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AOHY vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOHY vs. IBHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak High Yield Opportunities ETF (AOHY) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOHY achieves a 2.19% return, which is significantly higher than IBHH's 1.81% return.


AOHY

1D
-0.18%
1M
0.16%
YTD
2.19%
6M
2.18%
1Y
5.78%
3Y*
5Y*
10Y*

IBHH

1D
0.06%
1M
0.16%
YTD
1.81%
6M
1.94%
1Y
5.62%
3Y*
8.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOHY vs. IBHH - Yearly Performance Comparison


Correlation

The correlation between AOHY and IBHH is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2024

0.53

The correlation between AOHY and IBHH shifts across timeframes, from 0.53 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AOHY vs. IBHH — Risk / Return Rank

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

AOHY
AOHY Risk / Return Rank: 6767
Overall Rank
AOHY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AOHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
AOHY Omega Ratio Rank: 7171
Omega Ratio Rank
AOHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
AOHY Martin Ratio Rank: 7575
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8181
Overall Rank
IBHH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 7979
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7575
Omega Ratio Rank
IBHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9191
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.

AOHY vs. IBHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak High Yield Opportunities ETF (AOHY) and iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


AOHYIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.45

4.62

-2.16

Martin ratioReturn relative to average drawdown

12.24

18.44

-6.20

AOHY vs. IBHH - Sharpe Ratio Comparison

The current AOHY Sharpe Ratio is 1.83, which is comparable to the IBHH Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of AOHY and IBHH, 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

AOHY vs. IBHH - Drawdown Comparison

The maximum AOHY drawdown since its inception was -4.17%, smaller than the maximum IBHH drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for AOHY and IBHH.


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Drawdown Indicators


AOHYIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

-12.05%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-1.22%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Current Drawdown

Current decline from peak

-0.41%

-0.11%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.35%

-2.27%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.31%

+0.16%

Volatility

AOHY vs. IBHH - Volatility Comparison

Angel Oak High Yield Opportunities ETF (AOHY) has a higher volatility of 0.74% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 0.67%. This indicates that AOHY's price experiences larger fluctuations and is considered to be riskier than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOHYIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.67%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.11%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

2.79%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

7.21%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

7.21%

-3.45%

AOHY vs. IBHH - Expense Ratio Comparison

AOHY has a 0.55% expense ratio, which is higher than IBHH's 0.35% expense ratio.


Dividends

AOHY vs. IBHH - Dividend Comparison

AOHY's dividend yield for the trailing twelve months is around 6.52%, more than IBHH's 6.26% yield.


PositionTTM2025202420232022
AOHY
Angel Oak High Yield Opportunities ETF
6.52%6.53%6.04%0.00%0.00%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.26%6.39%6.93%6.65%5.36%

Frequently Asked Questions


AOHY and IBHH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOHY has higher volatility (0.74%) compared to IBHH (0.67%). In terms of maximum drawdown, AOHY dropped -4.17% vs IBHH's -12.05%.

On 1-year performance, AOHY leads with 5.78% vs 5.62% for IBHH. On fees, IBHH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AOHY has performed better with a 5.78% return vs 5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.55% for AOHY.

AOHY has the higher dividend yield at 6.52%, compared with 6.26% for IBHH.

They also come from different issuers: Angel Oak and iShares. Their fees differ too: 0.55% for AOHY and 0.35% for IBHH.

IBHH currently has the higher Sharpe Ratio (2.02 vs 1.83), 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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