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BIPS.L vs. FAHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIPS.L vs. FAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bond Income Plus Limited (BIPS.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIPS.L achieves a 3.29% return, which is significantly lower than FAHY.L's 3.72% return.


BIPS.L

1D
0.29%
1M
1.45%
YTD
3.29%
6M
2.99%
1Y
8.24%
3Y*
9.82%
5Y*
5.81%
10Y*
6.42%

FAHY.L

1D
0.54%
1M
3.35%
YTD
3.72%
6M
4.33%
1Y
10.21%
3Y*
6.88%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIPS.L vs. FAHY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIPS.L
Invesco Bond Income Plus Limited
3.29%8.04%8.84%10.52%-5.13%4.18%1.80%18.73%-7.60%9.93%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
3.72%2.09%6.93%4.14%-3.51%6.81%5.36%9.22%0.08%-0.79%

Correlation

The correlation between BIPS.L and FAHY.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2016

0.07

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Return for Risk

BIPS.L vs. FAHY.L — Risk / Return Rank

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

BIPS.L
BIPS.L Risk / Return Rank: 8686
Overall Rank
BIPS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BIPS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
BIPS.L Omega Ratio Rank: 8686
Omega Ratio Rank
BIPS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
BIPS.L Martin Ratio Rank: 9090
Martin Ratio Rank

FAHY.L
FAHY.L Risk / Return Rank: 5757
Overall Rank
FAHY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FAHY.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAHY.L Omega Ratio Rank: 5555
Omega Ratio Rank
FAHY.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
FAHY.L Martin Ratio Rank: 4545
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.

BIPS.L vs. FAHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Income Plus Limited (BIPS.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). 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.


BIPS.LFAHY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

3.04

2.57

+0.47

Martin ratioReturn relative to average drawdown

11.19

6.71

+4.48

BIPS.L vs. FAHY.L - Sharpe Ratio Comparison

The current BIPS.L Sharpe Ratio is 1.64, which is comparable to the FAHY.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BIPS.L and FAHY.L, 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

BIPS.L vs. FAHY.L - Drawdown Comparison

The maximum BIPS.L drawdown since its inception was -50.42%, which is greater than FAHY.L's maximum drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for BIPS.L and FAHY.L.


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Drawdown Indicators


BIPS.LFAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-25.87%

-24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-3.99%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-4.72%

-9.89%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-11.66%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.20%

-8.00%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.53%

-0.80%

Volatility

BIPS.L vs. FAHY.L - Volatility Comparison

The current volatility for Invesco Bond Income Plus Limited (BIPS.L) is 1.21%, while Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) has a volatility of 1.96%. This indicates that BIPS.L experiences smaller price fluctuations and is considered to be less risky than FAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIPS.LFAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.96%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

4.47%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

6.00%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

8.29%

+9.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

12.65%

+6.49%

Dividends

BIPS.L vs. FAHY.L - Dividend Comparison

BIPS.L's dividend yield for the trailing twelve months is around 7.02%, more than FAHY.L's 6.45% yield.


PositionTTM20252024202320222021202020192018201720162015
BIPS.L
Invesco Bond Income Plus Limited
7.02%7.00%6.61%6.73%6.70%5.61%5.27%5.08%5.71%5.01%5.24%5.53%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
6.45%6.61%6.89%6.85%5.66%4.54%6.26%6.22%6.01%5.63%1.23%0.00%

Frequently Asked Questions


BIPS.L and FAHY.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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