IBGA vs. YFFI
IBGA (iShares iBonds Dec 2044 Term Treasury ETF) and YFFI (Indexperts Yield Focused Fixed Income ETF) are both Intermediate Core Bond funds. IBGA is passively managed, while YFFI is actively managed. Over the past year, IBGA returned 4.16% vs 4.72% for YFFI. A 0.73 correlation means they provide meaningful diversification when combined. IBGA charges 0.07%/yr vs 0.50%/yr for YFFI.
Performance
IBGA vs. YFFI - Performance Comparison
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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*
- —
IBGA vs. YFFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGA iShares iBonds Dec 2044 Term Treasury ETF | 0.45% | 6.09% |
YFFI Indexperts Yield Focused Fixed Income ETF | 0.29% | 5.24% |
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
IBGA
YFFI
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.
| IBGA | YFFI | Difference | |
|---|---|---|---|
| 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 |
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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
| IBGA | YFFI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.88% | -1.60% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -1.08% | -3.94% |
Ulcer IndexDepth 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
| IBGA | YFFI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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