PortfoliosLab logoPortfoliosLab logo
IGHG vs. IBIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. IBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and iShares iBonds Oct 2029 Term TIPS ETF (IBIF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGHG achieves a 2.17% return, which is significantly higher than IBIF's 1.91% return.


IGHG

1D
0.05%
1M
0.76%
YTD
2.17%
6M
2.54%
1Y
5.77%
3Y*
8.57%
5Y*
5.24%
10Y*
4.72%

IBIF

1D
-0.02%
1M
-0.11%
YTD
1.91%
6M
1.78%
1Y
4.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. IBIF - Yearly Performance Comparison


2026 (YTD)202520242023
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.17%5.65%9.20%3.58%
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
1.91%7.27%3.11%3.95%

Correlation

The correlation between IGHG and IBIF is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

-0.15

Compare stocks, funds, or ETFs

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


Return for Risk

IGHG vs. IBIF — Risk / Return Rank

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

IGHG
IGHG Risk / Return Rank: 5656
Overall Rank
IGHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5050
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6464
Martin Ratio Rank

IBIF
IBIF Risk / Return Rank: 8484
Overall Rank
IBIF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IBIF Sortino Ratio Rank: 9090
Sortino Ratio Rank
IBIF Omega Ratio Rank: 8282
Omega Ratio Rank
IBIF Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBIF Martin Ratio Rank: 8585
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.

IGHG vs. IBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and iShares iBonds Oct 2029 Term TIPS ETF (IBIF). 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.


IGHGIBIFDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.32

1.49

-0.18

Calmar ratioReturn relative to maximum drawdown

3.31

5.25

-1.94

Martin ratioReturn relative to average drawdown

11.71

17.34

-5.63

IGHG vs. IBIF - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.68, which is lower than the IBIF Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IGHG and IBIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IGHGIBIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.46

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.72

-1.18

Drawdowns

IGHG vs. IBIF - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, which is greater than IBIF's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for IGHG and IBIF.


Loading charts...

Drawdown Indicators


IGHGIBIFDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-2.50%

-22.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-0.95%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-0.11%

-0.11%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.30%

-0.55%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.29%

+0.21%

Volatility

IGHG vs. IBIF - Volatility Comparison

ProShares Investment Grade-Interest Rate Hedged (IGHG) has a higher volatility of 0.62% compared to iShares iBonds Oct 2029 Term TIPS ETF (IBIF) at 0.46%. This indicates that IGHG's price experiences larger fluctuations and is considered to be riskier than IBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGHGIBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.46%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

1.33%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

2.03%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

3.55%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

3.55%

+3.91%

IGHG vs. IBIF - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is higher than IBIF's 0.10% expense ratio.


Dividends

IGHG vs. IBIF - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.11%, more than IBIF's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
3.74%4.51%4.05%0.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%

Frequently Asked Questions


IGHG and IBIF have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGHG has higher volatility (0.62%) compared to IBIF (0.46%). In terms of maximum drawdown, IGHG dropped -25.16% vs IBIF's -2.50%.

On 1-year performance, IGHG leads with 5.77% vs 4.97% for IBIF. On fees, IBIF is cheaper at 0.10% per year. On volatility, IBIF has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGHG has performed better with a 5.77% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIF is cheaper with a 0.10% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 3.74% for IBIF.

IGHG is categorized as Corporate Bonds, while IBIF is Inflation-Protected Bonds. IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while IBIF tracks ICE 2029 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.30% for IGHG and 0.10% for IBIF.

IBIF currently has the higher Sharpe Ratio (2.46 vs 1.68), 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 IGHG and IBIF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer