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FALN vs. ANGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FALN vs. ANGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FALN
iShares Fallen Angels USD Bond ETF
-1.06%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%8.70%
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, FALN achieves a -1.06% return, which is significantly higher than ANGL's -1.20% return.


FALN

1D
1.04%
1M
-2.55%
YTD
-1.06%
6M
-0.67%
1Y
6.34%
3Y*
8.32%
5Y*
3.59%
10Y*

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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FALN vs. ANGL - Expense Ratio Comparison

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


Return for Risk

FALN vs. ANGL — Risk / Return Rank

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

FALN
FALN Risk / Return Rank: 5454
Overall Rank
FALN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5252
Sortino Ratio Rank
FALN Omega Ratio Rank: 6262
Omega Ratio Rank
FALN Calmar Ratio Rank: 4848
Calmar Ratio Rank
FALN Martin Ratio Rank: 5454
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.

FALN vs. ANGL - Risk-Adjusted Trends 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.


FALNANGLDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.92

+0.01

Sortino ratio

Return per unit of downside risk

1.31

1.29

+0.03

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.15

1.15

0.00

Martin ratio

Return relative to average drawdown

4.96

4.78

+0.18

FALN vs. ANGL - Sharpe Ratio Comparison

The current FALN Sharpe Ratio is 0.92, which is comparable to the ANGL Sharpe Ratio of 0.92. 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.


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Sharpe Ratios by Period


FALNANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.92

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.42

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.72

0.00

Correlation

The correlation between FALN and ANGL is 0.84, 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

FALN vs. ANGL - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.51%, more than ANGL's 6.37% yield.


TTM20252024202320222021202020192018201720162015
FALN
iShares Fallen Angels USD Bond ETF
6.51%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%0.00%
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

FALN vs. ANGL - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, roughly equal to the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for FALN and ANGL.


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Drawdown Indicators


FALNANGLDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-29.31%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-5.28%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-19.25%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-2.83%

-3.00%

+0.17%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.33%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.27%

+0.02%

Volatility

FALN vs. ANGL - Volatility Comparison

iShares Fallen Angels USD Bond ETF (FALN) has a higher volatility of 2.77% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 2.59%. 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.


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Volatility by Period


FALNANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.59%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

3.34%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

6.51%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

7.60%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

9.30%

-0.29%