REMC vs. IJH
REMC (Columbia Research Enhanced Mid Cap ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds - REMC tracks the Beta Advantage Research Enhanced Mid Cap Index while IJH tracks the S&P MidCap 400 Index. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. REMC charges 0.32%/yr vs 0.05%/yr for IJH.
Performance
REMC vs. IJH - Performance Comparison
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Returns By Period
In the year-to-date period, REMC achieves a 11.94% return, which is significantly lower than IJH's 15.85% return.
REMC
- 1D
- 0.22%
- 1M
- 2.40%
- 6M
- 11.23%
- YTD
- 11.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJH
- 1D
- -0.46%
- 1M
- 1.53%
- 6M
- 14.27%
- YTD
- 15.85%
- 1Y
- 20.84%
- 3Y*
- 14.77%
- 5Y*
- 8.63%
- 10Y*
- 11.42%
REMC vs. IJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
REMC Columbia Research Enhanced Mid Cap ETF | 11.94% | -1.99% |
IJH iShares Core S&P Mid-Cap ETF | 15.85% | -1.62% |
Correlation
The correlation between REMC and IJH is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.87 |
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Return for Risk
REMC vs. IJH — Risk / Return Rank
REMC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IJH
REMC vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) 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.
| REMC | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.45 | — |
| Martin ratioReturn relative to average drawdown | — | 8.95 | — |
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Drawdowns
REMC vs. IJH - Drawdown Comparison
The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for REMC and IJH.
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Drawdown Indicators
| REMC | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.64% | -55.07% | +48.43% |
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 | -0.01% | -1.32% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -1.46% | -7.55% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.41% | — |
Volatility
REMC vs. IJH - Volatility Comparison
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Volatility by Period
| REMC | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.79% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 15.81% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 19.76% | -7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.25% | 21.12% | -8.87% |
REMC vs. IJH - Expense Ratio Comparison
REMC has a 0.32% expense ratio, which is higher than IJH's 0.05% expense ratio.
Dividends
REMC vs. IJH - Dividend Comparison
REMC's dividend yield for the trailing twelve months is around 0.07%, less than IJH's 1.17% yield.
| 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% |
REMC Columbia Research Enhanced Mid Cap ETF | 0.07% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REMC and IJH have a correlation of 0.87, 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 0.32% for REMC.
IJH has the higher dividend yield at 1.17%, compared with 0.07% for REMC.
REMC tracks Beta Advantage Research Enhanced Mid Cap Index, while IJH tracks S&P MidCap 400 Index. They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.32% for REMC and 0.05% for IJH.
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