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BAR vs. FALN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAR vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Gold Trust (BAR) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAR achieves a -2.94% return, which is significantly lower than FALN's 2.24% return.


BAR

1D
-0.70%
1M
-7.12%
YTD
-2.94%
6M
-5.74%
1Y
24.22%
3Y*
29.48%
5Y*
18.51%
10Y*

FALN

1D
-0.11%
1M
1.07%
YTD
2.24%
6M
2.46%
1Y
7.88%
3Y*
9.39%
5Y*
3.76%
10Y*
6.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAR vs. FALN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAR
GraniteShares Gold Trust
-2.94%64.12%26.97%12.96%-0.55%-3.92%25.02%18.16%-1.87%-0.79%
FALN
iShares Fallen Angels USD Bond ETF
2.24%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%2.01%

Correlation

The correlation between BAR and FALN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

0.20

The correlation between BAR and FALN shifts across timeframes, from 0.20 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BAR vs. FALN — Risk / Return Rank

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

BAR
BAR Risk / Return Rank: 2424
Overall Rank
BAR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 2323
Sortino Ratio Rank
BAR Omega Ratio Rank: 2828
Omega Ratio Rank
BAR Calmar Ratio Rank: 2222
Calmar Ratio Rank
BAR Martin Ratio Rank: 2222
Martin Ratio Rank

FALN
FALN Risk / Return Rank: 5050
Overall Rank
FALN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5353
Sortino Ratio Rank
FALN Omega Ratio Rank: 5555
Omega Ratio Rank
FALN Calmar Ratio Rank: 4141
Calmar Ratio Rank
FALN Martin Ratio Rank: 5050
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.

BAR vs. FALN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Trust (BAR) and iShares Fallen Angels USD Bond ETF (FALN). 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.


BARFALNDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.15

Calmar ratioReturn relative to maximum drawdown

1.00

2.00

-1.00

Martin ratioReturn relative to average drawdown

2.71

8.32

-5.61

BAR vs. FALN - Sharpe Ratio Comparison

The current BAR Sharpe Ratio is 0.89, which is lower than the FALN Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BAR and FALN, 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

BAR vs. FALN - Drawdown Comparison

The maximum BAR drawdown since its inception was -24.38%, smaller than the maximum FALN drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for BAR and FALN.


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Drawdown Indicators


BARFALNDifference

Max Drawdown

Largest peak-to-trough decline

-24.38%

-29.22%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-24.38%

-3.96%

-20.42%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-5.92%

-18.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-18.78%

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

Current Drawdown

Current decline from peak

-22.42%

-0.11%

-22.31%

Average Drawdown

Average peak-to-trough decline

-6.52%

-3.31%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.95%

0.95%

+8.00%

Volatility

BAR vs. FALN - Volatility Comparison

GraniteShares Gold Trust (BAR) has a higher volatility of 7.96% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.18%. This indicates that BAR's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BARFALNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

1.18%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

24.17%

3.73%

+20.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

4.60%

+22.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

7.33%

+10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

8.94%

+7.59%

BAR vs. FALN - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is lower than FALN's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BAR vs. FALN - Dividend Comparison

BAR has not paid dividends to shareholders, while FALN's dividend yield for the trailing twelve months is around 6.42%.


PositionTTM2025202420232022202120202019201820172016
BAR
GraniteShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FALN
iShares Fallen Angels USD Bond ETF
6.42%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Frequently Asked Questions


BAR and FALN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAR has higher volatility (7.96%) compared to FALN (1.18%). In terms of maximum drawdown, BAR dropped -24.38% vs FALN's -29.22%.

On 5-year performance, BAR leads with 18.51% vs 3.76% for FALN. On fees, BAR is cheaper at 0.17% per year. On volatility, FALN has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BAR has performed better with a 18.51% return vs 3.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BAR is cheaper with a 0.17% expense ratio, compared with 0.25% for FALN.

FALN has the higher dividend yield at 6.42%, compared with 0.00% for BAR.

BAR is categorized as Gold, while FALN is High Yield Bonds. BAR tracks LBMA Gold Price PM ($/ozt), while FALN tracks Bloomberg US High Yield Fallen Angel 3% Capped Index. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 0.17% for BAR and 0.25% for FALN.

FALN currently has the higher Sharpe Ratio (1.72 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for BAR and FALN

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