IBDS vs. FDHY
Compare and contrast key facts about iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Fidelity High Yield Factor ETF (FDHY).
IBDS and FDHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBDS is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays December 2027 Maturity Corporate Index. It was launched on Sep 14, 2017. FDHY is an actively managed fund by Fidelity. It was launched on Jun 12, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBDS or FDHY.
Key characteristics
| IBDS | FDHY | |
|---|---|---|
| YTD Return | 3.97% | 7.65% |
| 1Y Return | 8.19% | 13.45% |
| 3Y Return (Ann) | 0.10% | 2.25% |
| 5Y Return (Ann) | 1.69% | 4.59% |
| Sharpe Ratio | 2.71 | 2.84 |
| Sortino Ratio | 4.38 | 4.61 |
| Omega Ratio | 1.56 | 1.56 |
| Calmar Ratio | 0.91 | 1.97 |
| Martin Ratio | 16.34 | 23.34 |
| Ulcer Index | 0.50% | 0.57% |
| Daily Std Dev | 3.04% | 4.67% |
| Max Drawdown | -16.75% | -20.01% |
| Current Drawdown | -1.65% | -0.36% |
Correlation
The correlation between IBDS and FDHY is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IBDS vs. FDHY - Performance Comparison
In the year-to-date period, IBDS achieves a 3.97% return, which is significantly lower than FDHY's 7.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBDS vs. FDHY - Expense Ratio Comparison
IBDS has a 0.10% expense ratio, which is lower than FDHY's 0.45% expense ratio.
Risk-Adjusted Performance
IBDS vs. FDHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Fidelity High Yield Factor ETF (FDHY). 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.
Dividends
IBDS vs. FDHY - Dividend Comparison
IBDS's dividend yield for the trailing twelve months is around 4.28%, less than FDHY's 6.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.28% | 3.81% | 2.87% | 2.19% | 2.66% | 3.31% | 3.66% | 0.97% |
FDHY Fidelity High Yield Factor ETF | 6.42% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 3.07% | 0.00% |
Drawdowns
IBDS vs. FDHY - Drawdown Comparison
The maximum IBDS drawdown since its inception was -16.75%, smaller than the maximum FDHY drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for IBDS and FDHY. For additional features, visit the drawdowns tool.
Volatility
IBDS vs. FDHY - Volatility Comparison
The current volatility for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) is 0.64%, while Fidelity High Yield Factor ETF (FDHY) has a volatility of 1.10%. This indicates that IBDS experiences smaller price fluctuations and is considered to be less risky than FDHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.