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ITDG vs. IGIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITDG vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2055 ETF (ITDG) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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ITDG vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023
ITDG
Ishares Lifepath Target Date 2055 ETF
-1.56%21.85%16.56%12.83%
IGIB
iShares Intermediate-Term Corporate Bond ETF
-0.45%9.58%3.49%11.17%

Returns By Period

In the year-to-date period, ITDG achieves a -1.56% return, which is significantly lower than IGIB's -0.45% return.


ITDG

1D
2.93%
1M
-6.36%
YTD
-1.56%
6M
1.49%
1Y
21.07%
3Y*
5Y*
10Y*

IGIB

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.74%
1Y
6.18%
3Y*
5.78%
5Y*
1.57%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITDG vs. IGIB - Expense Ratio Comparison

ITDG has a 0.11% expense ratio, which is higher than IGIB's 0.06% 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%.


Return for Risk

ITDG vs. IGIB — Risk / Return Rank

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

ITDG
ITDG Risk / Return Rank: 7474
Overall Rank
ITDG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ITDG Sortino Ratio Rank: 7373
Sortino Ratio Rank
ITDG Omega Ratio Rank: 7474
Omega Ratio Rank
ITDG Calmar Ratio Rank: 7171
Calmar Ratio Rank
ITDG Martin Ratio Rank: 7979
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 7474
Overall Rank
IGIB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6868
Omega Ratio Rank
IGIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
IGIB Martin Ratio Rank: 7676
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.

ITDG vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


ITDGIGIBDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.29

-0.05

Sortino ratio

Return per unit of downside risk

1.82

1.79

+0.03

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

1.76

2.11

-0.35

Martin ratio

Return relative to average drawdown

8.29

7.55

+0.74

ITDG vs. IGIB - Sharpe Ratio Comparison

The current ITDG Sharpe Ratio is 1.24, which is comparable to the IGIB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ITDG and IGIB, 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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Sharpe Ratios by Period


ITDGIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.29

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.69

+0.74

Correlation

The correlation between ITDG and IGIB is 0.35, 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.


Dividends

ITDG vs. IGIB - Dividend Comparison

ITDG's dividend yield for the trailing twelve months is around 1.63%, less than IGIB's 4.70% yield.


TTM20252024202320222021202020192018201720162015
ITDG
Ishares Lifepath Target Date 2055 ETF
1.63%1.60%1.44%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.70%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Drawdowns

ITDG vs. IGIB - Drawdown Comparison

The maximum ITDG drawdown since its inception was -16.60%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for ITDG and IGIB.


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Drawdown Indicators


ITDGIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-20.62%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-3.01%

-9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-6.89%

-1.98%

-4.91%

Average Drawdown

Average peak-to-trough decline

-1.60%

-2.59%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

0.84%

+1.71%

Volatility

ITDG vs. IGIB - Volatility Comparison

Ishares Lifepath Target Date 2055 ETF (ITDG) has a higher volatility of 6.23% compared to iShares Intermediate-Term Corporate Bond ETF (IGIB) at 2.12%. This indicates that ITDG's price experiences larger fluctuations and is considered to be riskier than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITDGIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

2.12%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

2.91%

+6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

4.83%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

6.55%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

6.04%

+8.41%