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KORP vs. IBDR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KORP vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Corporate Bond ETF (KORP) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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KORP vs. IBDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KORP
American Century Diversified Corporate Bond ETF
-0.52%8.14%3.82%7.40%-10.04%-0.55%6.99%10.08%-1.20%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
0.72%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.26%

Returns By Period

In the year-to-date period, KORP achieves a -0.52% return, which is significantly lower than IBDR's 0.72% return.


KORP

1D
0.56%
1M
-2.22%
YTD
-0.52%
6M
0.46%
1Y
4.87%
3Y*
5.21%
5Y*
1.80%
10Y*

IBDR

1D
0.04%
1M
0.21%
YTD
0.72%
6M
1.84%
1Y
4.40%
3Y*
4.81%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KORP vs. IBDR - Expense Ratio Comparison

KORP has a 0.29% expense ratio, which is higher than IBDR's 0.10% expense ratio.


Return for Risk

KORP vs. IBDR — Risk / Return Rank

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

KORP
KORP Risk / Return Rank: 5252
Overall Rank
KORP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KORP Sortino Ratio Rank: 4747
Sortino Ratio Rank
KORP Omega Ratio Rank: 4545
Omega Ratio Rank
KORP Calmar Ratio Rank: 6363
Calmar Ratio Rank
KORP Martin Ratio Rank: 5353
Martin Ratio Rank

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
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.

KORP vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Corporate Bond ETF (KORP) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


KORPIBDRDifference

Sharpe ratio

Return per unit of total volatility

0.91

5.39

-4.49

Sortino ratio

Return per unit of downside risk

1.27

9.54

-8.27

Omega ratio

Gain probability vs. loss probability

1.17

2.66

-1.49

Calmar ratio

Return relative to maximum drawdown

1.58

11.93

-10.35

Martin ratio

Return relative to average drawdown

5.07

82.60

-77.54

KORP vs. IBDR - Sharpe Ratio Comparison

The current KORP Sharpe Ratio is 0.91, which is lower than the IBDR Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of KORP and IBDR, 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


KORPIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

5.39

-4.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.48

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.60

-0.04

Correlation

The correlation between KORP and IBDR is 0.65, 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

KORP vs. IBDR - Dividend Comparison

KORP's dividend yield for the trailing twelve months is around 5.09%, more than IBDR's 4.18% yield.


TTM2025202420232022202120202019201820172016
KORP
American Century Diversified Corporate Bond ETF
5.09%4.98%5.08%4.42%2.89%1.86%3.22%3.20%2.97%0.00%0.00%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.18%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%

Drawdowns

KORP vs. IBDR - Drawdown Comparison

The maximum KORP drawdown since its inception was -14.90%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for KORP and IBDR.


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Drawdown Indicators


KORPIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-16.06%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-0.37%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-14.90%

-13.13%

-1.77%

Current Drawdown

Current decline from peak

-2.26%

0.00%

-2.26%

Average Drawdown

Average peak-to-trough decline

-3.27%

-2.89%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.05%

+0.96%

Volatility

KORP vs. IBDR - Volatility Comparison

American Century Diversified Corporate Bond ETF (KORP) has a higher volatility of 2.22% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that KORP's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORPIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

0.15%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

0.38%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

0.82%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

3.43%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

4.91%

+0.02%