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ANGL vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANGL and BLV is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ANGL vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
130.26%
31.03%
ANGL
BLV

Key characteristics

Sharpe Ratio

ANGL:

1.16

BLV:

-0.31

Sortino Ratio

ANGL:

1.65

BLV:

-0.35

Omega Ratio

ANGL:

1.21

BLV:

0.96

Calmar Ratio

ANGL:

1.11

BLV:

-0.11

Martin Ratio

ANGL:

7.21

BLV:

-0.73

Ulcer Index

ANGL:

0.78%

BLV:

4.86%

Daily Std Dev

ANGL:

4.84%

BLV:

11.44%

Max Drawdown

ANGL:

-35.07%

BLV:

-38.29%

Current Drawdown

ANGL:

-1.61%

BLV:

-28.75%

Returns By Period

In the year-to-date period, ANGL achieves a 5.86% return, which is significantly higher than BLV's -3.41% return. Over the past 10 years, ANGL has outperformed BLV with an annualized return of 6.33%, while BLV has yielded a comparatively lower 1.16% annualized return.


ANGL

YTD

5.86%

1M

-0.23%

6M

3.76%

1Y

5.35%

5Y*

4.33%

10Y*

6.33%

BLV

YTD

-3.41%

1M

-1.30%

6M

-1.36%

1Y

-3.25%

5Y*

-3.21%

10Y*

1.16%

Compare stocks, funds, or ETFs

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


ANGL vs. BLV - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is higher than BLV's 0.04% expense ratio.


ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
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%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

ANGL vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Vanguard Long-Term Bond ETF (BLV). 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.


Sharpe ratio
The chart of Sharpe ratio for ANGL, currently valued at 1.16, compared to the broader market0.002.004.001.16-0.31
The chart of Sortino ratio for ANGL, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.65-0.35
The chart of Omega ratio for ANGL, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.210.96
The chart of Calmar ratio for ANGL, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.11-0.11
The chart of Martin ratio for ANGL, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.00100.007.21-0.73
ANGL
BLV

The current ANGL Sharpe Ratio is 1.16, which is higher than the BLV Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ANGL and BLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.16
-0.31
ANGL
BLV

Dividends

ANGL vs. BLV - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.21%, more than BLV's 4.61% yield.


TTM20232022202120202019201820172016201520142013
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.21%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%6.10%
BLV
Vanguard Long-Term Bond ETF
4.24%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%

Drawdowns

ANGL vs. BLV - Drawdown Comparison

The maximum ANGL drawdown since its inception was -35.07%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for ANGL and BLV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.61%
-28.75%
ANGL
BLV

Volatility

ANGL vs. BLV - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.80%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.58%. This indicates that ANGL experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.80%
3.58%
ANGL
BLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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