Summary
IJJ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 18.93% Volatility 20.83% Sharpe 0.37
Official loaded data — not a live quote.

ISHARES S&P MID-CAP 400 VALUE ETF

Symbol: IJJ

Exchange: NYSE

Sector: Financial_Services

Category: Mid-Cap Value

Inception date: 24/07/2000

Latest date: 17/07/2026

Current price: $148.17

Expense ratio: 0.18%

Assets under management
$8.7B
-0.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.15%

Ann. -42.22% (Sharpe / Sortino numerator)

Volatility

18.28%

Sharpe ratio

-2.508

VaR 95%

-1.73%

CVaR 95%: -2.01%
Max drawdown: -7.38%
Sortino ratio: -3.901
Calmar ratio: -5.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.10%

Ann. 0.67% (Sharpe / Sortino numerator)

Volatility

17.10%

Sharpe ratio

-0.173

VaR 95%

-1.71%

CVaR 95%: -1.93%
Max drawdown: -10.89%
Sortino ratio: -0.286
Calmar ratio: 0.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.34%

Ann. 5.70% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

0.126

VaR 95%

-1.62%

CVaR 95%: -2.05%
Max drawdown: -10.89%
Sortino ratio: 0.202
Calmar ratio: 0.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.93%

Ann. 11.33% (Sharpe / Sortino numerator)

Volatility

20.83%

Sharpe ratio

0.370

VaR 95%

-1.70%

CVaR 95%: -2.94%
Max drawdown: -10.89%
Sortino ratio: 0.502
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.56%

Ann. 9.24% (Sharpe / Sortino numerator)

Volatility

18.68%

Sharpe ratio

0.300

VaR 95%

-1.61%

CVaR 95%: -2.58%
Max drawdown: -22.68%
Sortino ratio: 0.424
Calmar ratio: 0.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.42%

Ann. 10.97% (Sharpe / Sortino numerator)

Volatility

18.22%

Sharpe ratio

0.403

VaR 95%

-1.64%

CVaR 95%: -2.44%
Max drawdown: -22.68%
Sortino ratio: 0.600
Calmar ratio: 0.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

3.1%

22/08/2025
Worst day

-2.902%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $148.37 $149.77 $147.78 $148.17 122,200
16/07/2026 $146.85 $149.30 $146.85 $149.29 122,000
15/07/2026 $147.17 $148.28 $146.92 $147.16 158,300
14/07/2026 $147.61 $147.78 $146.31 $146.78 120,000
13/07/2026 $146.75 $147.48 $146.25 $146.39 218,200
10/07/2026 $146.22 $146.80 $145.73 $146.47 186,800
09/07/2026 $144.99 $146.60 $144.81 $145.75 177,900
08/07/2026 $145.43 $145.43 $143.48 $144.26 184,000
07/07/2026 $147.16 $147.43 $145.89 $146.00 133,700
06/07/2026 $146.93 $147.20 $146.36 $147.01 324,200