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IGEB vs. GHYB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGEB and GHYB is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

IGEB vs. GHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and Goldman Sachs Access High Yield Corporate Bond ETF (GHYB). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
20.75%
31.49%
IGEB
GHYB

Key characteristics

Sharpe Ratio

IGEB:

1.21

GHYB:

1.25

Sortino Ratio

IGEB:

1.77

GHYB:

1.68

Omega Ratio

IGEB:

1.21

GHYB:

1.23

Calmar Ratio

IGEB:

0.58

GHYB:

1.78

Martin Ratio

IGEB:

3.69

GHYB:

9.10

Ulcer Index

IGEB:

1.75%

GHYB:

0.64%

Daily Std Dev

IGEB:

5.36%

GHYB:

4.66%

Max Drawdown

IGEB:

-21.30%

GHYB:

-21.48%

Current Drawdown

IGEB:

-3.46%

GHYB:

-3.28%

Returns By Period

In the year-to-date period, IGEB achieves a 2.36% return, which is significantly higher than GHYB's -1.06% return.


IGEB

YTD

2.36%

1M

0.09%

6M

0.19%

1Y

6.22%

5Y*

2.42%

10Y*

N/A

GHYB

YTD

-1.06%

1M

-3.15%

6M

-0.99%

1Y

5.87%

5Y*

6.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGEB vs. GHYB - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than GHYB's 0.34% expense ratio.


GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
Expense ratio chart for GHYB: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GHYB: 0.34%
Expense ratio chart for IGEB: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGEB: 0.18%

Risk-Adjusted Performance

IGEB vs. GHYB — Risk-Adjusted Performance Rank

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

IGEB
The Risk-Adjusted Performance Rank of IGEB is 7979
Overall Rank
The Sharpe Ratio Rank of IGEB is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IGEB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IGEB is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IGEB is 6868
Calmar Ratio Rank
The Martin Ratio Rank of IGEB is 7777
Martin Ratio Rank

GHYB
The Risk-Adjusted Performance Rank of GHYB is 8888
Overall Rank
The Sharpe Ratio Rank of GHYB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GHYB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GHYB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GHYB is 9090
Calmar Ratio Rank
The Martin Ratio Rank of GHYB is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGEB vs. GHYB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Goldman Sachs Access High Yield Corporate Bond ETF (GHYB). 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.


Sharpe ratio
The chart of Sharpe ratio for IGEB, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.00
IGEB: 1.21
GHYB: 1.25
The chart of Sortino ratio for IGEB, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.0010.00
IGEB: 1.77
GHYB: 1.68
The chart of Omega ratio for IGEB, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
IGEB: 1.21
GHYB: 1.23
The chart of Calmar ratio for IGEB, currently valued at 0.58, compared to the broader market0.005.0010.0015.00
IGEB: 0.58
GHYB: 1.78
The chart of Martin ratio for IGEB, currently valued at 3.69, compared to the broader market0.0020.0040.0060.0080.00
IGEB: 3.69
GHYB: 9.10

The current IGEB Sharpe Ratio is 1.21, which is comparable to the GHYB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IGEB and GHYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.21
1.25
IGEB
GHYB

Dividends

IGEB vs. GHYB - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.05%, less than GHYB's 7.04% yield.


TTM20242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
5.05%5.09%4.60%3.64%3.63%2.90%5.61%3.59%1.61%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
7.04%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%

Drawdowns

IGEB vs. GHYB - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.30%, roughly equal to the maximum GHYB drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for IGEB and GHYB. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.46%
-3.28%
IGEB
GHYB

Volatility

IGEB vs. GHYB - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 1.28%, while Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) has a volatility of 2.36%. This indicates that IGEB experiences smaller price fluctuations and is considered to be less risky than GHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.28%
2.36%
IGEB
GHYB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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