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BAR vs. FALN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BAR vs. FALN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAR
GraniteShares Gold Trust
8.57%64.12%26.97%12.96%-0.55%-3.92%25.02%18.16%-1.87%-1.15%
FALN
iShares Fallen Angels USD Bond ETF
-1.06%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%1.72%

Returns By Period

In the year-to-date period, BAR achieves a 8.57% return, which is significantly higher than FALN's -1.06% return.


BAR

1D
3.76%
1M
-11.05%
YTD
8.57%
6M
21.20%
1Y
49.58%
3Y*
33.22%
5Y*
21.84%
10Y*

FALN

1D
1.04%
1M
-2.55%
YTD
-1.06%
6M
-0.67%
1Y
6.34%
3Y*
8.32%
5Y*
3.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 8787
Overall Rank
BAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BAR Omega Ratio Rank: 8686
Omega Ratio Rank
BAR Calmar Ratio Rank: 8888
Calmar Ratio Rank
BAR Martin Ratio Rank: 8787
Martin Ratio Rank

FALN
FALN Risk / Return Rank: 5454
Overall Rank
FALN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5252
Sortino Ratio Rank
FALN Omega Ratio Rank: 6262
Omega Ratio Rank
FALN Calmar Ratio Rank: 4848
Calmar Ratio Rank
FALN Martin Ratio Rank: 5454
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.


BARFALNDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.92

+0.88

Sortino ratio

Return per unit of downside risk

2.24

1.31

+0.93

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.12

Calmar ratio

Return relative to maximum drawdown

2.70

1.15

+1.55

Martin ratio

Return relative to average drawdown

9.99

4.96

+5.03

BAR vs. FALN - Sharpe Ratio Comparison

The current BAR Sharpe Ratio is 1.80, which is higher than the FALN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BAR and FALN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BARFALNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.92

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.50

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.72

+0.25

Correlation

The correlation between BAR and FALN is 0.18, 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.


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 6.51%.


TTM2025202420232022202120202019201820172016
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
6.51%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Drawdowns

BAR vs. FALN - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, 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

-21.53%

-29.22%

+7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-19.19%

-5.57%

-13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.91%

-18.78%

-2.13%

Current Drawdown

Current decline from peak

-13.22%

-2.83%

-10.39%

Average Drawdown

Average peak-to-trough decline

-6.29%

-3.37%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

1.29%

+3.90%

Volatility

BAR vs. FALN - Volatility Comparison

GraniteShares Gold Trust (BAR) has a higher volatility of 11.01% compared to iShares Fallen Angels USD Bond ETF (FALN) at 2.77%. 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

11.01%

2.77%

+8.24%

Volatility (6M)

Calculated over the trailing 6-month period

24.13%

3.53%

+20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

27.63%

6.90%

+20.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

7.28%

+10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

9.01%

+7.29%