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

Correlation

The correlation between FALN and ANGL is 0.63, 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.


Performance

FALN vs. ANGL - Performance Comparison

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

60.00%65.00%70.00%75.00%December2025FebruaryMarchAprilMay
70.96%
66.67%
FALN
ANGL

Key characteristics

Sharpe Ratio

FALN:

0.88

ANGL:

0.90

Sortino Ratio

FALN:

1.26

ANGL:

1.27

Omega Ratio

FALN:

1.19

ANGL:

1.20

Calmar Ratio

FALN:

1.00

ANGL:

1.07

Martin Ratio

FALN:

5.01

ANGL:

5.20

Ulcer Index

FALN:

1.18%

ANGL:

1.13%

Daily Std Dev

FALN:

6.69%

ANGL:

6.54%

Max Drawdown

FALN:

-29.22%

ANGL:

-35.07%

Current Drawdown

FALN:

-2.00%

ANGL:

-1.73%

Returns By Period

In the year-to-date period, FALN achieves a 0.11% return, which is significantly lower than ANGL's 0.51% return.


FALN

YTD

0.11%

1M

2.35%

6M

0.41%

1Y

5.28%

5Y*

6.62%

10Y*

N/A

ANGL

YTD

0.51%

1M

2.50%

6M

0.89%

1Y

5.14%

5Y*

6.37%

10Y*

5.73%

*Annualized

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FALN vs. ANGL - Expense Ratio Comparison

FALN has a 0.25% expense ratio, which is lower than ANGL's 0.35% expense ratio.


Risk-Adjusted Performance

FALN vs. ANGL — Risk-Adjusted Performance Rank

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

FALN
The Risk-Adjusted Performance Rank of FALN is 7676
Overall Rank
The Sharpe Ratio Rank of FALN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8383
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 7777
Overall Rank
The Sharpe Ratio Rank of ANGL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FALN vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) 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.


The current FALN Sharpe Ratio is 0.88, which is comparable to the ANGL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FALN 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 Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.88
0.90
FALN
ANGL

Dividends

FALN vs. ANGL - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.43%, which matches ANGL's 6.44% yield.


TTM20242023202220212020201920182017201620152014
FALN
iShares Fallen Angels USD Bond ETF
6.43%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.44%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.79%5.81%6.80%

Drawdowns

FALN vs. ANGL - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for FALN and ANGL. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.00%
-1.73%
FALN
ANGL

Volatility

FALN vs. ANGL - Volatility Comparison

iShares Fallen Angels USD Bond ETF (FALN) has a higher volatility of 4.43% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 4.05%. This indicates that FALN'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%5.00%December2025FebruaryMarchAprilMay
4.43%
4.05%
FALN
ANGL