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IG vs. SPSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IG vs. SPSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Investment Grade Corporate Active ETF (IG) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). The values are adjusted to include any dividend payments, if applicable.

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IG vs. SPSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IG
Principal Investment Grade Corporate Active ETF
-0.41%8.06%1.99%7.49%-16.93%-0.93%10.79%12.85%-0.07%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.28%5.86%5.25%5.60%-3.31%-0.20%3.83%5.21%1.88%

Returns By Period

In the year-to-date period, IG achieves a -0.41% return, which is significantly lower than SPSB's 0.28% return.


IG

1D
0.67%
1M
-1.82%
YTD
-0.41%
6M
0.29%
1Y
4.97%
3Y*
4.48%
5Y*
0.30%
10Y*

SPSB

1D
0.17%
1M
-0.48%
YTD
0.28%
6M
1.46%
1Y
4.49%
3Y*
5.17%
5Y*
2.64%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IG vs. SPSB - Expense Ratio Comparison

IG has a 0.26% expense ratio, which is higher than SPSB's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IG vs. SPSB — Risk / Return Rank

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

IG
IG Risk / Return Rank: 4646
Overall Rank
IG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IG Sortino Ratio Rank: 4343
Sortino Ratio Rank
IG Omega Ratio Rank: 4040
Omega Ratio Rank
IG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IG Martin Ratio Rank: 5151
Martin Ratio Rank

SPSB
SPSB Risk / Return Rank: 9898
Overall Rank
SPSB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9898
Omega Ratio Rank
SPSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9797
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.

IG vs. SPSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.


IGSPSBDifference

Sharpe ratio

Return per unit of total volatility

0.85

3.01

-2.16

Sortino ratio

Return per unit of downside risk

1.21

4.62

-3.41

Omega ratio

Gain probability vs. loss probability

1.16

1.68

-0.52

Calmar ratio

Return relative to maximum drawdown

1.33

5.22

-3.89

Martin ratio

Return relative to average drawdown

4.93

21.58

-16.65

IG vs. SPSB - Sharpe Ratio Comparison

The current IG Sharpe Ratio is 0.85, which is lower than the SPSB Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of IG and SPSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGSPSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

3.01

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.35

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.86

-0.53

Correlation

The correlation between IG and SPSB is 0.64, 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.


Dividends

IG vs. SPSB - Dividend Comparison

IG's dividend yield for the trailing twelve months is around 5.04%, more than SPSB's 4.50% yield.


TTM20252024202320222021202020192018201720162015
IG
Principal Investment Grade Corporate Active ETF
5.04%5.05%5.19%4.36%7.18%3.16%4.76%4.63%3.62%0.00%0.00%0.00%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.50%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%

Drawdowns

IG vs. SPSB - Drawdown Comparison

The maximum IG drawdown since its inception was -23.17%, which is greater than SPSB's maximum drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for IG and SPSB.


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Drawdown Indicators


IGSPSBDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-11.75%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-0.87%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-5.96%

-17.21%

Max Drawdown (10Y)

Largest decline over 10 years

-11.75%

Current Drawdown

Current decline from peak

-3.54%

-0.48%

-3.06%

Average Drawdown

Average peak-to-trough decline

-6.89%

-0.55%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.21%

+0.82%

Volatility

IG vs. SPSB - Volatility Comparison

Principal Investment Grade Corporate Active ETF (IG) has a higher volatility of 2.32% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.64%. This indicates that IG's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSPSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

0.64%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

0.87%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

1.50%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

1.97%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

3.06%

+4.38%