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FORH vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FORH vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formidable ETF (FORH) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FORH achieves a 4.39% return, which is significantly higher than IBIC's 2.37% return.


FORH

1D
-1.48%
1M
-1.56%
YTD
4.39%
6M
1.81%
1Y
12.85%
3Y*
4.31%
5Y*
1.34%
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FORH vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
FORH
Formidable ETF
4.39%16.27%-5.63%0.89%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between FORH and IBIC is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.06

The correlation between FORH and IBIC shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FORH vs. IBIC — Risk / Return Rank

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

FORH
FORH Risk / Return Rank: 2222
Overall Rank
FORH Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FORH Sortino Ratio Rank: 2323
Sortino Ratio Rank
FORH Omega Ratio Rank: 2323
Omega Ratio Rank
FORH Calmar Ratio Rank: 2323
Calmar Ratio Rank
FORH Martin Ratio Rank: 1818
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

FORH vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Formidable ETF (FORH) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


FORHIBICDifference
Sharpe ratioReturn per unit of total volatility

-4.23

Sortino ratioReturn per unit of downside risk

-7.91

Omega ratioGain probability vs. loss probability

1.15

2.24

-1.09

Calmar ratioReturn relative to maximum drawdown

1.01

17.27

-16.26

Martin ratioReturn relative to average drawdown

2.00

67.45

-65.45

FORH vs. IBIC - Sharpe Ratio Comparison

The current FORH Sharpe Ratio is 0.82, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of FORH and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FORHIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

5.05

-4.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

3.49

-3.35

Drawdowns

FORH vs. IBIC - Drawdown Comparison

The maximum FORH drawdown since its inception was -20.73%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for FORH and IBIC.


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Drawdown Indicators


FORHIBICDifference

Max Drawdown

Largest peak-to-trough decline

-20.73%

-0.90%

-19.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-0.26%

-12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.73%

Current Drawdown

Current decline from peak

-6.77%

-0.13%

-6.64%

Average Drawdown

Average peak-to-trough decline

-7.98%

-0.10%

-7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

0.07%

+6.36%

Volatility

FORH vs. IBIC - Volatility Comparison

Formidable ETF (FORH) has a higher volatility of 4.15% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that FORH's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FORHIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

0.33%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

0.67%

+9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

0.90%

+14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

1.58%

+14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

1.58%

+14.45%

FORH vs. IBIC - Expense Ratio Comparison

FORH has a 1.19% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

FORH vs. IBIC - Dividend Comparison

FORH's dividend yield for the trailing twelve months is around 1.75%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021
FORH
Formidable ETF
1.75%1.82%0.00%3.88%3.72%0.69%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%

Frequently Asked Questions


FORH and IBIC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FORH has higher volatility (4.15%) compared to IBIC (0.33%). In terms of maximum drawdown, FORH dropped -20.73% vs IBIC's -0.90%.

On 1-year performance, FORH leads with 12.85% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FORH has performed better with a 12.85% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 1.19% for FORH.

IBIC has the higher dividend yield at 3.59%, compared with 1.75% for FORH.

FORH is categorized as Mid Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Formidable and iShares. Their fees differ too: 1.19% for FORH and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 0.82), 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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