BFOR vs. IJH

Last updated Jun 24, 2026

BFOR (ALPS Barron's 400 ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds - BFOR tracks the Barron's 400 Index while IJH tracks the S&P MidCap 400 Index. Both are passively managed. Over the past 10 years, BFOR returned 13.11%/yr vs 11.63%/yr for IJH. With a 0.96 correlation, they move nearly in lockstep. BFOR charges 0.65%/yr vs 0.05%/yr for IJH.

Performance

BFOR vs. IJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and iShares Core S&P Mid-Cap ETF (IJH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BFOR achieves a 12.73% return, which is significantly lower than IJH's 14.64% return. Over the past 10 years, BFOR has outperformed IJH with an annualized return of 13.11%, while IJH has yielded a comparatively lower 11.63% annualized return.

BFOR

• 1D: -0.71%
• 1M: 3.66%
• YTD: 12.73%
• 6M: 10.60%
• 1Y: 24.60%
• 3Y*: 20.01%
• 5Y*: 10.60%
• 10Y*: 13.11%

IJH

• 1D: -1.01%
• 1M: 2.70%
• YTD: 14.64%
• 6M: 12.56%
• 1Y: 25.12%
• 3Y*: 16.11%
• 5Y*: 8.47%
• 10Y*: 11.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BFOR vs. IJH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BFOR ALPS Barron's 400 ETF	12.73%	13.85%	17.81%	18.19%	-15.92%	30.71%	17.60%	21.30%	-13.86%	19.37%
IJH iShares Core S&P Mid-Cap ETF	14.64%	7.42%	13.92%	16.40%	-13.11%	24.72%	13.60%	26.10%	-11.19%	16.26%

Correlation

The correlation between BFOR and IJH is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013	0.96

The correlation between BFOR and IJH has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

BFOR vs. IJH - Sectors Allocation Comparison

Sectors	BFOR	IJH
Financial Services	20.9%	13.5%
Technology	20.9%	16.6%
Industrials	16.5%	25.9%
Healthcare	11.7%	8.7%
Consumer Cyclical	10.7%	9.2%
Energy	6.9%	5.3%
Consumer Defensive	4.0%	4.2%
Communication Services	3.8%	1.0%
Basic Materials	2.8%	4.9%
Utilities	1.8%	3.0%
Real Estate	-	7.5%

Return for Risk

BFOR vs. IJH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFOR

BFOR Risk / Return Rank: 55
BFOR Sharpe Ratio Rank: 52
BFOR Sortino Ratio Rank: 54
BFOR Omega Ratio Rank: 48
BFOR Calmar Ratio Rank: 60
BFOR Martin Ratio Rank: 60

IJH

IJH Risk / Return Rank: 52
IJH Sharpe Ratio Rank: 47
IJH Sortino Ratio Rank: 49
IJH Omega Ratio Rank: 45
IJH Calmar Ratio Rank: 60
IJH Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BFOR vs. IJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and iShares Core S&P Mid-Cap ETF (IJH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BFOR	IJH	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.59	+0.06
Sortino ratio: Return per unit of downside risk	2.43	2.33	+0.10
Omega ratio: Gain probability vs. loss probability	1.29	1.28	0.00
Calmar ratio: Return relative to maximum drawdown	2.75	2.86	-0.11
Martin ratio: Return relative to average drawdown	10.06	10.44	-0.38

BFOR vs. IJH - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.65, which is comparable to the IJH Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of BFOR and IJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BFOR vs. IJH - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for BFOR and IJH.

Drawdown Indicators

	BFOR	IJH	Difference
Max Drawdown Largest peak-to-trough decline	-41.27%	-55.07%	+13.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-8.83%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-21.91%	-24.10%	+2.19%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-24.10%	-1.83%
Max Drawdown (10Y) Largest decline over 10 years	-41.27%	-42.18%	+0.91%
Current Drawdown Current decline from peak	-0.71%	-1.13%	+0.42%
Average Drawdown Average peak-to-trough decline	-6.40%	-7.55%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	2.41%	+0.04%

Volatility

BFOR vs. IJH - Volatility Comparison

The current volatility for ALPS Barron's 400 ETF (BFOR) is 4.11%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 4.75%. This indicates that BFOR experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BFOR	IJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	4.75%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	11.75%	-0.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	15.88%	-0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.46%	19.76%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.40%	21.17%	-0.77%

BFOR vs. IJH - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than IJH's 0.05% expense ratio.

Dividends

BFOR vs. IJH - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.53%, less than IJH's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFOR ALPS Barron's 400 ETF	0.53%	0.60%	0.69%	1.26%	1.68%	0.92%	0.98%	0.69%	0.94%	0.60%	0.78%	0.86%
IJH iShares Core S&P Mid-Cap ETF	1.18%	1.36%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%

Frequently Asked Questions

Can I hold both BFOR and IJH in my portfolio?

With a correlation of 0.94, BFOR and IJH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BFOR or IJH?

IJH has higher volatility (4.75%) compared to BFOR (4.11%). In terms of maximum drawdown, BFOR dropped -41.27% vs IJH's -55.07%.

Which ETF is better, BFOR or IJH?

On 10-year performance, BFOR leads with 13.11% vs 11.63% for IJH. On fees, IJH is cheaper at 0.05% per year. On volatility, BFOR has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BFOR or IJH?

Over the 10-year period, BFOR has performed better with a 13.11% return vs 11.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BFOR or IJH?

IJH is cheaper with a 0.05% expense ratio, compared with 0.65% for BFOR.

Which ETF pays a higher dividend yield, BFOR or IJH?

IJH has the higher dividend yield at 1.18%, compared with 0.53% for BFOR.

What is the main difference between BFOR and IJH?

BFOR tracks Barron's 400 Index, while IJH tracks S&P MidCap 400 Index. They also come from different issuers: SS&C and iShares. Their fees differ too: 0.65% for BFOR and 0.05% for IJH.

Which has better risk-adjusted returns?

BFOR currently has the higher Sharpe Ratio (1.65 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.