IGIB vs. BYMIX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Intermediate-Term Corporate Bond ETF (IGIB) and BNY Mellon Corporate Bond Fund (BYMIX).

IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007. BYMIX is managed by BNY Mellon. It was launched on Mar 2, 2012.

Performance

IGIB vs. BYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and BNY Mellon Corporate Bond Fund (BYMIX). The values are adjusted to include any dividend payments, if applicable.

IGIB vs. BYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGIB iShares Intermediate-Term Corporate Bond ETF	-0.38%	9.58%	3.49%	9.22%	-14.00%	-1.66%	9.64%	14.60%	-0.71%	3.50%
BYMIX BNY Mellon Corporate Bond Fund	0.00%	7.60%	4.64%	8.87%	-11.76%	-0.14%	7.94%	12.21%	-1.48%	5.52%

Returns By Period

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%

BYMIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. BYMIX - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than BYMIX's 0.81% expense ratio.

BYMIX

BNY Mellon Corporate Bond Fund

IGIB

iShares Intermediate-Term Corporate Bond ETF

Return for Risk

IGIB vs. BYMIX — Risk / Return Rank

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

IGIB

IGIB Risk / Return Rank: 68
IGIB Sharpe Ratio Rank: 69
IGIB Sortino Ratio Rank: 68
IGIB Omega Ratio Rank: 61
IGIB Calmar Ratio Rank: 76
IGIB Martin Ratio Rank: 69

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. BYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and BNY Mellon Corporate Bond Fund (BYMIX). 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.

	IGIB	BYMIX	Difference
Sharpe ratio Return per unit of total volatility	1.26	—	—
Sortino ratio Return per unit of downside risk	1.75	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	2.08	—	—
Martin ratio Return relative to average drawdown	7.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IGIB	BYMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	—	—
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	—	—

Correlation

The correlation between IGIB and BYMIX is 0.83, 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. BYMIX - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.75%, more than BYMIX's 3.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BYMIX BNY Mellon Corporate Bond Fund	3.00%	3.88%	3.89%	3.54%	3.46%	3.57%	3.13%	3.33%	3.63%	3.51%	3.38%	3.13%

Drawdowns

Drawdown Indicators

	IGIB	BYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-20.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-3.01%	—	—
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%	—	—
Average Drawdown Average peak-to-trough decline	-2.59%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	IGIB	BYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.83%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.55%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.04%	—	—