This research examines the relationship between ethnicity, ethnic identity, self-efficacy, and academic achievement within a multi-ethnic mid-sized city in the US Midwest. Utilizing a mixed-methods approach, middle and high school adolescents (Fall, N = 482; Spring, N = 392) were surveyed and interviewed over the course of one year to investigate the interaction of these variables within the context of their school climate. Quantitative analysis indicated that prior Math achievement and ethnic identity predicted self-efficacy. The qualitative results support this finding, indicating that for some minority groups, a strong ethnic identity may be a protective factor in efficacy development. The complexity of the relationship between youth ethnic identity on an individual level and within the context of school climate and community is highlighted through the mixed methods analysis.