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IBGA vs. YFFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. YFFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Indexperts Yield Focused Fixed Income ETF (YFFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a 0.45% return, which is significantly higher than YFFI's 0.29% return.


IBGA

1D
0.16%
1M
1.86%
YTD
0.45%
6M
0.38%
1Y
4.16%
3Y*
5Y*
10Y*

YFFI

1D
0.10%
1M
0.96%
YTD
0.29%
6M
0.49%
1Y
4.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. YFFI - Yearly Performance Comparison


Correlation

The correlation between IBGA and YFFI is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.73

The correlation between IBGA and YFFI has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

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Return for Risk

IBGA vs. YFFI — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 1616
Overall Rank
IBGA Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1515
Omega Ratio Rank
IBGA Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGA Martin Ratio Rank: 1717
Martin Ratio Rank

YFFI
YFFI Risk / Return Rank: 2525
Overall Rank
YFFI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
YFFI Sortino Ratio Rank: 2323
Sortino Ratio Rank
YFFI Omega Ratio Rank: 2121
Omega Ratio Rank
YFFI Calmar Ratio Rank: 2929
Calmar Ratio Rank
YFFI Martin Ratio Rank: 2929
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.

IBGA vs. YFFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Indexperts Yield Focused Fixed Income ETF (YFFI). 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.


IBGAYFFIDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratioReturn relative to maximum drawdown

0.63

1.35

-0.72

Martin ratioReturn relative to average drawdown

1.64

3.87

-2.23

IBGA vs. YFFI - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.52, which is lower than the YFFI Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IBGA and YFFI, 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

IBGA vs. YFFI - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, which is greater than YFFI's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for IBGA and YFFI.


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Drawdown Indicators


IBGAYFFIDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-4.31%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-3.50%

-3.10%

Current Drawdown

Current decline from peak

-3.88%

-1.60%

-2.28%

Average Drawdown

Average peak-to-trough decline

-5.02%

-1.08%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.22%

+1.32%

Volatility

IBGA vs. YFFI - Volatility Comparison

iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Indexperts Yield Focused Fixed Income ETF (YFFI) have volatilities of 1.97% and 2.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGAYFFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.00%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

4.29%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

5.81%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

7.39%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

7.39%

+2.43%

IBGA vs. YFFI - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than YFFI's 0.50% expense ratio.


Dividends

IBGA vs. YFFI - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.62%, less than YFFI's 4.77% yield.


PositionTTM20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.62%4.49%2.03%
YFFI
Indexperts Yield Focused Fixed Income ETF
4.77%4.43%0.00%

Frequently Asked Questions


IBGA and YFFI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YFFI has higher volatility (2.00%) compared to IBGA (1.97%). In terms of maximum drawdown, IBGA dropped -11.69% vs YFFI's -4.31%.

On 1-year performance, YFFI leads with 4.72% vs 4.16% for IBGA. On fees, IBGA is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, YFFI has performed better with a 4.72% return vs 4.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.50% for YFFI.

YFFI has the higher dividend yield at 4.77%, compared with 4.62% for IBGA.

They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.07% for IBGA and 0.50% for YFFI.

YFFI currently has the higher Sharpe Ratio (0.82 vs 0.52), 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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