IBTM vs. BAMB
IBTM (iShares iBonds Dec 2032 Term Treasury ETF) and BAMB (Brookstone Intermediate Bond ETF) are both Intermediate Core Bond funds. IBTM is passively managed, while BAMB is actively managed. Over the past year, IBTM returned 3.09% vs 1.89% for BAMB. Their correlation of 0.93 suggests significant overlap in exposure. IBTM charges 0.07%/yr vs 1.09%/yr for BAMB.
Performance
IBTM vs. BAMB - Performance Comparison
Loading charts...
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*
- —
IBTM vs. BAMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBTM vs. BAMB — Risk / Return Rank
IBTM
BAMB
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.
| IBTM | BAMB | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| IBTM | BAMB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.49% | -2.67% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -1.03% | -3.75% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IBTM | BAMB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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.
Open Portfolio Optimizer