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

Correlation

The correlation between IGLB and BLV is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Sharpe Ratio

IGLB:

0.12

BLV:

0.02

Sortino Ratio

IGLB:

0.29

BLV:

0.17

Omega Ratio

IGLB:

1.04

BLV:

1.02

Calmar Ratio

IGLB:

0.08

BLV:

0.03

Martin Ratio

IGLB:

0.39

BLV:

0.14

Ulcer Index

IGLB:

4.66%

BLV:

5.86%

Daily Std Dev

IGLB:

11.22%

BLV:

11.75%

Max Drawdown

IGLB:

-34.12%

BLV:

-38.29%

Current Drawdown

IGLB:

-21.12%

BLV:

-29.68%

Returns By Period

In the year-to-date period, IGLB achieves a -0.89% return, which is significantly lower than BLV's -0.67% return. Over the past 10 years, IGLB has outperformed BLV with an annualized return of 2.08%, while BLV has yielded a comparatively lower 1.07% annualized return.


IGLB

YTD

-0.89%

1M

0.23%

6M

-2.29%

1Y

1.34%

5Y*

-2.10%

10Y*

2.08%

BLV

YTD

-0.67%

1M

-0.81%

6M

-2.22%

1Y

0.23%

5Y*

-5.26%

10Y*

1.07%

*Annualized

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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%.


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 2020
Overall Rank
The Sharpe Ratio Rank of IGLB is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLB is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IGLB is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IGLB is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IGLB is 2020
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 1616
Overall Rank
The Sharpe Ratio Rank of BLV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 1515
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 1717
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 1717
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 current IGLB Sharpe Ratio is 0.12, which is higher than the BLV Sharpe Ratio of 0.02. 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.


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Dividends

IGLB vs. BLV - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.31%, more than BLV's 4.77% yield.


TTM20242023202220212020201920182017201620152014
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.31%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
4.77%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.


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Volatility

IGLB vs. BLV - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Vanguard Long-Term Bond ETF (BLV) have volatilities of 3.15% and 3.22%, 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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