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IGOV vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGOV and ANGL is 0.21, 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.


-0.50.00.51.00.2

Performance

IGOV vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-18.33%
132.56%
IGOV
ANGL

Key characteristics

Sharpe Ratio

IGOV:

-0.49

ANGL:

1.38

Sortino Ratio

IGOV:

-0.63

ANGL:

1.96

Omega Ratio

IGOV:

0.93

ANGL:

1.25

Calmar Ratio

IGOV:

-0.13

ANGL:

1.34

Martin Ratio

IGOV:

-1.03

ANGL:

7.91

Ulcer Index

IGOV:

4.06%

ANGL:

0.83%

Daily Std Dev

IGOV:

8.51%

ANGL:

4.76%

Max Drawdown

IGOV:

-35.88%

ANGL:

-35.07%

Current Drawdown

IGOV:

-31.56%

ANGL:

-0.63%

Returns By Period

In the year-to-date period, IGOV achieves a -1.46% return, which is significantly lower than ANGL's 0.80% return. Over the past 10 years, IGOV has underperformed ANGL with an annualized return of -2.00%, while ANGL has yielded a comparatively higher 6.44% annualized return.


IGOV

YTD

-1.46%

1M

-1.66%

6M

-3.72%

1Y

-4.30%

5Y*

-5.14%

10Y*

-2.00%

ANGL

YTD

0.80%

1M

1.60%

6M

4.16%

1Y

6.32%

5Y*

4.32%

10Y*

6.44%

*Annualized

Compare stocks, funds, or ETFs

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


IGOV vs. ANGL - Expense Ratio Comparison

Both IGOV and ANGL have an expense ratio of 0.35%.


IGOV
iShares International Treasury Bond ETF
Expense ratio chart for IGOV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

IGOV vs. ANGL — Risk-Adjusted Performance Rank

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

IGOV
The Risk-Adjusted Performance Rank of IGOV is 33
Overall Rank
The Sharpe Ratio Rank of IGOV is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of IGOV is 33
Sortino Ratio Rank
The Omega Ratio Rank of IGOV is 33
Omega Ratio Rank
The Calmar Ratio Rank of IGOV is 44
Calmar Ratio Rank
The Martin Ratio Rank of IGOV is 22
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 5454
Overall Rank
The Sharpe Ratio Rank of ANGL is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 5252
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 6363
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.

IGOV vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


Sharpe ratio
The chart of Sharpe ratio for IGOV, currently valued at -0.49, compared to the broader market0.002.004.00-0.491.38
The chart of Sortino ratio for IGOV, currently valued at -0.63, compared to the broader market0.005.0010.00-0.631.96
The chart of Omega ratio for IGOV, currently valued at 0.93, compared to the broader market1.002.003.000.931.25
The chart of Calmar ratio for IGOV, currently valued at -0.13, compared to the broader market0.005.0010.0015.0020.00-0.131.34
The chart of Martin ratio for IGOV, currently valued at -1.03, compared to the broader market0.0020.0040.0060.0080.00100.00-1.037.91
IGOV
ANGL

The current IGOV Sharpe Ratio is -0.49, which is lower than the ANGL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IGOV and ANGL, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.49
1.38
IGOV
ANGL

Dividends

IGOV vs. ANGL - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 0.60%, less than ANGL's 6.24% yield.


TTM20242023202220212020201920182017201620152014
IGOV
iShares International Treasury Bond ETF
0.60%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.24%6.29%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%

Drawdowns

IGOV vs. ANGL - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, roughly equal to the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for IGOV and ANGL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.56%
-0.63%
IGOV
ANGL

Volatility

IGOV vs. ANGL - Volatility Comparison

iShares International Treasury Bond ETF (IGOV) has a higher volatility of 2.65% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.94%. This indicates that IGOV's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember2025
2.65%
1.94%
IGOV
ANGL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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