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IBHF vs. FFUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHF vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHF achieves a 0.63% return, which is significantly lower than FFUT's 9.80% return.


IBHF

1D
0.11%
1M
-0.14%
YTD
0.63%
6M
0.76%
1Y
4.31%
3Y*
7.15%
5Y*
4.05%
10Y*

FFUT

1D
-0.37%
1M
-2.09%
YTD
9.80%
6M
10.73%
1Y
19.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHF vs. FFUT - Yearly Performance Comparison


Correlation

The correlation between IBHF and FFUT is -0.15, 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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

-0.15

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Return for Risk

IBHF vs. FFUT — Risk / Return Rank

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

IBHF
IBHF Risk / Return Rank: 8888
Overall Rank
IBHF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBHF Sortino Ratio Rank: 9191
Sortino Ratio Rank
IBHF Omega Ratio Rank: 8787
Omega Ratio Rank
IBHF Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBHF Martin Ratio Rank: 9090
Martin Ratio Rank

FFUT
FFUT Risk / Return Rank: 6666
Overall Rank
FFUT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 5252
Sortino Ratio Rank
FFUT Omega Ratio Rank: 5555
Omega Ratio Rank
FFUT Calmar Ratio Rank: 9090
Calmar Ratio Rank
FFUT Martin Ratio Rank: 8282
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.

IBHF vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and Fidelity Managed Futures ETF (FFUT). 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.


IBHFFFUTDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.50

1.33

+0.17

Calmar ratioReturn relative to maximum drawdown

6.01

5.14

+0.87

Martin ratioReturn relative to average drawdown

19.44

15.50

+3.94

IBHF vs. FFUT - Sharpe Ratio Comparison

The current IBHF Sharpe Ratio is 2.37, which is higher than the FFUT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IBHF and FFUT, 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

IBHF vs. FFUT - Drawdown Comparison

The maximum IBHF drawdown since its inception was -11.19%, which is greater than FFUT's maximum drawdown of -3.73%. Use the drawdown chart below to compare losses from any high point for IBHF and FFUT.


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Drawdown Indicators


IBHFFFUTDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-3.73%

-7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

-3.73%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-11.19%

Current Drawdown

Current decline from peak

-0.36%

-3.48%

+3.12%

Average Drawdown

Average peak-to-trough decline

-1.79%

-0.93%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.24%

-1.01%

Volatility

IBHF vs. FFUT - Volatility Comparison

The current volatility for iShares iBonds 2026 Term High Yield and Income ETF (IBHF) is 0.49%, while Fidelity Managed Futures ETF (FFUT) has a volatility of 2.96%. This indicates that IBHF experiences smaller price fluctuations and is considered to be less risky than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHFFFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

2.96%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

8.94%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

11.20%

-9.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

11.04%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

11.04%

-5.40%

IBHF vs. FFUT - Expense Ratio Comparison

IBHF has a 0.35% expense ratio, which is lower than FFUT's 0.80% expense ratio.


Dividends

IBHF vs. FFUT - Dividend Comparison

IBHF's dividend yield for the trailing twelve months is around 6.53%, more than FFUT's 1.90% yield.


PositionTTM202520242023202220212020
FFUT
Fidelity Managed Futures ETF
1.90%2.09%0.00%0.00%0.00%0.00%0.00%
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
6.53%6.73%7.17%7.33%6.01%4.55%0.61%

Frequently Asked Questions


IBHF and FFUT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFUT has higher volatility (2.96%) compared to IBHF (0.49%). In terms of maximum drawdown, IBHF dropped -11.19% vs FFUT's -3.73%.

On 1-year performance, FFUT leads with 19.53% vs 4.31% for IBHF. On fees, IBHF is cheaper at 0.35% per year. On volatility, IBHF has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFUT has performed better with a 19.53% return vs 4.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHF is cheaper with a 0.35% expense ratio, compared with 0.80% for FFUT.

IBHF has the higher dividend yield at 6.53%, compared with 1.90% for FFUT.

IBHF is categorized as Corporate Bonds, while FFUT is Systematic Trend. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.35% for IBHF and 0.80% for FFUT.

IBHF currently has the higher Sharpe Ratio (2.37 vs 1.71), 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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