FFIU vs. IBDR
FFIU (UVA Unconstrained Medium-Term Fixed Income ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both Corporate Bonds funds. FFIU is actively managed, while IBDR is passively managed. Over the past 5 years, FFIU returned -0.16%/yr vs 1.57%/yr for IBDR. At a 0.43 correlation, their price movements are largely independent. FFIU charges 0.51%/yr vs 0.10%/yr for IBDR.
Performance
FFIU vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, FFIU achieves a -0.37% return, which is significantly lower than IBDR's 1.65% return.
FFIU
- 1D
- -0.52%
- 1M
- 1.19%
- YTD
- -0.37%
- 6M
- 0.70%
- 1Y
- 4.65%
- 3Y*
- 4.04%
- 5Y*
- -0.16%
- 10Y*
- —
IBDR
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.65%
- 6M
- 1.86%
- 1Y
- 4.30%
- 3Y*
- 5.16%
- 5Y*
- 1.57%
- 10Y*
- —
FFIU vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | -0.37% | 8.55% | 0.21% | 7.42% | -15.18% | 0.10% | 7.91% | 9.62% | -0.68% | -0.31% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.65% | 4.99% | 4.98% | 5.96% | -8.28% | -1.79% | 8.88% | 14.81% | -2.80% | 0.85% |
Correlation
The correlation between FFIU and IBDR is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2017 | 0.43 |
Over the past year, the correlation between FFIU and IBDR has dropped to 0.01 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
FFIU vs. IBDR — Risk / Return Rank
FFIU
IBDR
FFIU vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFIU | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.26 | ||
| Sortino ratioReturn per unit of downside risk | -13.42 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 3.36 | -2.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 52.23 | -51.26 |
| Martin ratioReturn relative to average drawdown | 2.06 | 181.59 | -179.53 |
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Drawdowns
FFIU vs. IBDR - Drawdown Comparison
The maximum FFIU drawdown since its inception was -20.43%, which is greater than IBDR's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for FFIU and IBDR.
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Drawdown Indicators
| FFIU | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.43% | -16.06% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -0.08% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -1.08% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | -13.13% | -7.30% |
Current DrawdownCurrent decline from peak | -2.78% | 0.00% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -2.82% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 0.02% | +2.24% |
Volatility
FFIU vs. IBDR - Volatility Comparison
UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) has a higher volatility of 1.46% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.18%. This indicates that FFIU's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIU | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 0.18% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 0.35% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 0.63% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 3.39% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.20% | 4.85% | +2.35% |
FFIU vs. IBDR - Expense Ratio Comparison
FFIU has a 0.51% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Dividends
FFIU vs. IBDR - Dividend Comparison
FFIU's dividend yield for the trailing twelve months is around 3.99%, less than IBDR's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | 3.99% | 3.89% | 4.06% | 3.78% | 3.23% | 3.24% | 2.73% | 2.90% | 2.62% | 0.66% | 0.00% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.13% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
Frequently Asked Questions
FFIU and IBDR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIU has higher volatility (1.46%) compared to IBDR (0.18%). In terms of maximum drawdown, FFIU dropped -20.43% vs IBDR's -16.06%.
On 5-year performance, IBDR leads with 1.57% vs -0.16% for FFIU. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IBDR has performed better with a 1.57% return vs -0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.51% for FFIU.
IBDR has the higher dividend yield at 4.13%, compared with 3.99% for FFIU.
They also come from different issuers: Mcivy Co. LLC and iShares. Their fees differ too: 0.51% for FFIU and 0.10% for IBDR.
IBDR currently has the higher Sharpe Ratio (6.83 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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