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BLV vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLV and ANGL is 0.20, 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.


-0.50.00.51.00.2

Performance

BLV vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
31.03%
130.26%
BLV
ANGL

Key characteristics

Sharpe Ratio

BLV:

-0.31

ANGL:

1.16

Sortino Ratio

BLV:

-0.35

ANGL:

1.65

Omega Ratio

BLV:

0.96

ANGL:

1.21

Calmar Ratio

BLV:

-0.11

ANGL:

1.11

Martin Ratio

BLV:

-0.73

ANGL:

7.21

Ulcer Index

BLV:

4.86%

ANGL:

0.78%

Daily Std Dev

BLV:

11.44%

ANGL:

4.84%

Max Drawdown

BLV:

-38.29%

ANGL:

-35.07%

Current Drawdown

BLV:

-28.75%

ANGL:

-1.61%

Returns By Period

In the year-to-date period, BLV achieves a -3.41% return, which is significantly lower than ANGL's 5.86% return. Over the past 10 years, BLV has underperformed ANGL with an annualized return of 1.16%, while ANGL has yielded a comparatively higher 6.33% annualized return.


BLV

YTD

-3.41%

1M

-1.30%

6M

-1.36%

1Y

-3.25%

5Y*

-3.21%

10Y*

1.16%

ANGL

YTD

5.86%

1M

-0.23%

6M

3.76%

1Y

5.35%

5Y*

4.33%

10Y*

6.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLV vs. ANGL - Expense Ratio Comparison

BLV has a 0.04% expense ratio, which is lower than ANGL's 0.35% expense ratio.


ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BLV vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) 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.


Sharpe ratio
The chart of Sharpe ratio for BLV, currently valued at -0.31, compared to the broader market0.002.004.00-0.311.16
The chart of Sortino ratio for BLV, currently valued at -0.35, compared to the broader market-2.000.002.004.006.008.0010.00-0.351.65
The chart of Omega ratio for BLV, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.21
The chart of Calmar ratio for BLV, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.111.11
The chart of Martin ratio for BLV, currently valued at -0.73, compared to the broader market0.0020.0040.0060.0080.00100.00-0.737.21
BLV
ANGL

The current BLV Sharpe Ratio is -0.31, which is lower than the ANGL Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BLV 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
1.16
BLV
ANGL

Dividends

BLV vs. ANGL - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.61%, less than ANGL's 6.21% yield.


TTM20232022202120202019201820172016201520142013
BLV
Vanguard Long-Term Bond ETF
4.24%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.21%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%6.10%

Drawdowns

BLV vs. ANGL - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than ANGL's maximum drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for BLV and ANGL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-1.61%
BLV
ANGL

Volatility

BLV vs. ANGL - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 3.58% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.80%. This indicates that BLV'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.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
1.80%
BLV
ANGL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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