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IG vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IG vs. YLD - Performance Comparison

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

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IG vs. YLD - 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%
YLD
Principal Active High Yield ETF
0.96%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-1.96%

Returns By Period

In the year-to-date period, IG achieves a -0.41% return, which is significantly lower than YLD's 0.96% return.


IG

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

YLD

1D
1.17%
1M
-0.31%
YTD
0.96%
6M
1.18%
1Y
6.99%
3Y*
8.54%
5Y*
4.95%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IG vs. YLD - Expense Ratio Comparison

IG has a 0.26% expense ratio, which is lower than YLD's 0.39% expense ratio.


Return for Risk

IG vs. YLD — 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

YLD
YLD Risk / Return Rank: 6767
Overall Rank
YLD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 6464
Sortino Ratio Rank
YLD Omega Ratio Rank: 7070
Omega Ratio Rank
YLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
YLD Martin Ratio Rank: 7878
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. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) and Principal Active High Yield ETF (YLD). 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.


IGYLDDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.08

-0.23

Sortino ratio

Return per unit of downside risk

1.21

1.60

-0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

1.33

1.56

-0.23

Martin ratio

Return relative to average drawdown

4.93

8.21

-3.28

IG vs. YLD - Sharpe Ratio Comparison

The current IG Sharpe Ratio is 0.85, which is comparable to the YLD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of IG and YLD, 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


IGYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.08

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.78

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.63

-0.30

Correlation

The correlation between IG and YLD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IG vs. YLD - Dividend Comparison

IG's dividend yield for the trailing twelve months is around 5.04%, less than YLD's 7.30% 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%
YLD
Principal Active High Yield ETF
7.30%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

IG vs. YLD - Drawdown Comparison

The maximum IG drawdown since its inception was -23.17%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for IG and YLD.


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Drawdown Indicators


IGYLDDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-28.34%

+5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-4.42%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-13.89%

-9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-3.54%

-0.77%

-2.77%

Average Drawdown

Average peak-to-trough decline

-6.89%

-2.74%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.84%

+0.19%

Volatility

IG vs. YLD - Volatility Comparison

Principal Investment Grade Corporate Active ETF (IG) and Principal Active High Yield ETF (YLD) have volatilities of 2.32% and 2.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.39%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

3.40%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

6.50%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

6.38%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

8.26%

-0.82%