LOGO vs. IJH
LOGO (Alpha Brands Consumption Leaders ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds. LOGO is actively managed, while IJH is passively managed. Over the past year, LOGO returned -1.09% vs 22.57% for IJH. A 0.62 correlation means they provide meaningful diversification when combined. LOGO charges 0.69%/yr vs 0.05%/yr for IJH.
Performance
LOGO vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, LOGO achieves a -2.68% return, which is significantly lower than IJH's 15.69% return.
LOGO
- 1D
- -1.19%
- 1M
- -1.58%
- 6M
- -3.54%
- YTD
- -2.68%
- 1Y
- -1.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJH
- 1D
- 0.48%
- 1M
- 0.08%
- 6M
- 8.71%
- YTD
- 15.69%
- 1Y
- 22.57%
- 3Y*
- 13.82%
- 5Y*
- 9.36%
- 10Y*
- 11.08%
LOGO vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOGO Alpha Brands Consumption Leaders ETF | -2.68% | 4.84% |
IJH iShares Core S&P Mid-Cap ETF | 15.69% | 9.59% |
Correlation
The correlation between LOGO and IJH is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 28, 2025 | 0.62 |
The correlation between LOGO and IJH has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.
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Return for Risk
LOGO vs. IJH — Risk / Return Rank
LOGO
IJH
LOGO vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) 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.
| LOGO | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.57 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.14 | 9.30 | -9.44 |
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Drawdowns
LOGO vs. IJH - Drawdown Comparison
The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for LOGO and IJH.
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Drawdown Indicators
| LOGO | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -55.07% | +36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -8.83% | -9.51% |
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 | -9.29% | -1.45% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -7.54% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 2.43% | +5.48% |
Volatility
LOGO vs. IJH - Volatility Comparison
Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 4.18% compared to iShares Core S&P Mid-Cap ETF (IJH) at 3.57%. This indicates that LOGO'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.
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Volatility by Period
| LOGO | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.57% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 11.69% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 15.76% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 19.72% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 21.12% | -5.52% |
LOGO vs. IJH - Expense Ratio Comparison
LOGO has a 0.69% expense ratio, which is higher than IJH's 0.05% expense ratio.
Dividends
LOGO vs. IJH - Dividend Comparison
LOGO has not paid dividends to shareholders, while IJH's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 1.17% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
LOGO Alpha Brands Consumption Leaders ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOGO and IJH have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOGO has higher volatility (4.18%) compared to IJH (3.57%). In terms of maximum drawdown, LOGO dropped -18.34% vs IJH's -55.07%.
On 1-year performance, IJH leads with 22.57% vs -1.09% for LOGO. On fees, IJH is cheaper at 0.05% per year. On volatility, IJH has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IJH has performed better with a 22.57% return vs -1.09%. 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 0.69% for LOGO.
IJH has the higher dividend yield at 1.17%, compared with 0.00% for LOGO.
They also come from different issuers: Alpha Brands and iShares. Their fees differ too: 0.69% for LOGO and 0.05% for IJH.
IJH currently has the higher Sharpe Ratio (1.44 vs -0.07), 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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