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

Correlation

The correlation between IGSB and ANGL is 0.31, 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.


-0.50.00.51.00.3

Performance

IGSB vs. ANGL - Performance Comparison

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

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.34%
3.40%
IGSB
ANGL

Key characteristics

Sharpe Ratio

IGSB:

2.00

ANGL:

1.10

Sortino Ratio

IGSB:

2.97

ANGL:

1.57

Omega Ratio

IGSB:

1.38

ANGL:

1.20

Calmar Ratio

IGSB:

4.04

ANGL:

1.08

Martin Ratio

IGSB:

9.55

ANGL:

6.38

Ulcer Index

IGSB:

0.50%

ANGL:

0.83%

Daily Std Dev

IGSB:

2.37%

ANGL:

4.80%

Max Drawdown

IGSB:

-13.38%

ANGL:

-35.07%

Current Drawdown

IGSB:

-0.46%

ANGL:

-0.94%

Returns By Period

In the year-to-date period, IGSB achieves a 0.12% return, which is significantly lower than ANGL's 0.49% return. Over the past 10 years, IGSB has underperformed ANGL with an annualized return of 2.19%, while ANGL has yielded a comparatively higher 6.15% annualized return.


IGSB

YTD

0.12%

1M

-0.02%

6M

2.34%

1Y

5.05%

5Y*

1.98%

10Y*

2.19%

ANGL

YTD

0.49%

1M

-0.46%

6M

3.40%

1Y

5.88%

5Y*

4.26%

10Y*

6.15%

*Annualized

Compare stocks, funds, or ETFs

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


IGSB vs. ANGL - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is lower than ANGL's 0.35% expense ratio.


ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
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%
Expense ratio chart for IGSB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IGSB vs. ANGL — Risk-Adjusted Performance Rank

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

IGSB
The Risk-Adjusted Performance Rank of IGSB is 8484
Overall Rank
The Sharpe Ratio Rank of IGSB is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IGSB is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IGSB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IGSB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IGSB is 7575
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 5454
Overall Rank
The Sharpe Ratio Rank of ANGL is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 6262
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.

IGSB vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) 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 IGSB, currently valued at 2.00, compared to the broader market0.002.004.002.001.10
The chart of Sortino ratio for IGSB, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.971.57
The chart of Omega ratio for IGSB, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.20
The chart of Calmar ratio for IGSB, currently valued at 4.04, compared to the broader market0.005.0010.0015.004.041.08
The chart of Martin ratio for IGSB, currently valued at 9.55, compared to the broader market0.0020.0040.0060.0080.00100.009.556.38
IGSB
ANGL

The current IGSB Sharpe Ratio is 2.00, which is higher than the ANGL Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IGSB 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.00
1.10
IGSB
ANGL

Dividends

IGSB vs. ANGL - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.01%, less than ANGL's 6.25% yield.


TTM20242023202220212020201920182017201620152014
IGSB
iShares Short-Term Corporate Bond ETF
4.01%4.02%3.26%2.07%1.82%2.37%3.07%2.46%1.65%1.45%1.18%0.94%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.25%6.29%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%

Drawdowns

IGSB vs. ANGL - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for IGSB and ANGL. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.46%
-0.94%
IGSB
ANGL

Volatility

IGSB vs. ANGL - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.75%, while VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a volatility of 1.93%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.75%
1.93%
IGSB
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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