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

Correlation

The correlation between FALN and IMTB is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FALN vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels USD Bond ETF (FALN) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
56.82%
13.70%
FALN
IMTB

Key characteristics

Sharpe Ratio

FALN:

1.07

IMTB:

1.33

Sortino Ratio

FALN:

1.46

IMTB:

1.95

Omega Ratio

FALN:

1.19

IMTB:

1.24

Calmar Ratio

FALN:

1.86

IMTB:

0.61

Martin Ratio

FALN:

6.93

IMTB:

3.43

Ulcer Index

FALN:

0.76%

IMTB:

2.16%

Daily Std Dev

FALN:

4.91%

IMTB:

5.57%

Max Drawdown

FALN:

-29.22%

IMTB:

-18.28%

Current Drawdown

FALN:

-2.13%

IMTB:

-3.53%

Returns By Period

In the year-to-date period, FALN achieves a -0.02% return, which is significantly lower than IMTB's 3.86% return.


FALN

YTD

-0.02%

1M

-1.93%

6M

-0.19%

1Y

5.16%

5Y*

9.03%

10Y*

N/A

IMTB

YTD

3.86%

1M

0.97%

6M

0.85%

1Y

7.32%

5Y*

0.33%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FALN vs. IMTB - Expense Ratio Comparison

FALN has a 0.25% expense ratio, which is higher than IMTB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FALN
iShares Fallen Angels USD Bond ETF
Expense ratio chart for FALN: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FALN: 0.25%
Expense ratio chart for IMTB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMTB: 0.06%

Risk-Adjusted Performance

FALN vs. IMTB — 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 8080
Overall Rank
The Sharpe Ratio Rank of FALN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8686
Martin Ratio Rank

IMTB
The Risk-Adjusted Performance Rank of IMTB is 7676
Overall Rank
The Sharpe Ratio Rank of IMTB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IMTB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IMTB is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IMTB is 5757
Calmar Ratio Rank
The Martin Ratio Rank of IMTB is 7070
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. IMTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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 FALN, currently valued at 1.07, compared to the broader market0.002.004.00
FALN: 1.07
IMTB: 1.33
The chart of Sortino ratio for FALN, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.0012.00
FALN: 1.46
IMTB: 1.95
The chart of Omega ratio for FALN, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
FALN: 1.19
IMTB: 1.24
The chart of Calmar ratio for FALN, currently valued at 1.86, compared to the broader market0.005.0010.0015.00
FALN: 1.86
IMTB: 0.61
The chart of Martin ratio for FALN, currently valued at 6.93, compared to the broader market0.0020.0040.0060.0080.00100.00
FALN: 6.93
IMTB: 3.43

The current FALN Sharpe Ratio is 1.07, which is comparable to the IMTB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FALN and IMTB, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.07
1.33
FALN
IMTB

Dividends

FALN vs. IMTB - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.32%, more than IMTB's 4.35% yield.


TTM202420232022202120202019201820172016
FALN
iShares Fallen Angels USD Bond ETF
6.32%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.35%4.42%4.13%2.90%2.32%2.63%2.91%3.04%2.75%0.40%

Drawdowns

FALN vs. IMTB - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, which is greater than IMTB's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for FALN and IMTB. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.13%
-3.53%
FALN
IMTB

Volatility

FALN vs. IMTB - Volatility Comparison

iShares Fallen Angels USD Bond ETF (FALN) has a higher volatility of 2.18% compared to iShares Core 5-10 Year USD Bond ETF (IMTB) at 1.41%. This indicates that FALN's price experiences larger fluctuations and is considered to be riskier than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.18%
1.41%
FALN
IMTB
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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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