PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VanEck Vectors Fallen Angel High Yield Bond ETF (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92189F4375
CUSIP92189F437
IssuerVanEck
Inception DateApr 10, 2012
RegionDeveloped Markets (Broad)
CategoryHigh Yield Bonds
Index TrackedBofA Merrill Lynch US Fallen Angel High Yield Index
Home Pagewww.vaneck.com
Asset ClassBond

Expense Ratio

ANGL has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VanEck Vectors Fallen Angel High Yield Bond ETF

Popular comparisons: ANGL vs. FALN, ANGL vs. BLV, ANGL vs. VWEAX, ANGL vs. IGSB, ANGL vs. EMB, ANGL vs. SPY, ANGL vs. HYG, ANGL vs. VIG, ANGL vs. VOO, ANGL vs. AGG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VanEck Vectors Fallen Angel High Yield Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
121.28%
287.82%
ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

VanEck Vectors Fallen Angel High Yield Bond ETF had a return of 1.79% year-to-date (YTD) and 11.80% in the last 12 months. Over the past 10 years, VanEck Vectors Fallen Angel High Yield Bond ETF had an annualized return of 5.73%, while the S&P 500 had an annualized return of 10.84%, indicating that VanEck Vectors Fallen Angel High Yield Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.79%11.29%
1 month2.28%6.86%
6 months6.50%16.73%
1 year11.80%26.63%
5 years (annualized)4.94%13.23%
10 years (annualized)5.73%10.84%

Monthly Returns

The table below presents the monthly returns of ANGL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.97%-0.68%1.53%-2.07%1.79%
20233.89%-2.02%2.72%-0.51%-1.05%2.02%0.89%-0.08%-1.98%-0.72%5.98%3.06%12.52%
2022-4.13%-1.93%-1.34%-5.45%1.92%-6.76%5.34%-2.48%-4.38%1.58%3.99%-0.87%-14.26%
2021-0.09%0.37%-0.10%1.25%0.34%2.52%0.92%0.87%-0.38%0.37%-1.67%2.31%6.85%
2020-0.00%-0.86%-13.85%8.06%4.05%2.32%7.27%-0.12%-2.03%0.94%5.80%2.76%13.20%
20195.77%1.86%0.90%1.66%-2.06%3.80%0.64%0.35%0.41%0.27%1.00%2.33%18.07%
20180.53%-1.77%-0.93%0.60%-0.37%-0.20%1.60%0.55%0.63%-2.60%-2.10%-1.85%-5.83%
20171.91%1.20%0.38%0.88%0.56%0.09%1.46%0.69%1.38%0.14%-0.08%0.71%9.71%
2016-1.73%2.36%6.04%6.39%-0.26%3.67%1.64%2.49%1.17%-0.19%0.19%1.62%25.67%
20152.43%2.98%0.56%1.89%0.07%-1.39%-0.18%-2.54%-1.96%2.13%-2.15%-3.02%-1.40%
2014-0.14%3.00%-0.32%1.37%2.32%0.42%-0.61%2.00%-1.70%-0.05%-0.29%-3.15%2.73%
20130.55%0.76%1.88%1.62%-0.11%-3.73%2.85%-1.63%0.86%2.30%0.51%1.35%7.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANGL is 72, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ANGL is 7272
ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF)
The Sharpe Ratio Rank of ANGL is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7979Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 7878Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 5050Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 7878Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ANGL
Sharpe ratio
The chart of Sharpe ratio for ANGL, currently valued at 1.95, compared to the broader market0.002.004.001.95
Sortino ratio
The chart of Sortino ratio for ANGL, currently valued at 3.02, compared to the broader market0.005.0010.003.02
Omega ratio
The chart of Omega ratio for ANGL, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ANGL, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.87
Martin ratio
The chart of Martin ratio for ANGL, currently valued at 9.08, compared to the broader market0.0020.0040.0060.0080.00100.009.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market0.005.0010.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.00100.008.76

Sharpe Ratio

The current VanEck Vectors Fallen Angel High Yield Bond ETF Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of VanEck Vectors Fallen Angel High Yield Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.95
2.30
ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VanEck Vectors Fallen Angel High Yield Bond ETF granted a 5.72% dividend yield in the last twelve months. The annual payout for that period amounted to $1.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.64$1.52$1.27$1.28$1.50$1.55$1.60$1.57$1.66$1.41$1.77$1.65

Dividend yield

5.72%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.76%5.81%6.80%6.10%

Monthly Dividends

The table displays the monthly dividend distributions for VanEck Vectors Fallen Angel High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.14$0.14$0.15$0.15$0.59
2023$0.00$0.12$0.10$0.13$0.11$0.13$0.13$0.13$0.13$0.14$0.14$0.26$1.52
2022$0.00$0.10$0.09$0.10$0.11$0.11$0.11$0.11$0.11$0.10$0.11$0.22$1.27
2021$0.00$0.12$0.11$0.12$0.11$0.12$0.10$0.11$0.11$0.10$0.10$0.20$1.28
2020$0.00$0.11$0.11$0.14$0.11$0.13$0.14$0.13$0.11$0.13$0.14$0.25$1.50
2019$0.00$0.12$0.12$0.14$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.26$1.55
2018$0.00$0.13$0.12$0.13$0.12$0.13$0.13$0.14$0.13$0.13$0.14$0.29$1.60
2017$0.00$0.12$0.11$0.13$0.11$0.13$0.13$0.13$0.12$0.12$0.13$0.34$1.57
2016$0.00$0.09$0.12$0.14$0.14$0.15$0.14$0.13$0.13$0.14$0.14$0.34$1.66
2015$0.00$0.12$0.11$0.13$0.09$0.11$0.10$0.12$0.12$0.10$0.12$0.29$1.41
2014$0.00$0.13$0.12$0.13$0.13$0.13$0.12$0.13$0.13$0.13$0.13$0.51$1.77
2013$0.13$0.13$0.14$0.13$0.14$0.14$0.14$0.12$0.12$0.13$0.33$1.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.50%
0
ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck Vectors Fallen Angel High Yield Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VanEck Vectors Fallen Angel High Yield Bond ETF was 35.07%, occurring on Aug 19, 2013. Recovery took 1429 trading sessions.

The current VanEck Vectors Fallen Angel High Yield Bond ETF drawdown is 2.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.07%Aug 5, 201311Aug 19, 20131429May 3, 20191440
-29.31%Feb 18, 202023Mar 19, 202085Jul 21, 2020108
-19.25%Nov 10, 2021230Oct 10, 2022
-9.92%Apr 22, 201343Jun 24, 201327Aug 2, 201370
-3.92%Sep 3, 202015Sep 24, 202029Nov 4, 202044

Volatility

Volatility Chart

The current VanEck Vectors Fallen Angel High Yield Bond ETF volatility is 1.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
1.40%
3.15%
ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF)
Benchmark (^GSPC)