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IFLN vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFLN vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IFLN

1D
0.00%
1M
0.47%
6M
0.77%
YTD
1.32%
1Y
5.49%
3Y*
7.14%
5Y*
3.54%
10Y*
4.36%

MYHA

1D
0.01%
1M
0.35%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFLN vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between IFLN and MYHA is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.84

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Return for Risk

IFLN vs. MYHA — Risk / Return Rank

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

IFLN
IFLN Risk / Return Rank: 4747
Overall Rank
IFLN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IFLN Sortino Ratio Rank: 5353
Sortino Ratio Rank
IFLN Omega Ratio Rank: 5555
Omega Ratio Rank
IFLN Calmar Ratio Rank: 3333
Calmar Ratio Rank
IFLN Martin Ratio Rank: 4444
Martin Ratio Rank

MYHA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IFLN vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) and State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.


IFLNMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.35

Martin ratioReturn relative to average drawdown

5.54

IFLN vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

IFLN vs. MYHA - Drawdown Comparison

The maximum IFLN drawdown since its inception was -44.79%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for IFLN and MYHA.


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Drawdown Indicators


IFLNMYHADifference

Max Drawdown

Largest peak-to-trough decline

-44.79%

-0.69%

-44.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.76%

Max Drawdown (10Y)

Largest decline over 10 years

-21.52%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.30%

-0.11%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

Volatility

IFLN vs. MYHA - Volatility Comparison


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Volatility by Period


IFLNMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

1.80%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

1.80%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.86%

1.80%

+5.06%

IFLN vs. MYHA - Expense Ratio Comparison

IFLN has a 0.23% expense ratio, which is lower than MYHA's 0.39% expense ratio.


Dividends

IFLN vs. MYHA - Dividend Comparison

IFLN's dividend yield for the trailing twelve months is around 5.85%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IFLN
Invesco Bloomberg Enhanced Fallen Angels ETF
5.85%5.48%5.69%4.68%3.52%3.37%3.90%4.03%4.44%4.14%4.58%4.69%
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IFLN and MYHA have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFLN is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFLN is cheaper with a 0.23% expense ratio, compared with 0.39% for MYHA.

IFLN has the higher dividend yield at 5.85%, compared with 2.06% for MYHA.

They also come from different issuers: Invesco and State Street. Their fees differ too: 0.23% for IFLN and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for IFLN and MYHA

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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