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IBHH vs. FTSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHH vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

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IBHH vs. FTSL - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
0.17%8.02%7.53%12.87%-6.70%
FTSL
First Trust Senior Loan Fund
-0.80%5.98%8.27%11.58%-0.65%

Returns By Period

In the year-to-date period, IBHH achieves a 0.17% return, which is significantly higher than FTSL's -0.80% return.


IBHH

1D
0.56%
1M
-0.42%
YTD
0.17%
6M
1.39%
1Y
7.04%
3Y*
8.04%
5Y*
10Y*

FTSL

1D
0.34%
1M
1.11%
YTD
-0.80%
6M
0.87%
1Y
4.68%
3Y*
7.10%
5Y*
4.87%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHH vs. FTSL - Expense Ratio Comparison

IBHH has a 0.35% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Return for Risk

IBHH vs. FTSL — Risk / Return Rank

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

IBHH
IBHH Risk / Return Rank: 7878
Overall Rank
IBHH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBHH Omega Ratio Rank: 8787
Omega Ratio Rank
IBHH Calmar Ratio Rank: 6868
Calmar Ratio Rank
IBHH Martin Ratio Rank: 8888
Martin Ratio Rank

FTSL
FTSL Risk / Return Rank: 8080
Overall Rank
FTSL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTSL Omega Ratio Rank: 9393
Omega Ratio Rank
FTSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTSL Martin Ratio Rank: 7272
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.

IBHH vs. FTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and First Trust Senior Loan Fund (FTSL). 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.


IBHHFTSLDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.51

-0.13

Sortino ratio

Return per unit of downside risk

1.83

1.99

-0.16

Omega ratio

Gain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.96

-0.24

Martin ratio

Return relative to average drawdown

10.94

7.07

+3.87

IBHH vs. FTSL - Sharpe Ratio Comparison

The current IBHH Sharpe Ratio is 1.38, which is comparable to the FTSL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IBHH and FTSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBHHFTSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.51

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.83

-0.13

Correlation

The correlation between IBHH and FTSL is 0.51, 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.


Dividends

IBHH vs. FTSL - Dividend Comparison

IBHH's dividend yield for the trailing twelve months is around 6.37%, less than FTSL's 6.58% yield.


TTM20252024202320222021202020192018201720162015
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.37%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSL
First Trust Senior Loan Fund
6.58%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%

Drawdowns

IBHH vs. FTSL - Drawdown Comparison

The maximum IBHH drawdown since its inception was -12.05%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for IBHH and FTSL.


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Drawdown Indicators


IBHHFTSLDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-22.67%

+10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-2.33%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-0.63%

-1.24%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.39%

-0.77%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.65%

-0.01%

Volatility

IBHH vs. FTSL - Volatility Comparison

iShares iBonds 2028 Term High Yield and Income ETF (IBHH) and First Trust Senior Loan Fund (FTSL) have volatilities of 1.43% and 1.37%, 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


IBHHFTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.37%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

1.90%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

3.11%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

3.36%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

5.19%

+2.20%