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IBHI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBHI and ^GSPC is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IBHI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2029 Term High Yield and Income ETF (IBHI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
13.68%
29.71%
IBHI
^GSPC

Key characteristics

Sharpe Ratio

IBHI:

1.28

^GSPC:

0.46

Sortino Ratio

IBHI:

1.79

^GSPC:

0.77

Omega Ratio

IBHI:

1.26

^GSPC:

1.11

Calmar Ratio

IBHI:

1.39

^GSPC:

0.47

Martin Ratio

IBHI:

7.14

^GSPC:

1.94

Ulcer Index

IBHI:

1.12%

^GSPC:

4.61%

Daily Std Dev

IBHI:

6.24%

^GSPC:

19.44%

Max Drawdown

IBHI:

-13.65%

^GSPC:

-56.78%

Current Drawdown

IBHI:

-1.48%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, IBHI achieves a 0.43% return, which is significantly higher than ^GSPC's -6.06% return.


IBHI

YTD

0.43%

1M

0.01%

6M

1.35%

1Y

8.24%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

IBHI vs. ^GSPC — Risk-Adjusted Performance Rank

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

IBHI
The Risk-Adjusted Performance Rank of IBHI is 8787
Overall Rank
The Sharpe Ratio Rank of IBHI is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of IBHI is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IBHI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IBHI is 8989
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2029 Term High Yield and Income ETF (IBHI) and S&P 500 (^GSPC). 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.


The chart of Sharpe ratio for IBHI, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
IBHI: 1.28
^GSPC: 0.46
The chart of Sortino ratio for IBHI, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.00
IBHI: 1.79
^GSPC: 0.77
The chart of Omega ratio for IBHI, currently valued at 1.26, compared to the broader market0.501.001.502.002.50
IBHI: 1.26
^GSPC: 1.11
The chart of Calmar ratio for IBHI, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.00
IBHI: 1.39
^GSPC: 0.47
The chart of Martin ratio for IBHI, currently valued at 7.14, compared to the broader market0.0020.0040.0060.00
IBHI: 7.14
^GSPC: 1.94

The current IBHI Sharpe Ratio is 1.28, which is higher than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IBHI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.28
0.46
IBHI
^GSPC

Drawdowns

IBHI vs. ^GSPC - Drawdown Comparison

The maximum IBHI drawdown since its inception was -13.65%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IBHI and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.48%
-10.07%
IBHI
^GSPC

Volatility

IBHI vs. ^GSPC - Volatility Comparison

The current volatility for iShares iBonds 2029 Term High Yield and Income ETF (IBHI) is 4.41%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that IBHI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.41%
14.23%
IBHI
^GSPC