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

Correlation

The correlation between IYF and ANGL is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

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.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
380.44%
131.90%
IYF
ANGL

Key characteristics

Sharpe Ratio

IYF:

0.89

ANGL:

0.98

Sortino Ratio

IYF:

1.32

ANGL:

1.39

Omega Ratio

IYF:

1.19

ANGL:

1.21

Calmar Ratio

IYF:

1.14

ANGL:

1.18

Martin Ratio

IYF:

4.30

ANGL:

5.93

Ulcer Index

IYF:

4.39%

ANGL:

1.09%

Daily Std Dev

IYF:

21.28%

ANGL:

6.60%

Max Drawdown

IYF:

-79.09%

ANGL:

-35.07%

Current Drawdown

IYF:

-8.22%

ANGL:

-1.70%

Returns By Period

In the year-to-date period, IYF achieves a -0.93% return, which is significantly lower than ANGL's 0.54% return. Over the past 10 years, IYF has outperformed ANGL with an annualized return of 11.22%, while ANGL has yielded a comparatively lower 5.69% annualized return.


IYF

YTD

-0.93%

1M

-4.55%

6M

2.58%

1Y

19.73%

5Y*

18.55%

10Y*

11.22%

ANGL

YTD

0.54%

1M

-1.23%

6M

0.99%

1Y

7.05%

5Y*

6.60%

10Y*

5.69%

*Annualized

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IYF vs. ANGL - Expense Ratio Comparison

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


Expense ratio chart for IYF: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYF: 0.42%
Expense ratio chart for ANGL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ANGL: 0.35%

Risk-Adjusted Performance

IYF vs. ANGL — Risk-Adjusted Performance Rank

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

IYF
The Risk-Adjusted Performance Rank of IYF is 7979
Overall Rank
The Sharpe Ratio Rank of IYF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IYF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IYF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IYF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IYF is 8181
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 8282
Overall Rank
The Sharpe Ratio Rank of ANGL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 8686
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.

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.


The chart of Sharpe ratio for IYF, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
IYF: 0.89
ANGL: 0.98
The chart of Sortino ratio for IYF, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
IYF: 1.32
ANGL: 1.39
The chart of Omega ratio for IYF, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
IYF: 1.19
ANGL: 1.21
The chart of Calmar ratio for IYF, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.00
IYF: 1.14
ANGL: 1.18
The chart of Martin ratio for IYF, currently valued at 4.30, compared to the broader market0.0020.0040.0060.00
IYF: 4.30
ANGL: 5.93

The current IYF Sharpe Ratio is 0.89, which is comparable to the ANGL Sharpe Ratio of 0.98. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.98
IYF
ANGL

Dividends

IYF vs. ANGL - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.37%, less than ANGL's 6.41% yield.


TTM20242023202220212020201920182017201620152014
IYF
iShares U.S. Financials ETF
1.37%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.41%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.79%5.81%6.80%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.22%
-1.70%
IYF
ANGL

Volatility

IYF vs. ANGL - Volatility Comparison

iShares U.S. Financials ETF (IYF) has a higher volatility of 13.84% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 5.03%. 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%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.84%
5.03%
IYF
ANGL