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IGEB vs. PTBD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. PTBD - Performance Comparison

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

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Returns By Period

In the year-to-date period, IGEB achieves a 0.64% return, which is significantly lower than PTBD's 0.97% return.


IGEB

1D
-0.03%
1M
0.48%
YTD
0.64%
6M
0.77%
1Y
6.24%
3Y*
5.96%
5Y*
1.25%
10Y*

PTBD

1D
0.10%
1M
0.29%
YTD
0.97%
6M
0.81%
1Y
3.88%
3Y*
5.02%
5Y*
-1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. PTBD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGEB
iShares Investment Grade Bond Factor ETF
0.64%8.17%3.10%9.56%-14.85%-1.14%11.23%1.31%
PTBD
Pacer Trendpilot US Bond ETF
0.97%2.49%4.24%8.84%-20.88%0.47%10.62%2.49%

Correlation

The correlation between IGEB and PTBD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.71

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2019

0.57

The correlation between IGEB and PTBD shifts across timeframes, from 0.57 (all time) to 0.71 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGEB vs. PTBD — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4242
Overall Rank
IGEB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGEB Omega Ratio Rank: 4141
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4242
Martin Ratio Rank

PTBD
PTBD Risk / Return Rank: 2828
Overall Rank
PTBD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PTBD Sortino Ratio Rank: 2828
Sortino Ratio Rank
PTBD Omega Ratio Rank: 2929
Omega Ratio Rank
PTBD Calmar Ratio Rank: 2626
Calmar Ratio Rank
PTBD Martin Ratio Rank: 3131
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. PTBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Pacer Trendpilot US Bond ETF (PTBD). 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.


IGEBPTBDDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.05

+0.46

Sortino ratio

Return per unit of downside risk

2.22

1.52

+0.70

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

2.09

1.24

+0.86

Martin ratio

Return relative to average drawdown

6.88

4.69

+2.19

IGEB vs. PTBD - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.51, which is higher than the PTBD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IGEB and PTBD, 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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Sharpe Ratios by Period


IGEBPTBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.05

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.21

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.11

+0.38

Drawdowns

IGEB vs. PTBD - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, smaller than the maximum PTBD drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for IGEB and PTBD.


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Drawdown Indicators


IGEBPTBDDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-26.00%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-3.12%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-3.82%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-26.00%

+4.87%

Current Drawdown

Current decline from peak

-0.81%

-8.89%

+8.08%

Average Drawdown

Average peak-to-trough decline

-4.90%

-10.16%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.82%

+0.06%

Volatility

IGEB vs. PTBD - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) and Pacer Trendpilot US Bond ETF (PTBD) have volatilities of 1.35% and 1.30%, 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


IGEBPTBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.30%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

2.88%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.72%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

7.25%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

7.81%

-1.29%

IGEB vs. PTBD - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than PTBD's 0.60% expense ratio.


Dividends

IGEB vs. PTBD - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.05%, less than PTBD's 5.87% yield.


PositionTTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
5.05%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
PTBD
Pacer Trendpilot US Bond ETF
5.87%5.62%6.56%6.55%6.14%2.70%2.50%0.62%0.00%0.00%

Frequently Asked Questions


IGEB and PTBD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGEB has higher volatility (1.35%) compared to PTBD (1.30%). In terms of maximum drawdown, IGEB dropped -21.13% vs PTBD's -26.00%.

On 5-year performance, IGEB leads with 1.25% vs -1.51% for PTBD. On fees, IGEB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGEB has performed better with a 1.25% return vs -1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.60% for PTBD.

PTBD has the higher dividend yield at 5.87%, compared with 5.05% for IGEB.

IGEB is categorized as Corporate Bonds, while PTBD is High Yield Bonds. IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while PTBD tracks Pacer Trendpilot US Bond Index. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.18% for IGEB and 0.60% for PTBD.

IGEB currently has the higher Sharpe Ratio (1.51 vs 1.05), 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

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