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GARP vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GARP vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality GARP ETF (GARP) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GARP achieves a 16.96% return, which is significantly higher than RISR's 3.07% return.


GARP

1D
0.21%
1M
3.69%
YTD
16.96%
6M
17.70%
1Y
38.39%
3Y*
31.05%
5Y*
18.96%
10Y*

RISR

1D
-0.18%
1M
-0.33%
YTD
3.07%
6M
3.20%
1Y
5.26%
3Y*
10.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GARP vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GARP
iShares MSCI USA Quality GARP ETF
16.96%21.49%37.42%42.86%-26.75%12.06%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
3.07%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between GARP and RISR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.09

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Return for Risk

GARP vs. RISR — Risk / Return Rank

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

GARP
GARP Risk / Return Rank: 6464
Overall Rank
GARP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6363
Sortino Ratio Rank
GARP Omega Ratio Rank: 6363
Omega Ratio Rank
GARP Calmar Ratio Rank: 6161
Calmar Ratio Rank
GARP Martin Ratio Rank: 6565
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
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.

GARP vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality GARP ETF (GARP) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


GARPRISRDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.17

Calmar ratioReturn relative to maximum drawdown

2.65

1.83

+0.82

Martin ratioReturn relative to average drawdown

10.37

4.33

+6.04

GARP vs. RISR - Sharpe Ratio Comparison

The current GARP Sharpe Ratio is 1.93, which is higher than the RISR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of GARP and RISR, 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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Drawdowns

GARP vs. RISR - Drawdown Comparison

The maximum GARP drawdown since its inception was -31.34%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for GARP and RISR.


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Drawdown Indicators


GARPRISRDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-14.31%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-2.61%

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-8.07%

-15.66%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

Current Drawdown

Current decline from peak

-4.27%

-0.44%

-3.83%

Average Drawdown

Average peak-to-trough decline

-7.35%

-2.17%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.10%

+2.39%

Volatility

GARP vs. RISR - Volatility Comparison

iShares MSCI USA Quality GARP ETF (GARP) has a higher volatility of 7.61% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.30%. This indicates that GARP's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GARPRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

1.30%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

3.98%

+11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

5.45%

+13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

11.82%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

11.82%

+12.13%

GARP vs. RISR - Expense Ratio Comparison

GARP has a 0.15% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

GARP vs. RISR - Dividend Comparison

GARP's dividend yield for the trailing twelve months is around 0.26%, less than RISR's 5.91% yield.


PositionTTM202520242023202220212020
GARP
iShares MSCI USA Quality GARP ETF
0.26%0.31%0.38%0.75%1.85%0.67%0.75%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.91%5.95%5.67%7.96%4.26%0.30%0.00%

Frequently Asked Questions


GARP and RISR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GARP has higher volatility (7.61%) compared to RISR (1.30%). In terms of maximum drawdown, GARP dropped -31.34% vs RISR's -14.31%.

On 3-year performance, GARP leads with 31.05% vs 10.98% for RISR. On fees, GARP is cheaper at 0.15% per year. On volatility, RISR has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GARP has performed better with a 31.05% return vs 10.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GARP is cheaper with a 0.15% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.91%, compared with 0.26% for GARP.

GARP is categorized as Large Cap Growth Equities, while RISR is Nontraditional Bonds. They also come from different issuers: iShares and FolioBeyond. Their fees differ too: 0.15% for GARP and 1.13% for RISR.

GARP currently has the higher Sharpe Ratio (1.93 vs 0.87), 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.

Portfolio Optimizer

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