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ANGL vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANGL vs. PIT - 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 VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANGL achieves a 2.04% return, which is significantly lower than PIT's 27.31% return.


ANGL

1D
-0.03%
1M
1.01%
YTD
2.04%
6M
2.40%
1Y
7.40%
3Y*
8.62%
5Y*
3.32%
10Y*
6.25%

PIT

1D
-0.75%
1M
-10.60%
YTD
27.31%
6M
26.74%
1Y
38.33%
3Y*
19.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANGL vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
2.04%9.04%6.06%12.52%-1.14%
PIT
VanEck Commodity Strategy ETF
27.31%21.63%6.77%-4.54%1.67%

Correlation

The correlation between ANGL and PIT is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.05

The correlation between ANGL and PIT shifts across timeframes, from -0.20 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ANGL vs. PIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANGL
ANGL Risk / Return Rank: 4949
Overall Rank
ANGL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5252
Sortino Ratio Rank
ANGL Omega Ratio Rank: 5555
Omega Ratio Rank
ANGL Calmar Ratio Rank: 3838
Calmar Ratio Rank
ANGL Martin Ratio Rank: 4747
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 5555
Overall Rank
PIT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 4848
Sortino Ratio Rank
PIT Omega Ratio Rank: 5252
Omega Ratio Rank
PIT Calmar Ratio Rank: 5757
Calmar Ratio Rank
PIT Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANGL vs. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and VanEck Commodity Strategy ETF (PIT). 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.


ANGLPITDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

1.84

2.74

-0.91

Martin ratioReturn relative to average drawdown

7.68

10.88

-3.20

ANGL vs. PIT - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 1.71, which is comparable to the PIT Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ANGL and PIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANGL vs. PIT - Drawdown Comparison

The maximum ANGL drawdown since its inception was -29.31%, which is greater than PIT's maximum drawdown of -14.05%. Use the drawdown chart below to compare losses from any high point for ANGL and PIT.


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Drawdown Indicators


ANGLPITDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-14.05%

-15.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-14.05%

+10.00%

Max Drawdown (3Y)

Largest decline over 3 years

-5.48%

-14.05%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-0.03%

-14.05%

+14.02%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.07%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.59%

-2.62%

Volatility

ANGL vs. PIT - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.17%, while VanEck Commodity Strategy ETF (PIT) has a volatility of 4.67%. This indicates that ANGL experiences smaller price fluctuations and is considered to be less risky than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANGLPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

4.67%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

19.36%

-15.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

21.66%

-17.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

17.50%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

17.50%

-8.22%

ANGL vs. PIT - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is lower than PIT's 0.55% expense ratio.


Dividends

ANGL vs. PIT - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.34%, less than PIT's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.34%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
PIT
VanEck Commodity Strategy ETF
7.00%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANGL and PIT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIT has higher volatility (4.67%) compared to ANGL (1.17%). In terms of maximum drawdown, ANGL dropped -29.31% vs PIT's -14.05%.

On 3-year performance, PIT leads with 19.51% vs 8.62% for ANGL. On fees, ANGL is cheaper at 0.35% per year. On volatility, ANGL has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 19.51% return vs 8.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ANGL is cheaper with a 0.35% expense ratio, compared with 0.55% for PIT.

PIT has the higher dividend yield at 7.00%, compared with 6.34% for ANGL.

ANGL is categorized as High Yield Bonds, while PIT is Commodities. Their fees differ too: 0.35% for ANGL and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (1.78 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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Find the right allocation for ANGL and PIT

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