BYMIX vs. IGIB

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Corporate Bond Fund (BYMIX) and iShares Intermediate-Term Corporate Bond ETF (IGIB).

BYMIX is managed by BNY Mellon. It was launched on Mar 2, 2012. IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007.

Performance

BYMIX vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Corporate Bond Fund (BYMIX) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

BYMIX vs. IGIB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BYMIX BNY Mellon Corporate Bond Fund	0.00%	7.60%	4.64%	8.87%	-11.76%	-0.14%	7.94%	12.21%	-1.48%	5.52%
IGIB iShares Intermediate-Term Corporate Bond ETF	-0.45%	9.58%	3.49%	9.22%	-14.00%	-1.66%	9.64%	14.60%	-0.71%	3.50%

Returns By Period

BYMIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGIB

• 1D: 0.55%
• 1M: -1.98%
• YTD: -0.45%
• 6M: 0.74%
• 1Y: 6.18%
• 3Y*: 5.78%
• 5Y*: 1.57%
• 10Y*: 3.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BYMIX vs. IGIB - Expense Ratio Comparison

BYMIX has a 0.81% expense ratio, which is higher than IGIB's 0.06% expense ratio.

BYMIX

BNY Mellon Corporate Bond Fund

IGIB

iShares Intermediate-Term Corporate Bond ETF

Return for Risk

BYMIX vs. IGIB — Risk / Return Rank

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

IGIB

IGIB Risk / Return Rank: 74
IGIB Sharpe Ratio Rank: 74
IGIB Sortino Ratio Rank: 74
IGIB Omega Ratio Rank: 68
IGIB Calmar Ratio Rank: 81
IGIB Martin Ratio Rank: 76

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.

BYMIX vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Corporate Bond Fund (BYMIX) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BYMIX	IGIB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.24	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.69	—

Correlation

The correlation between BYMIX and IGIB is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BYMIX vs. IGIB - Dividend Comparison

BYMIX's dividend yield for the trailing twelve months is around 3.00%, less than IGIB's 4.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BYMIX BNY Mellon Corporate Bond Fund	3.00%	3.88%	3.89%	3.54%	3.46%	3.57%	3.13%	3.33%	3.63%	3.51%	3.38%	3.13%
IGIB iShares Intermediate-Term Corporate Bond ETF	4.70%	4.59%	4.41%	3.78%	3.04%	2.52%	2.74%	3.44%	3.41%	2.51%	2.45%	2.51%

Drawdowns

Drawdown Indicators

	BYMIX	IGIB	Difference
Max Drawdown Largest peak-to-trough decline	—	-20.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-3.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.62%	—
Current Drawdown Current decline from peak	—	-1.98%	—
Average Drawdown Average peak-to-trough decline	—	-2.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	BYMIX	IGIB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	4.83%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	6.55%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	6.04%	—