CCFE vs. IWS
CCFE (Concourse Capital Focused Equity ETF) and IWS (iShares Russell Mid-Cap Value ETF) are both Mid Cap Value Equities funds. CCFE is actively managed, while IWS is passively managed. Over the past year, CCFE returned 12.20% vs 26.77% for IWS. Their correlation of 0.80 suggests significant overlap in exposure. CCFE charges 0.95%/yr vs 0.23%/yr for IWS.
Performance
CCFE vs. IWS - Performance Comparison
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Returns By Period
In the year-to-date period, CCFE achieves a 2.37% return, which is significantly lower than IWS's 15.78% return.
CCFE
- 1D
- -1.72%
- 1M
- 1.00%
- YTD
- 2.37%
- 6M
- 0.64%
- 1Y
- 12.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWS
- 1D
- -1.08%
- 1M
- 2.64%
- YTD
- 15.78%
- 6M
- 14.47%
- 1Y
- 26.77%
- 3Y*
- 17.23%
- 5Y*
- 8.94%
- 10Y*
- 10.56%
CCFE vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCFE Concourse Capital Focused Equity ETF | 2.37% | 6.24% |
IWS iShares Russell Mid-Cap Value ETF | 15.78% | 9.70% |
Correlation
The correlation between CCFE and IWS is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | 0.80 |
The correlation between CCFE and IWS has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
CCFE vs. IWS — Risk / Return Rank
CCFE
IWS
CCFE vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Concourse Capital Focused Equity ETF (CCFE) and iShares Russell Mid-Cap Value ETF (IWS). 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.
| CCFE | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.34 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.57 | -2.99 |
| Martin ratioReturn relative to average drawdown | 1.37 | 13.39 | -12.02 |
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Drawdowns
CCFE vs. IWS - Drawdown Comparison
The maximum CCFE drawdown since its inception was -21.15%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for CCFE and IWS.
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Drawdown Indicators
| CCFE | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.15% | -62.40% | +41.25% |
Max Drawdown (1Y)Largest decline over 1 year | -21.15% | -7.53% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.83% | — |
Current DrawdownCurrent decline from peak | -14.46% | -1.24% | -13.22% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -8.00% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 2.00% | +6.92% |
Volatility
CCFE vs. IWS - Volatility Comparison
Concourse Capital Focused Equity ETF (CCFE) has a higher volatility of 6.56% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.37%. This indicates that CCFE's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCFE | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 4.37% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 10.12% | +8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.59% | 13.57% | +11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.49% | 17.33% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 19.35% | +5.14% |
CCFE vs. IWS - Expense Ratio Comparison
CCFE has a 0.95% expense ratio, which is higher than IWS's 0.23% expense ratio.
Dividends
CCFE vs. IWS - Dividend Comparison
CCFE's dividend yield for the trailing twelve months is around 0.02%, less than IWS's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCFE Concourse Capital Focused Equity ETF | 0.02% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWS iShares Russell Mid-Cap Value ETF | 1.34% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
Frequently Asked Questions
CCFE and IWS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCFE has higher volatility (6.56%) compared to IWS (4.37%). In terms of maximum drawdown, CCFE dropped -21.15% vs IWS's -62.40%.
On 1-year performance, IWS leads with 26.77% vs 12.20% for CCFE. On fees, IWS is cheaper at 0.23% per year. On volatility, IWS has been the lower-risk option at 4.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWS has performed better with a 26.77% return vs 12.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWS is cheaper with a 0.23% expense ratio, compared with 0.95% for CCFE.
IWS has the higher dividend yield at 1.34%, compared with 0.02% for CCFE.
They also come from different issuers: Concourse Capital and iShares. Their fees differ too: 0.95% for CCFE and 0.23% for IWS.
IWS currently has the higher Sharpe Ratio (1.98 vs 0.50), 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.
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