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IGBH vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBH vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGBH achieves a 2.23% return, which is significantly lower than LVHI's 12.28% return.


IGBH

1D
0.00%
1M
0.38%
YTD
2.23%
6M
2.64%
1Y
8.85%
3Y*
8.41%
5Y*
5.24%
10Y*
5.04%

LVHI

1D
-0.34%
1M
-0.85%
YTD
12.28%
6M
12.83%
1Y
30.95%
3Y*
20.79%
5Y*
15.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBH vs. LVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.23%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%
LVHI
Franklin International Low Volatility High Dividend Index ETF
12.28%27.12%14.81%17.45%3.84%18.19%-8.76%18.35%-5.22%12.26%

Correlation

The correlation between IGBH and LVHI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2016

0.33

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Return for Risk

IGBH vs. LVHI — Risk / Return Rank

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

IGBH
IGBH Risk / Return Rank: 6464
Overall Rank
IGBH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7777
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4343
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4848
Martin Ratio Rank

LVHI
LVHI Risk / Return Rank: 9292
Overall Rank
LVHI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9494
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9393
Omega Ratio Rank
LVHI Calmar Ratio Rank: 9090
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9292
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.

IGBH vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.


IGBHLVHIDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.43

1.61

-0.18

Calmar ratioReturn relative to maximum drawdown

2.09

5.12

-3.02

Martin ratioReturn relative to average drawdown

7.70

21.20

-13.50

IGBH vs. LVHI - Sharpe Ratio Comparison

The current IGBH Sharpe Ratio is 2.20, which is lower than the LVHI Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of IGBH and LVHI, 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

IGBH vs. LVHI - Drawdown Comparison

The maximum IGBH drawdown since its inception was -33.67%, roughly equal to the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IGBH and LVHI.


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Drawdown Indicators


IGBHLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-32.31%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-6.08%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-11.99%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-11.99%

+1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-0.44%

-1.31%

+0.87%

Average Drawdown

Average peak-to-trough decline

-2.65%

-3.51%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

1.47%

-0.32%

Volatility

IGBH vs. LVHI - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) is 0.75%, while Franklin International Low Volatility High Dividend Index ETF (LVHI) has a volatility of 2.66%. This indicates that IGBH experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGBHLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

2.66%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

7.70%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

9.63%

-5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

11.07%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

13.75%

-4.55%

IGBH vs. LVHI - Expense Ratio Comparison

IGBH has a 0.16% expense ratio, which is lower than LVHI's 0.40% expense ratio.


Dividends

IGBH vs. LVHI - Dividend Comparison

IGBH's dividend yield for the trailing twelve months is around 5.67%, more than LVHI's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.67%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.75%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%0.00%

Frequently Asked Questions


IGBH and LVHI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVHI has higher volatility (2.66%) compared to IGBH (0.75%). In terms of maximum drawdown, IGBH dropped -33.67% vs LVHI's -32.31%.

On 5-year performance, LVHI leads with 15.85% vs 5.24% for IGBH. On fees, IGBH is cheaper at 0.16% per year. On volatility, IGBH has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LVHI has performed better with a 15.85% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGBH is cheaper with a 0.16% expense ratio, compared with 0.40% for LVHI.

IGBH has the higher dividend yield at 5.67%, compared with 4.75% for LVHI.

IGBH is categorized as Corporate Bonds, while LVHI is Volatility Hedged Equity. IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.16% for IGBH and 0.40% for LVHI.

LVHI currently has the higher Sharpe Ratio (3.23 vs 2.20), 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 IGBH and LVHI

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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