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

Correlation

The correlation between IYF and ANGL is 0.43, 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.


-0.50.00.51.00.4

Performance

IYF vs. ANGL - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.17%
3.87%
IYF
ANGL

Key characteristics

Sharpe Ratio

IYF:

2.20

ANGL:

1.16

Sortino Ratio

IYF:

3.12

ANGL:

1.65

Omega Ratio

IYF:

1.41

ANGL:

1.21

Calmar Ratio

IYF:

4.02

ANGL:

1.11

Martin Ratio

IYF:

14.32

ANGL:

7.21

Ulcer Index

IYF:

2.36%

ANGL:

0.78%

Daily Std Dev

IYF:

15.36%

ANGL:

4.84%

Max Drawdown

IYF:

-79.09%

ANGL:

-35.07%

Current Drawdown

IYF:

-6.85%

ANGL:

-1.61%

Returns By Period

In the year-to-date period, IYF achieves a 31.14% return, which is significantly higher than ANGL's 5.86% return. Over the past 10 years, IYF has outperformed ANGL with an annualized return of 11.17%, while ANGL has yielded a comparatively lower 6.33% annualized return.


IYF

YTD

31.14%

1M

-3.44%

6M

18.39%

1Y

32.80%

5Y*

11.87%

10Y*

11.17%

ANGL

YTD

5.86%

1M

-0.23%

6M

3.76%

1Y

5.35%

5Y*

4.33%

10Y*

6.33%

Compare stocks, funds, or ETFs

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


IYF vs. ANGL - Expense Ratio Comparison

IYF has a 0.42% expense ratio, which is higher than ANGL's 0.35% expense ratio.


IYF
iShares U.S. Financials ETF
Expense ratio chart for IYF: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
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

IYF vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) 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 IYF, currently valued at 2.20, compared to the broader market0.002.004.002.201.16
The chart of Sortino ratio for IYF, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.121.65
The chart of Omega ratio for IYF, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.21
The chart of Calmar ratio for IYF, currently valued at 4.02, compared to the broader market0.005.0010.0015.004.021.11
The chart of Martin ratio for IYF, currently valued at 14.32, compared to the broader market0.0020.0040.0060.0080.00100.0014.327.21
IYF
ANGL

The current IYF Sharpe Ratio is 2.20, which is higher than the ANGL Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IYF 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.20
1.16
IYF
ANGL

Dividends

IYF vs. ANGL - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.29%, less than ANGL's 6.21% yield.


TTM20232022202120202019201820172016201520142013
IYF
iShares U.S. Financials ETF
1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%1.33%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.21%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%6.10%

Drawdowns

IYF vs. ANGL - Drawdown Comparison

The maximum IYF drawdown since its inception was -79.09%, which is greater than ANGL's maximum drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for IYF and ANGL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.85%
-1.61%
IYF
ANGL

Volatility

IYF vs. ANGL - Volatility Comparison

iShares U.S. Financials ETF (IYF) has a higher volatility of 5.03% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.80%. This indicates that IYF'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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
1.80%
IYF
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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