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IBHG vs. VGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHG vs. VGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2027 Term High Yield and Income ETF (IBHG) and Vanguard High-Yield Active ETF (VGHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHG achieves a 1.10% return, which is significantly lower than VGHY's 1.44% return.


IBHG

1D
0.14%
1M
0.32%
YTD
1.10%
6M
1.57%
1Y
4.71%
3Y*
7.53%
5Y*
10Y*

VGHY

1D
0.06%
1M
0.32%
YTD
1.44%
6M
2.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHG vs. VGHY - Yearly Performance Comparison


Correlation

The correlation between IBHG and VGHY is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.56

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Return for Risk

IBHG vs. VGHY — Risk / Return Rank

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

IBHG
IBHG Risk / Return Rank: 8181
Overall Rank
IBHG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 7979
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7373
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9393
Martin Ratio Rank

VGHY
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.

IBHG vs. VGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) and Vanguard High-Yield Active ETF (VGHY). 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.


IBHGVGHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

6.51

Martin ratioReturn relative to average drawdown

23.87

IBHG vs. VGHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHGVGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.08

-0.52

Drawdowns

IBHG vs. VGHY - Drawdown Comparison

The maximum IBHG drawdown since its inception was -13.85%, which is greater than VGHY's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for IBHG and VGHY.


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Drawdown Indicators


IBHGVGHYDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-2.66%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

Current Drawdown

Current decline from peak

-0.09%

-0.24%

+0.15%

Average Drawdown

Average peak-to-trough decline

-2.67%

-0.45%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

IBHG vs. VGHY - Volatility Comparison


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Volatility by Period


IBHGVGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

4.28%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

4.28%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

4.28%

+2.08%

IBHG vs. VGHY - Expense Ratio Comparison

IBHG has a 0.35% expense ratio, which is higher than VGHY's 0.22% expense ratio.


Dividends

IBHG vs. VGHY - Dividend Comparison

IBHG's dividend yield for the trailing twelve months is around 6.07%, more than VGHY's 3.98% yield.


PositionTTM20252024202320222021
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.07%6.33%7.02%6.66%5.62%2.13%
VGHY
Vanguard High-Yield Active ETF
3.98%1.49%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHG and VGHY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.35% for IBHG.

IBHG has the higher dividend yield at 6.07%, compared with 3.98% for VGHY.

They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for IBHG and 0.22% for VGHY.

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