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IGIB vs. BBBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIB vs. BBBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). The values are adjusted to include any dividend payments, if applicable.

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IGIB vs. BBBL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IGIB achieves a -0.38% return, which is significantly higher than BBBL's -0.52% return.


IGIB

1D
0.07%
1M
-1.57%
YTD
-0.38%
6M
0.43%
1Y
6.04%
3Y*
5.80%
5Y*
1.58%
10Y*
3.08%

BBBL

1D
0.04%
1M
-2.45%
YTD
-0.52%
6M
-1.66%
1Y
3.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIB vs. BBBL - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than BBBL's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGIB vs. BBBL — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 6868
Overall Rank
IGIB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 6868
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6161
Omega Ratio Rank
IGIB Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGIB Martin Ratio Rank: 6969
Martin Ratio Rank

BBBL
BBBL Risk / Return Rank: 2323
Overall Rank
BBBL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2020
Omega Ratio Rank
BBBL Calmar Ratio Rank: 2828
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2323
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.

IGIB vs. BBBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.


IGIBBBBLDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.38

+0.88

Sortino ratio

Return per unit of downside risk

1.75

0.58

+1.18

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

2.08

0.76

+1.32

Martin ratio

Return relative to average drawdown

7.37

1.81

+5.56

IGIB vs. BBBL - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.26, which is higher than the BBBL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IGIB and BBBL, 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


IGIBBBBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.38

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.34

+0.36

Correlation

The correlation between IGIB and BBBL is 0.93, 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

IGIB vs. BBBL - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.75%, less than BBBL's 5.79% yield.


TTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.75%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.79%5.77%5.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGIB vs. BBBL - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than BBBL's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for IGIB and BBBL.


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Drawdown Indicators


IGIBBBBLDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-9.43%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-5.70%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-1.91%

-3.58%

+1.67%

Average Drawdown

Average peak-to-trough decline

-2.59%

-3.36%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.37%

-1.52%

Volatility

IGIB vs. BBBL - Volatility Comparison

The current volatility for iShares Intermediate-Term Corporate Bond ETF (IGIB) is 2.12%, while Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a volatility of 3.98%. This indicates that IGIB experiences smaller price fluctuations and is considered to be less risky than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBBBBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

3.98%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

5.55%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

10.08%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

9.96%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.04%

9.96%

-3.92%