -35% 4 71.0 Months 1.41%
 
DD <= -35% 96.48%
 
-35% < DD <= -40% 1 284.0 Months 0.35%
 
DD <= -40% 96.83%
 
-40% < DD <= -45% 5 56.8 Months 1.76%
 
DD <= -45% 98.59%
 
-45% < DD <= -50% 3 94.7 Months 1.06%
 
DD <= -50% 99.65%
 
-50% < DD <= -55% 1 284.0 Months 0.35%
 
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%
 

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 MIDCAP 400 VALUE ETF (IJJ) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 August 2000 - 29 February 2024 (~24 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 -42.25 03/2008
02/2009
0.57$ -7.03 0.92$ 11.65 1.11$ 26.51 1.26$ 89.17 04/2020
03/2021
1.89$ 5.04 27.95%
2Y -27.98 03/2007
02/2009
0.51$ -0.97 0.98$ 10.05 1.21$ 21.00 1.46$ 46.52 03/2009
02/2011
2.14$ 4.21 17.05%
3Y -16.36 03/2006
02/2009
0.58$ -1.32 0.96$ 10.04 1.33$ 17.04 1.60$ 29.28 03/2009
02/2012
2.16$ 7.51 16.10%
5Y -4.83 03/2004
02/2009
0.78$ 2.39 1.12$ 8.29 1.48$ 14.90 2.00$ 26.05 03/2009
02/2014
3.18$ 9.09 3.31%
7Y 3.05 04/2013
03/2020
1.23$ 5.86 1.49$ 9.44 1.87$ 13.23 2.38$ 18.04 04/2009
03/2016
3.19$ 7.97 0.00%
10Y 6.00 02/2006
01/2016
1.79$ 7.90 2.13$ 9.76 2.53$ 12.16 3.15$ 16.65 03/2009
02/2019
4.66$ 8.52 0.00%
15Y 5.67 04/2005
03/2020
2.28$ 7.22 2.84$ 8.73 3.51$ 9.48 3.88$ 14.07 03/2009
02/2024
7.20$ 14.07 0.00%
20Y 9.02 03/2004
02/2024
5.62$ 9.02 5.62$ 9.02 5.62$ 9.02 5.62$ 9.02 03/2004
02/2024
5.62$ 9.02 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 -42.26 03/2008
02/2009
0.57$ -10.12 0.89$ 9.16 1.09$ 24.09 1.24$ 84.34 04/2020
03/2021
1.84$ 2.27 33.19%
2Y -29.43 03/2007
02/2009
0.49$ -3.98 0.92$ 7.87 1.16$ 18.07 1.39$ 43.45 03/2009
02/2011
2.05$ -0.11 24.88%
3Y -18.14 03/2006
02/2009
0.54$ -3.00 0.91$ 7.91 1.25$ 14.06 1.48$ 26.26 03/2009
02/2012
2.01$ 1.89 18.54%
5Y -7.28 03/2004
02/2009
0.68$ 0.06 1.00$ 5.88 1.33$ 13.21 1.85$ 23.51 03/2009
02/2014
2.87$ 4.79 12.71%
7Y 1.34 10/2004
09/2011
1.09$ 3.80 1.29$ 6.58 1.56$ 11.37 2.12$ 16.14 04/2009
03/2016
2.84$ 4.35 0.00%
10Y 4.15 02/2006
01/2016
1.50$ 5.72 1.74$ 7.53 2.06$ 9.99 2.59$ 14.63 03/2009
02/2019
3.91$ 5.59 0.00%
15Y 3.65 04/2005
03/2020
1.71$ 4.91 2.05$ 6.57 2.59$ 7.24 2.85$ 11.25 03/2009
02/2024
4.95$ 11.25 0.00%
20Y 6.30 03/2004
02/2024
3.39$ 6.30 3.39$ 6.30 3.39$ 6.30 3.39$ 6.30 03/2004
02/2024
3.39$ 6.30 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 -42.25 03/2008
02/2009
0.57$ -7.03 0.92$ 11.65 1.11$ 27.65 1.27$ 89.17 04/2020
03/2021
1.89$ 5.04 27.94%
2Y -27.98 03/2007
02/2009
0.51$ -0.85 0.98$ 10.86 1.22$ 22.10 1.49$ 46.52 03/2009
02/2011
2.14$ 4.21 16.92%
3Y -16.36 03/2006
02/2009
0.58$ 1.20 1.03$ 10.72 1.35$ 17.72 1.63$ 29.28 03/2009
02/2012
2.16$ 7.51 13.31%
5Y -4.83 03/2004
02/2009
0.78$ 2.53 1.13$ 9.54 1.57$ 15.17 2.02$ 26.05 03/2009
02/2014
3.18$ 9.09 4.02%
7Y 0.07 03/2002
02/2009
1.00$ 5.78 1.48$ 9.26 1.85$ 13.00 2.35$ 18.04 04/2009
03/2016
3.19$ 7.97 0.00%
10Y 6.00 02/2006
01/2016
1.79$ 7.74 2.10$ 9.53 2.48$ 11.75 3.03$ 16.65 03/2009
02/2019
4.66$ 8.52 0.00%
15Y 5.67 04/2005
03/2020
2.28$ 7.99 3.16$ 9.21 3.74$ 10.87 4.70$ 14.07 03/2009
02/2024
7.20$ 14.07 0.00%
20Y 8.23 10/2000
09/2020
4.86$ 9.02 5.62$ 9.87 6.57$ 10.44 7.28$ 11.24 02/2003
01/2023
8.41$ 9.02 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 -42.26 03/2008
02/2009
0.57$ -9.98 0.90$ 9.16 1.09$ 24.26 1.24$ 84.34 04/2020
03/2021
1.84$ 2.27 32.72%
2Y -29.43 03/2007
02/2009
0.49$ -3.82 0.92$ 8.24 1.17$ 19.05 1.41$ 43.45 03/2009
02/2011
2.05$ -0.11 24.62%
3Y -18.14 03/2006
02/2009
0.54$ -0.62 0.98$ 8.25 1.26$ 14.81 1.51$ 26.26 03/2009
02/2012
2.01$ 1.89 15.32%
5Y -7.28 03/2004
02/2009
0.68$ 0.28 1.01$ 7.26 1.41$ 13.03 1.84$ 23.51 03/2009
02/2014
2.87$ 4.79 12.05%
7Y -2.44 03/2002
02/2009
0.84$ 3.57 1.27$ 6.39 1.54$ 10.81 2.05$ 16.14 04/2009
03/2016
2.84$ 4.35 2.00%
10Y 4.15 02/2006
01/2016
1.50$ 5.49 1.70$ 7.20 2.00$ 9.73 2.53$ 14.63 03/2009
02/2019
3.91$ 5.59 0.00%
15Y 3.65 04/2005
03/2020
1.71$ 5.64 2.27$ 6.92 2.72$ 8.50 3.40$ 11.25 03/2009
02/2024
4.95$ 11.25 0.00%
20Y 6.02 11/2003
10/2023
3.21$ 6.36 3.43$ 7.41 4.17$ 7.80 4.49$ 8.51 02/2003
01/2023
5.11$ 6.30 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 MidCap 400 Value ETF (IJJ) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares S&P MidCap 400 Value ETF (IJJ) 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
0.22
40%
-0.11
60%
-4.45
40%
3.22
60%
-0.81
60%
1.29
60%
3.50
80%
-1.15
40%
-3.66
20%
2.93
80%
6.57
80%
4.15
80%
Best 11.4
2023
9.6
2021
7.0
2021
14.4
2020
5.3
2020
9.7
2023
9.2
2022
3.8
2020
5.0
2019
11.4
2022
16.6
2020
10.2
2023
Worst -4.1
2020
-10.5
2020
-24.4
2020
-6.7
2022
-9.6
2019
-9.2
2022
-0.2
2021
-5.3
2019
-9.5
2022
-6.0
2023
-2.4
2021
-5.1
2022
Monthly Seasonality over the period Sep 2000 - Feb 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
0.68
50%
0.82
70%
-1.06
60%
1.77
50%
0.26
70%
1.22
70%
1.78
70%
-0.41
50%
-2.40
20%
1.48
70%
5.23
90%
0.81
70%
Best 11.6
2019
9.6
2021
10.1
2016
14.4
2020
5.3
2020
9.7
2023
9.2
2022
5.3
2014
5.0
2019
11.4
2022
16.6
2020
10.2
2023
Worst -5.6
2016
-10.5
2020
-24.4
2020
-6.7
2022
-9.6
2019
-9.2
2022
-4.4
2014
-5.3
2019
-9.5
2022
-8.9
2018
-2.4
2021
-11.4
2018
Monthly Seasonality over the period Sep 2000 - Feb 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
0.63
50%
0.71
71%
0.81
70%
2.69
61%
0.61
65%
-0.22
57%
0.95
52%
0.17
58%
-1.48
46%
0.94
67%
3.29
88%
2.23
79%
Best 11.6
2019
9.6
2021
10.1
2016
15.7
2009
10.1
2003
9.7
2023
9.3
2009
7.8
2000
10.2
2010
14.2
2011
16.6
2020
10.2
2023
Worst -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
Monthly Seasonality over the period Sep 2000 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares S&P MidCap 400 Value ETF (IJJ) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES S&P MIDCAP 400 VALUE ETF (IJJ) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 August 2000 - 29 February 2024 (~24 years)
152 Positive Months (63%) - 88 Negative Months (37%)
180 Positive Months (64%) - 103 Negative Months (36%)
Swipe left to see all data
(Scroll down to see all data)
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.