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IGEB vs. BINC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGEB vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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IGEB vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
IGEB
iShares Investment Grade Bond Factor ETF
-0.52%8.17%3.10%6.61%
BINC
iShares Flexible Income Active ETF
-0.78%7.57%5.76%7.08%

Returns By Period

In the year-to-date period, IGEB achieves a -0.52% return, which is significantly higher than BINC's -0.78% return.


IGEB

1D
0.51%
1M
-1.90%
YTD
-0.52%
6M
0.32%
1Y
5.18%
3Y*
5.36%
5Y*
1.21%
10Y*

BINC

1D
0.33%
1M
-2.11%
YTD
-0.78%
6M
0.65%
1Y
5.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGEB vs. BINC - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than BINC's 0.40% expense ratio.


Return for Risk

IGEB vs. BINC — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 6060
Overall Rank
IGEB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGEB Omega Ratio Rank: 5252
Omega Ratio Rank
IGEB Calmar Ratio Rank: 7070
Calmar Ratio Rank
IGEB Martin Ratio Rank: 6161
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 8484
Overall Rank
BINC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8787
Sortino Ratio Rank
BINC Omega Ratio Rank: 9191
Omega Ratio Rank
BINC Calmar Ratio Rank: 7676
Calmar Ratio Rank
BINC Martin Ratio Rank: 7979
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.

IGEB vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and iShares Flexible Income Active ETF (BINC). 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.


IGEBBINCDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.74

-0.71

Sortino ratio

Return per unit of downside risk

1.42

2.29

-0.87

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratio

Return relative to maximum drawdown

1.74

1.91

-0.17

Martin ratio

Return relative to average drawdown

5.88

7.93

-2.06

IGEB vs. BINC - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.02, which is lower than the BINC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IGEB and BINC, 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


IGEBBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.74

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

2.28

-1.81

Correlation

The correlation between IGEB and BINC is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGEB vs. BINC - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 4.99%, less than BINC's 5.91% yield.


TTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
4.58%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
BINC
iShares Flexible Income Active ETF
5.46%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGEB vs. BINC - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for IGEB and BINC.


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Drawdown Indicators


IGEBBINCDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-2.69%

-18.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.69%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-1.95%

-2.14%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.97%

-0.33%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.65%

+0.26%

Volatility

IGEB vs. BINC - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) has a higher volatility of 2.13% compared to iShares Flexible Income Active ETF (BINC) at 1.25%. This indicates that IGEB's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEBBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.25%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

1.69%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

2.94%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

3.03%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

3.03%

+3.53%