CTEF vs. IJH
CTEF (Castellan Targeted Equity ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. CTEF is actively managed, while IJH is passively managed. Over the past year, CTEF returned 81.04% vs 25.12% for IJH. A 0.73 correlation means they provide meaningful diversification when combined. CTEF charges 0.45%/yr vs 0.05%/yr for IJH.
Performance
CTEF vs. IJH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CTEF achieves a 36.91% return, which is significantly higher than IJH's 14.64% return.
CTEF
- 1D
- -2.45%
- 1M
- 13.53%
- YTD
- 36.91%
- 6M
- 33.85%
- 1Y
- 81.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
CTEF vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CTEF Castellan Targeted Equity ETF | 36.91% | 33.10% |
IJH iShares Core S&P Mid-Cap ETF | 14.64% | 10.48% |
Correlation
The correlation between CTEF and IJH is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.73 |
The correlation between CTEF and IJH has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CTEF vs. IJH — Risk / Return Rank
CTEF
IJH
CTEF vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) 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.
| CTEF | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.28 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 2.86 | +2.57 |
| Martin ratioReturn relative to average drawdown | 25.12 | 10.44 | +14.68 |
Loading charts...
Drawdowns
CTEF vs. IJH - Drawdown Comparison
The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for CTEF and IJH.
Loading charts...
Drawdown Indicators
| CTEF | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.00% | -55.07% | +40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -8.83% | -6.17% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.18% | — |
Current DrawdownCurrent decline from peak | -2.45% | -1.13% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -7.55% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.41% | +0.83% |
Volatility
CTEF vs. IJH - Volatility Comparison
Castellan Targeted Equity ETF (CTEF) has a higher volatility of 9.15% compared to iShares Core S&P Mid-Cap ETF (IJH) at 4.75%. This indicates that CTEF's price experiences larger fluctuations and is considered to be riskier than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CTEF | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 4.75% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.03% | 11.75% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 15.88% | +6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 19.76% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 21.17% | +1.39% |
CTEF vs. IJH - Expense Ratio Comparison
CTEF has a 0.45% expense ratio, which is higher than IJH's 0.05% expense ratio.
Dividends
CTEF vs. IJH - Dividend Comparison
CTEF's dividend yield for the trailing twelve months is around 0.06%, less than IJH's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CTEF and IJH have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTEF has higher volatility (9.15%) compared to IJH (4.75%). In terms of maximum drawdown, CTEF dropped -15.00% vs IJH's -55.07%.
On 1-year performance, CTEF leads with 81.04% vs 25.12% for IJH. On fees, IJH is cheaper at 0.05% per year. On volatility, IJH has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CTEF has performed better with a 81.04% return vs 25.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJH is cheaper with a 0.05% expense ratio, compared with 0.45% for CTEF.
IJH has the higher dividend yield at 1.18%, compared with 0.06% for CTEF.
They also come from different issuers: Castellan and iShares. Their fees differ too: 0.45% for CTEF and 0.05% for IJH.
CTEF currently has the higher Sharpe Ratio (3.60 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.
Find the right allocation for CTEF and IJH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer