PortfoliosLab logo
IGLB vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLB and BLV is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IGLB vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%95.00%100.00%NovemberDecember2025FebruaryMarchApril
89.25%
75.37%
IGLB
BLV

Key characteristics

Sharpe Ratio

IGLB:

0.51

BLV:

0.46

Sortino Ratio

IGLB:

0.77

BLV:

0.70

Omega Ratio

IGLB:

1.09

BLV:

1.08

Calmar Ratio

IGLB:

0.24

BLV:

0.17

Martin Ratio

IGLB:

1.33

BLV:

0.97

Ulcer Index

IGLB:

4.37%

BLV:

5.55%

Daily Std Dev

IGLB:

11.28%

BLV:

11.77%

Max Drawdown

IGLB:

-34.12%

BLV:

-38.29%

Current Drawdown

IGLB:

-19.28%

BLV:

-27.64%

Returns By Period

In the year-to-date period, IGLB achieves a 1.42% return, which is significantly lower than BLV's 2.21% return. Over the past 10 years, IGLB has outperformed BLV with an annualized return of 1.91%, while BLV has yielded a comparatively lower 0.99% annualized return.


IGLB

YTD

1.42%

1M

-0.11%

6M

-0.82%

1Y

6.91%

5Y*

-2.10%

10Y*

1.91%

BLV

YTD

2.21%

1M

-0.07%

6M

-0.79%

1Y

6.61%

5Y*

-5.07%

10Y*

0.99%

*Annualized

Compare stocks, funds, or ETFs

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


IGLB vs. BLV - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is higher than BLV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IGLB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGLB: 0.06%
Expense ratio chart for BLV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLV: 0.04%

Risk-Adjusted Performance

IGLB vs. BLV — Risk-Adjusted Performance Rank

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

IGLB
The Risk-Adjusted Performance Rank of IGLB is 4949
Overall Rank
The Sharpe Ratio Rank of IGLB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IGLB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IGLB is 4040
Calmar Ratio Rank
The Martin Ratio Rank of IGLB is 4747
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 4444
Overall Rank
The Sharpe Ratio Rank of BLV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4040
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.

IGLB vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Vanguard Long-Term Bond ETF (BLV). 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.


The chart of Sharpe ratio for IGLB, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.00
IGLB: 0.51
BLV: 0.46
The chart of Sortino ratio for IGLB, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.00
IGLB: 0.77
BLV: 0.70
The chart of Omega ratio for IGLB, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
IGLB: 1.09
BLV: 1.08
The chart of Calmar ratio for IGLB, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
IGLB: 0.24
BLV: 0.17
The chart of Martin ratio for IGLB, currently valued at 1.33, compared to the broader market0.0020.0040.0060.00
IGLB: 1.33
BLV: 0.97

The current IGLB Sharpe Ratio is 0.51, which is comparable to the BLV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IGLB and BLV, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.51
0.46
IGLB
BLV

Dividends

IGLB vs. BLV - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.15%, more than BLV's 4.62% yield.


TTM20242023202220212020201920182017201620152014
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.15%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%4.12%
BLV
Vanguard Long-Term Bond ETF
4.62%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

IGLB vs. BLV - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for IGLB and BLV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-19.28%
-27.64%
IGLB
BLV

Volatility

IGLB vs. BLV - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 6.27% compared to Vanguard Long-Term Bond ETF (BLV) at 5.51%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
6.27%
5.51%
IGLB
BLV