FINS vs. ISD
FINS (Angel Oak Financial Strategies Income Term Trust) and ISD (PGIM High Yield Bond Fund) are both High Yield Bonds funds. Over the past 5 years, FINS returned 2.23%/yr vs 4.05%/yr for ISD. Their 0.34 correlation means their historical movements had little consistent relationship. FINS charges 0.03%/yr vs 0.02%/yr for ISD.
Performance
FINS vs. ISD - Performance Comparison
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Returns By Period
In the year-to-date period, FINS achieves a 1.44% return, which is significantly higher than ISD's -9.74% return.
FINS
- 1D
- 0.64%
- 1M
- -0.90%
- 6M
- 0.11%
- YTD
- 1.44%
- 1Y
- 7.69%
- 3Y*
- 13.50%
- 5Y*
- 2.23%
- 10Y*
- —
- ALL TIME*
- 2.43%
ISD
- 1D
- 0.16%
- 1M
- -3.21%
- 6M
- -10.67%
- YTD
- -9.74%
- 1Y
- -4.53%
- 3Y*
- 10.48%
- 5Y*
- 4.05%
- 10Y*
- 6.61%
- ALL TIME*
- 5.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $455.24K | $531.34K | $497.98K | |
| $1.83M | $1.59M | $1.44M |
FINS vs. ISD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FINS Angel Oak Financial Strategies Income Term Trust | 1.44% | 15.17% | 18.33% | 2.55% | -18.18% | 9.08% | -12.57% | 7.39% |
ISD PGIM High Yield Bond Fund | -9.74% | 15.63% | 22.05% | 15.05% | -18.42% | 15.72% | 6.66% | 14.45% |
Correlation
The correlation between FINS and ISD is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 29, 2019 | 0.34 |
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Return for Risk
FINS vs. ISD — Risk / Return Rank
FINS
ISD
FINS vs. ISD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Financial Strategies Income Term Trust (FINS) and PGIM High Yield Bond Fund (ISD). 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.
| FINS | ISD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.94 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | -0.34 | +1.71 |
| Martin ratioReturn relative to average drawdown | 4.70 | -0.76 | +5.45 |
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Drawdowns
FINS vs. ISD - Drawdown Comparison
The maximum FINS drawdown since its inception was -40.79%, roughly equal to the maximum ISD drawdown of -38.88%. Use the drawdown chart below to compare losses from any high point for FINS and ISD.
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Drawdown Indicators
| FINS | ISD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.79% | -38.88% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -13.52% | +7.88% |
Max Drawdown (3Y)Largest decline over 3 years | -6.04% | -13.94% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.44% | -25.45% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.88% | — |
Current DrawdownCurrent decline from peak | -1.90% | -11.66% | +9.76% |
Average DrawdownAverage peak-to-trough decline | -12.85% | -5.65% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 6.01% | -4.37% |
Volatility
FINS vs. ISD - Volatility Comparison
The current volatility for Angel Oak Financial Strategies Income Term Trust (FINS) is 2.04%, while PGIM High Yield Bond Fund (ISD) has a volatility of 3.08%. This indicates that FINS experiences smaller price fluctuations and is considered to be less risky than ISD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FINS | ISD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 3.08% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 9.94% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.25% | 11.43% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 13.37% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 14.60% | +6.11% |
FINS vs. ISD - Expense Ratio Comparison
FINS has a 0.03% expense ratio, which is higher than ISD's 0.02% 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%.
Dividends
FINS vs. ISD - Dividend Comparison
FINS's dividend yield for the trailing twelve months is around 10.96%, more than ISD's 10.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINS Angel Oak Financial Strategies Income Term Trust | 10.96% | 10.13% | 10.30% | 10.04% | 9.74% | 7.63% | 7.42% | 3.41% | 0.00% | 0.00% | 0.00% | 0.00% |
ISD PGIM High Yield Bond Fund | 10.11% | 8.71% | 9.21% | 10.23% | 10.61% | 7.85% | 8.40% | 7.86% | 7.89% | 8.46% | 8.28% | 9.64% |
Frequently Asked Questions
FINS and ISD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISD has higher volatility (3.08%) compared to FINS (2.04%). In terms of maximum drawdown, FINS dropped -40.79% vs ISD's -38.88%.
FINS currently has the higher Sharpe Ratio (0.94 vs -0.40), 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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