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IBHJ vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHJ vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBHJ achieves a 1.50% return, which is significantly higher than BIV's -0.24% return.


IBHJ

1D
-0.34%
1M
0.50%
YTD
1.50%
6M
2.06%
1Y
7.29%
3Y*
5Y*
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHJ vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
1.50%9.28%7.32%8.37%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%3.29%

Correlation

The correlation between IBHJ and BIV is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.59

The correlation between IBHJ and BIV has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

IBHJ vs. BIV — Risk / Return Rank

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

IBHJ
IBHJ Risk / Return Rank: 5959
Overall Rank
IBHJ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBHJ Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBHJ Omega Ratio Rank: 5656
Omega Ratio Rank
IBHJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBHJ Martin Ratio Rank: 7272
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
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.

IBHJ vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


IBHJBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.14

Calmar ratioReturn relative to maximum drawdown

2.98

1.52

+1.46

Martin ratioReturn relative to average drawdown

13.41

4.60

+8.81

IBHJ vs. BIV - Sharpe Ratio Comparison

The current IBHJ Sharpe Ratio is 1.80, which is higher than the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IBHJ and BIV, 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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Sharpe Ratios by Period


IBHJBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.19

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.65

+0.88

Drawdowns

IBHJ vs. BIV - Drawdown Comparison

The maximum IBHJ drawdown since its inception was -4.93%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for IBHJ and BIV.


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Drawdown Indicators


IBHJBIVDifference

Max Drawdown

Largest peak-to-trough decline

-4.93%

-18.95%

+14.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-3.18%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-0.39%

-2.04%

+1.65%

Average Drawdown

Average peak-to-trough decline

-0.62%

-3.39%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.05%

-0.51%

Volatility

IBHJ vs. BIV - Volatility Comparison

The current volatility for iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) is 1.09%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.36%. This indicates that IBHJ experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHJBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.36%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

2.90%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

4.06%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

6.40%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

5.50%

+0.45%

IBHJ vs. BIV - Expense Ratio Comparison

IBHJ has a 0.35% expense ratio, which is higher than BIV's 0.03% expense ratio.


Dividends

IBHJ vs. BIV - Dividend Comparison

IBHJ's dividend yield for the trailing twelve months is around 6.68%, more than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
6.68%6.64%6.87%3.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHJ and BIV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIV has higher volatility (1.36%) compared to IBHJ (1.09%). In terms of maximum drawdown, IBHJ dropped -4.93% vs BIV's -18.95%.

On 1-year performance, IBHJ leads with 7.29% vs 4.80% for BIV. On fees, BIV is cheaper at 0.03% per year. On volatility, IBHJ has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBHJ has performed better with a 7.29% return vs 4.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.35% for IBHJ.

IBHJ has the higher dividend yield at 6.68%, compared with 4.22% for BIV.

IBHJ is categorized as High Yield Bonds, while BIV is Intermediate Core Bond. IBHJ tracks Bloomberg 2030 Term High Yield and Income Index - Benchmark TR Gross, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for IBHJ and 0.03% for BIV.

IBHJ currently has the higher Sharpe Ratio (1.80 vs 1.19), 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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