PortfoliosLab logoPortfoliosLab logo
IHY vs. ANGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHY vs. ANGL - Performance Comparison

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

Loading graphics...

IHY vs. ANGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHY
VanEck Vectors International High Yield Bond ETF
-1.31%13.39%3.55%12.11%-14.34%-2.82%8.65%12.77%-4.52%12.54%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
-0.56%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.84%9.71%

Returns By Period

In the year-to-date period, IHY achieves a -1.31% return, which is significantly lower than ANGL's -0.56% return. Over the past 10 years, IHY has underperformed ANGL with an annualized return of 4.15%, while ANGL has yielded a comparatively higher 6.73% annualized return.


IHY

1D
0.36%
1M
-1.93%
YTD
-1.31%
6M
-0.10%
1Y
8.29%
3Y*
8.02%
5Y*
1.78%
10Y*
4.15%

ANGL

1D
0.65%
1M
-2.01%
YTD
-0.56%
6M
0.13%
1Y
6.50%
3Y*
7.37%
5Y*
3.32%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IHY vs. ANGL - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than ANGL's 0.35% expense ratio.


Return for Risk

IHY vs. ANGL — Risk / Return Rank

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

IHY
IHY Risk / Return Rank: 6868
Overall Rank
IHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 7272
Sortino Ratio Rank
IHY Omega Ratio Rank: 6767
Omega Ratio Rank
IHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
IHY Martin Ratio Rank: 6363
Martin Ratio Rank

ANGL
ANGL Risk / Return Rank: 5353
Overall Rank
ANGL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5050
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6363
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4646
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5252
Martin Ratio Rank
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.

IHY vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) 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.


IHYANGLDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.00

+0.32

Sortino ratio

Return per unit of downside risk

1.89

1.40

+0.50

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.78

1.26

+0.52

Martin ratio

Return relative to average drawdown

6.77

5.20

+1.57

IHY vs. ANGL - Sharpe Ratio Comparison

The current IHY Sharpe Ratio is 1.32, which is higher than the ANGL Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IHY 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.


Loading graphics...

Sharpe Ratios by Period


IHYANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.00

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.44

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.73

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.73

-0.20

Correlation

The correlation between IHY and ANGL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IHY vs. ANGL - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.65%, less than ANGL's 6.42% yield.


TTM20252024202320222021202020192018201720162015
IHY
VanEck Vectors International High Yield Bond ETF
5.65%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.42%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%

Drawdowns

IHY vs. ANGL - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for IHY and ANGL.


Loading graphics...

Drawdown Indicators


IHYANGLDifference

Max Drawdown

Largest peak-to-trough decline

-27.63%

-29.31%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-5.28%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-19.25%

-8.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

-29.31%

+1.68%

Current Drawdown

Current decline from peak

-3.33%

-2.38%

-0.95%

Average Drawdown

Average peak-to-trough decline

-5.33%

-3.33%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.28%

-0.03%

Volatility

IHY vs. ANGL - Volatility Comparison

VanEck Vectors International High Yield Bond ETF (IHY) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) have volatilities of 2.51% and 2.64%, 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.


Loading graphics...

Volatility by Period


IHYANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.64%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.40%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

6.54%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

7.61%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

9.30%

-1.58%