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BGH vs. ANGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGH vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings Global Short Duration High Yield Fund (BGH) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

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BGH vs. ANGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGH
Barings Global Short Duration High Yield Fund
-6.68%8.56%27.22%18.18%-19.89%24.10%-4.54%21.53%-8.65%10.49%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
-1.20%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.84%9.71%

Returns By Period

In the year-to-date period, BGH achieves a -6.68% return, which is significantly lower than ANGL's -1.20% return. Over the past 10 years, BGH has outperformed ANGL with an annualized return of 8.23%, while ANGL has yielded a comparatively lower 6.66% annualized return.


BGH

1D
3.56%
1M
-3.56%
YTD
-6.68%
6M
-7.16%
1Y
1.07%
3Y*
13.50%
5Y*
6.82%
10Y*
8.23%

ANGL

1D
1.06%
1M
-2.61%
YTD
-1.20%
6M
-0.35%
1Y
5.95%
3Y*
7.14%
5Y*
3.18%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGH vs. ANGL - Expense Ratio Comparison

BGH has a 3.95% expense ratio, which is higher than ANGL's 0.35% expense ratio.


Return for Risk

BGH vs. ANGL — Risk / Return Rank

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

BGH
BGH Risk / Return Rank: 66
Overall Rank
BGH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BGH Sortino Ratio Rank: 66
Sortino Ratio Rank
BGH Omega Ratio Rank: 66
Omega Ratio Rank
BGH Calmar Ratio Rank: 77
Calmar Ratio Rank
BGH Martin Ratio Rank: 77
Martin Ratio Rank

ANGL
ANGL Risk / Return Rank: 5454
Overall Rank
ANGL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5151
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6262
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5353
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.

BGH vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings Global Short Duration High Yield Fund (BGH) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


BGHANGLDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.92

-0.85

Sortino ratio

Return per unit of downside risk

0.19

1.29

-1.10

Omega ratio

Gain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratio

Return relative to maximum drawdown

0.04

1.15

-1.11

Martin ratio

Return relative to average drawdown

0.10

4.78

-4.68

BGH vs. ANGL - Sharpe Ratio Comparison

The current BGH Sharpe Ratio is 0.07, which is lower than the ANGL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BGH and ANGL, 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


BGHANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.92

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.42

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.72

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.72

-0.32

Correlation

The correlation between BGH and ANGL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BGH vs. ANGL - Dividend Comparison

BGH's dividend yield for the trailing twelve months is around 12.51%, more than ANGL's 6.37% yield.


TTM20252024202320222021202020192018201720162015
BGH
Barings Global Short Duration High Yield Fund
12.51%11.38%9.72%10.66%9.99%7.31%9.10%10.14%12.11%9.50%9.61%13.31%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.37%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%

Drawdowns

BGH vs. ANGL - Drawdown Comparison

The maximum BGH drawdown since its inception was -48.73%, which is greater than ANGL's maximum drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for BGH and ANGL.


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Drawdown Indicators


BGHANGLDifference

Max Drawdown

Largest peak-to-trough decline

-48.73%

-29.31%

-19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

-5.28%

-11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-19.25%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-29.31%

-19.42%

Current Drawdown

Current decline from peak

-13.94%

-3.00%

-10.94%

Average Drawdown

Average peak-to-trough decline

-7.28%

-3.33%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

1.27%

+5.71%

Volatility

BGH vs. ANGL - Volatility Comparison

Barings Global Short Duration High Yield Fund (BGH) has a higher volatility of 5.55% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 2.59%. This indicates that BGH's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGHANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

2.59%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

3.34%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

6.51%

+8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

7.60%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

9.30%

+6.63%