Definitely not! It scares the livin' daylights outta me! This, is, of course, what it's meant to do! But that only happens when the cast, crew & Director are good.
The film that I was scared witless in, & it was a sort of 'haunted house', ie Pyramid, was 'The Awakening', with Charlton Heston, & Stephanie Zimbalist. To this day, I've not seen it in its' entirety!