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IBHH vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHH vs. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHH achieves a 1.66% return, which is significantly lower than VIG's 7.68% return.


IBHH

1D
0.04%
1M
0.46%
YTD
1.66%
6M
2.29%
1Y
6.37%
3Y*
8.45%
5Y*
10Y*

VIG

1D
0.53%
1M
2.76%
YTD
7.68%
6M
6.99%
1Y
19.52%
3Y*
15.98%
5Y*
10.74%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHH vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.66%8.02%7.53%12.87%-6.70%
VIG
Vanguard Dividend Appreciation ETF
7.68%14.17%16.99%14.51%-0.49%

Correlation

The correlation between IBHH and VIG is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.60

The correlation between IBHH and VIG has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

IBHH vs. VIG — Risk / Return Rank

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

IBHH
IBHH Risk / Return Rank: 8484
Overall Rank
IBHH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7979
Omega Ratio Rank
IBHH Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9292
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 6060
Overall Rank
VIG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VIG Omega Ratio Rank: 6161
Omega Ratio Rank
VIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
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. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). 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.


IBHHVIGDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

4.96

2.32

+2.65

Martin ratioReturn relative to average drawdown

19.84

9.34

+10.50

IBHH vs. VIG - Sharpe Ratio Comparison

The current IBHH Sharpe Ratio is 2.14, which is comparable to the VIG Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IBHH and VIG, 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

IBHH vs. VIG - Drawdown Comparison

The maximum IBHH drawdown since its inception was -12.05%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for IBHH and VIG.


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Drawdown Indicators


IBHHVIGDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-46.81%

+34.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-7.91%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-14.95%

+10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-0.15%

-0.33%

+0.18%

Average Drawdown

Average peak-to-trough decline

-2.28%

-5.51%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

1.96%

-1.65%

Volatility

IBHH vs. VIG - Volatility Comparison

The current volatility for iShares iBonds 2028 Term High Yield and Income ETF (IBHH) is 0.70%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.93%. This indicates that IBHH experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHHVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

2.93%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

7.78%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

10.19%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.23%

14.25%

-7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

16.06%

-8.83%

IBHH vs. VIG - Expense Ratio Comparison

IBHH has a 0.35% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

IBHH vs. VIG - Dividend Comparison

IBHH's dividend yield for the trailing twelve months is around 6.27%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.27%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


IBHH and VIG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIG has higher volatility (2.93%) compared to IBHH (0.70%). In terms of maximum drawdown, IBHH dropped -12.05% vs VIG's -46.81%.

On 3-year performance, VIG leads with 15.98% vs 8.45% for IBHH. On fees, VIG is cheaper at 0.04% per year. On volatility, IBHH has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VIG has performed better with a 15.98% return vs 8.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.35% for IBHH.

IBHH has the higher dividend yield at 6.27%, compared with 1.47% for VIG.

IBHH is categorized as High Yield Bonds, while VIG is Dividend. IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross, while VIG tracks S&P U.S. Dividend Growers Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for IBHH and 0.04% for VIG.

IBHH currently has the higher Sharpe Ratio (2.14 vs 1.80), 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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