Data as of Oct 28, 2026.
IJH vs IWO: Differences, Returns & Fees
Over the year to Oct 28, 2026, IJH returned +13.2% to IWO's +7.9%; 5% of their weight is in the same names.
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Net assets on Oct 27, 2026: $122.8bn for iShares Core S&P Mid-Cap ETF and $14.0bn for iShares Russell 2000 Growth ETF.
Pair scorecard
IJH costs 0.19 points a year less; their one-year returns differ by 5.3 points; IJH is 8.8 times larger.
| Measure | IJH | IWO |
|---|---|---|
| Return | ||
| Total return, 1 year | +13.2% | +7.9% |
| Drawdown | ||
| Below its high | 6.5%, high on Aug 14, 2026 | 9.9%, high on Aug 14, 2026 |
| Benchmark | ||
| What it tracks | S&P MidCap 400 | Russell 2000 Growth Index |
| Cost and size | ||
| Expense ratio | 0.05% | 0.24% |
| Net assets, as of Oct 27, 2026 | $122.8bn | $14.0bn |
| Holdings | ||
| Holdings in common | 5% | |
| Top ten holdings, share of the fund | 7.2% | 6.4% |
Holdings in common uses holdings dated Oct 27, 2026. Method
Risk and return
Aug 4, 2000 to Oct 23, 2026 · 1,368 weekly returnsEach against its own benchmark: IJH against MDY, Jun 2, 2000 to Oct 23, 2026; IWO against VTWG, Oct 1, 2010 to Oct 23, 2026.
IJH returned more: +921.4% to +433.5%. IJH swung less: 20.4% to 23.8%. IJH fell slightly less at its worst: −54.6% to −58.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IJH | IWO | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +921.4% | +433.5% | IJH | Price change plus distributions, reinvested. |
| Annualized | +9.2% | +6.6% | IJH | Total return as a yearly rate. |
| Price return | +617.2% | +350.2% | IJH | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 20.4% | 23.8% | IJH | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 14.4% | 16.9% | IJH | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −54.6% | −58.2% | IJH (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 99.6% | 100.2% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 99.6% | 100.1% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.99 | 1.00 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.99 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.45 | 0.31 | IJH | Return above Treasury bills per unit of volatility. |
| Sortino | 0.64 | 0.44 | IJH | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.092 | 0.111 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.17 | 0.11 | IJH | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | MDY | VTWG | The ETF each fund is measured against. | |
| Alpha | +0.3% a year | 0.0% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.82 | 0.06 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.4% to +0.9% | −0.7% to +0.7% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.11 | 0.01 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.7% | 1.5% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 1,368 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IJH and IWO hold 5% of their money in the same securities at the same weight. Holdings dated Oct 27, 2026.
half
5% in common
Only in one fund ↓
Side by side
IJH and IWO on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IJH and IWO do different jobs. What does each one do in a portfolio?
- What each follows. IJH follows S&P MidCap 400 and IWO follows Russell 2000 Growth Index.
- Holdings in common. 5% of the weight is in the same securities (holdings dated Oct 27, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IJH returned +13.2% and IWO +7.9% with distributions reinvested, a gap of 5.3 points.
Data as of Oct 28, 2026.
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IJH
IJH tracks the S&P MidCap 400. Over the year to Oct 28, 2026 it returned +13.2% with distributions reinvested, against +12.8% for its benchmark, the S&P MidCap 400. The prospectus expense ratio is 0.05% a year. By its holdings published by its issuer for Oct 27, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 409 positions, with the top ten at 7.2%. It sat 6.5% below its high of Aug 14, 2026 on Oct 28, 2026.
IWO
IWO tracks the Russell 2000 Growth. Over the year to Oct 28, 2026 it returned +7.9% with distributions reinvested, against +8.0% for its benchmark, the Russell 2000 Growth Index. The prospectus expense ratio is 0.24% a year. By its holdings published by its issuer for Oct 27, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 1,122 positions, with the top ten at 6.4%. It sat 9.9% below its high of Aug 14, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IJH or IWO?
- In the year to Oct 28, 2026, with distributions reinvested, IJH returned +13.2% and IWO +7.9%.
- Which is cheaper, IJH or IWO?
- IJH is cheaper, by 0.19 percentage points a year. That is about $19 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IJH against IWO, data as of Oct 28, 2026. https://etfiq.com/compare/any/ijh-vs-iwo
ETFIQ. (Oct 28, 2026). IJH against IWO. Retrieved from https://etfiq.com/compare/any/ijh-vs-iwo
[IJH against IWO (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ijh-vs-iwo)
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