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GOVZ vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOVZ and ANGL is 0.03, 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: 0.0

Performance

GOVZ vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-55.10%
21.99%
GOVZ
ANGL

Key characteristics

Sharpe Ratio

GOVZ:

-0.03

ANGL:

0.98

Sortino Ratio

GOVZ:

0.12

ANGL:

1.39

Omega Ratio

GOVZ:

1.01

ANGL:

1.21

Calmar Ratio

GOVZ:

-0.01

ANGL:

1.18

Martin Ratio

GOVZ:

-0.06

ANGL:

5.93

Ulcer Index

GOVZ:

12.34%

ANGL:

1.09%

Daily Std Dev

GOVZ:

23.66%

ANGL:

6.60%

Max Drawdown

GOVZ:

-59.65%

ANGL:

-35.07%

Current Drawdown

GOVZ:

-55.10%

ANGL:

-1.70%

Returns By Period

In the year-to-date period, GOVZ achieves a 0.32% return, which is significantly lower than ANGL's 0.54% return.


GOVZ

YTD

0.32%

1M

-2.54%

6M

-6.95%

1Y

0.66%

5Y*

N/A

10Y*

N/A

ANGL

YTD

0.54%

1M

-1.02%

6M

0.99%

1Y

6.75%

5Y*

6.60%

10Y*

5.72%

*Annualized

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GOVZ vs. ANGL - Expense Ratio Comparison

GOVZ has a 0.15% expense ratio, which is lower than ANGL's 0.35% expense ratio.


Expense ratio chart for ANGL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ANGL: 0.35%
Expense ratio chart for GOVZ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVZ: 0.15%

Risk-Adjusted Performance

GOVZ vs. ANGL — Risk-Adjusted Performance Rank

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

GOVZ
The Risk-Adjusted Performance Rank of GOVZ is 2121
Overall Rank
The Sharpe Ratio Rank of GOVZ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVZ is 2121
Sortino Ratio Rank
The Omega Ratio Rank of GOVZ is 2121
Omega Ratio Rank
The Calmar Ratio Rank of GOVZ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GOVZ is 2121
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 8383
Overall Rank
The Sharpe Ratio Rank of ANGL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 8787
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.

GOVZ vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


The chart of Sharpe ratio for GOVZ, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
GOVZ: -0.03
ANGL: 0.98
The chart of Sortino ratio for GOVZ, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
GOVZ: 0.12
ANGL: 1.39
The chart of Omega ratio for GOVZ, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
GOVZ: 1.01
ANGL: 1.21
The chart of Calmar ratio for GOVZ, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
GOVZ: -0.01
ANGL: 1.18
The chart of Martin ratio for GOVZ, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00
GOVZ: -0.06
ANGL: 5.93

The current GOVZ Sharpe Ratio is -0.03, which is lower than the ANGL Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GOVZ and ANGL, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.03
0.98
GOVZ
ANGL

Dividends

GOVZ vs. ANGL - Dividend Comparison

GOVZ's dividend yield for the trailing twelve months is around 4.73%, less than ANGL's 6.41% yield.


TTM20242023202220212020201920182017201620152014
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.73%4.68%3.84%3.69%1.76%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.41%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.79%5.81%6.80%

Drawdowns

GOVZ vs. ANGL - Drawdown Comparison

The maximum GOVZ drawdown since its inception was -59.65%, which is greater than ANGL's maximum drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for GOVZ and ANGL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-1.70%
GOVZ
ANGL

Volatility

GOVZ vs. ANGL - Volatility Comparison

iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a higher volatility of 10.30% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 5.03%. This indicates that GOVZ's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.30%
5.03%
GOVZ
ANGL