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IBTM vs. BAMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM vs. BAMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Brookstone Intermediate Bond ETF (BAMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTM achieves a -0.61% return, which is significantly higher than BAMB's -1.02% return.


IBTM

1D
-0.31%
1M
0.33%
YTD
-0.61%
6M
-0.56%
1Y
3.09%
3Y*
2.71%
5Y*
10Y*

BAMB

1D
-0.28%
1M
0.20%
YTD
-1.02%
6M
-0.99%
1Y
1.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. BAMB - Yearly Performance Comparison


2026 (YTD)202520242023
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
-0.61%8.06%-0.14%6.33%
BAMB
Brookstone Intermediate Bond ETF
-1.02%6.15%3.01%2.94%

Correlation

The correlation between IBTM and BAMB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2023

0.93

The correlation between IBTM and BAMB has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

IBTM vs. BAMB — Risk / Return Rank

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

IBTM
IBTM Risk / Return Rank: 2121
Overall Rank
IBTM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTM Omega Ratio Rank: 1919
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2121
Martin Ratio Rank

BAMB
BAMB Risk / Return Rank: 1515
Overall Rank
BAMB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BAMB Sortino Ratio Rank: 1515
Sortino Ratio Rank
BAMB Omega Ratio Rank: 1414
Omega Ratio Rank
BAMB Calmar Ratio Rank: 1515
Calmar Ratio Rank
BAMB Martin Ratio Rank: 1515
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.

IBTM vs. BAMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Brookstone Intermediate Bond ETF (BAMB). 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.


IBTMBAMBDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.13

1.09

+0.05

Calmar ratioReturn relative to maximum drawdown

0.95

0.57

+0.38

Martin ratioReturn relative to average drawdown

2.51

1.49

+1.02

IBTM vs. BAMB - Sharpe Ratio Comparison

The current IBTM Sharpe Ratio is 0.77, which is higher than the BAMB Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IBTM and BAMB, 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

IBTM vs. BAMB - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, which is greater than BAMB's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for IBTM and BAMB.


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Drawdown Indicators


IBTMBAMBDifference

Max Drawdown

Largest peak-to-trough decline

-13.60%

-4.48%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-3.37%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

Current Drawdown

Current decline from peak

-2.49%

-2.67%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.78%

-1.03%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.27%

-0.04%

Volatility

IBTM vs. BAMB - Volatility Comparison

iShares iBonds Dec 2032 Term Treasury ETF (IBTM) has a higher volatility of 1.23% compared to Brookstone Intermediate Bond ETF (BAMB) at 1.13%. This indicates that IBTM's price experiences larger fluctuations and is considered to be riskier than BAMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTMBAMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.13%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.85%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.86%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

4.07%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.53%

4.07%

+3.46%

IBTM vs. BAMB - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is lower than BAMB's 1.09% expense ratio.


Dividends

IBTM vs. BAMB - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.96%, more than BAMB's 2.95% yield.


PositionTTM2025202420232022
BAMB
Brookstone Intermediate Bond ETF
2.95%2.85%2.90%0.73%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.96%3.87%3.96%3.39%1.38%

Frequently Asked Questions


With a correlation of 0.97, IBTM and BAMB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBTM has higher volatility (1.23%) compared to BAMB (1.13%). In terms of maximum drawdown, IBTM dropped -13.60% vs BAMB's -4.48%.

On 1-year performance, IBTM leads with 3.09% vs 1.89% for BAMB. On fees, IBTM is cheaper at 0.07% per year. On volatility, BAMB has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBTM has performed better with a 3.09% return vs 1.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTM is cheaper with a 0.07% expense ratio, compared with 1.09% for BAMB.

IBTM has the higher dividend yield at 3.96%, compared with 2.95% for BAMB.

They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.07% for IBTM and 1.09% for BAMB.

IBTM currently has the higher Sharpe Ratio (0.77 vs 0.49), 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

Find the right allocation for IBTM and BAMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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