IJH vs. CTEF
IJH (iShares Core S&P Mid-Cap ETF) and CTEF (Castellan Targeted Equity ETF) are both Mid Cap Blend Equities funds. IJH is passively managed, while CTEF is actively managed. A 0.71 correlation means they provide meaningful diversification when combined. IJH charges 0.05%/yr vs 0.45%/yr for CTEF.
Performance
IJH vs. CTEF - Performance Comparison
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Returns By Period
In the year-to-date period, IJH achieves a 14.10% return, which is significantly lower than CTEF's 29.35% return.
IJH
- 1D
- -0.12%
- 1M
- 3.84%
- YTD
- 14.10%
- 6M
- 14.33%
- 1Y
- 25.45%
- 3Y*
- 16.09%
- 5Y*
- 8.17%
- 10Y*
- 11.27%
CTEF
- 1D
- -0.41%
- 1M
- 10.65%
- YTD
- 29.35%
- 6M
- 31.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJH vs. CTEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 14.10% | 10.08% |
CTEF Castellan Targeted Equity ETF | 29.35% | 33.22% |
Correlation
The correlation between IJH and CTEF is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.71 |
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Return for Risk
IJH vs. CTEF — Risk / Return Rank
IJH
CTEF
IJH vs. CTEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) and Castellan Targeted Equity ETF (CTEF). 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.
| IJH | CTEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | — | — |
| Martin ratioReturn relative to average drawdown | 10.60 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJH | CTEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 3.54 | -3.08 |
Drawdowns
IJH vs. CTEF - Drawdown Comparison
The maximum IJH drawdown since its inception was -55.07%, which is greater than CTEF's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for IJH and CTEF.
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Drawdown Indicators
| IJH | CTEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -15.00% | -40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | — | — |
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 | -0.12% | -0.41% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -1.80% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | — | — |
Volatility
IJH vs. CTEF - Volatility Comparison
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Volatility by Period
| IJH | CTEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 21.81% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 21.81% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 21.81% | -0.63% |
IJH vs. CTEF - Expense Ratio Comparison
IJH has a 0.05% expense ratio, which is lower than CTEF's 0.45% expense ratio.
Dividends
IJH vs. CTEF - Dividend Comparison
IJH's dividend yield for the trailing twelve months is around 1.18%, more than CTEF's 0.06% 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
IJH and CTEF have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IJH is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
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: iShares and Castellan. Their fees differ too: 0.05% for IJH and 0.45% for CTEF.
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