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KORP vs. IGLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORP vs. IGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Corporate Bond ETF (KORP) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KORP achieves a 0.94% return, which is significantly lower than IGLB's 1.19% return.


KORP

1D
-0.17%
1M
0.83%
YTD
0.94%
6M
1.15%
1Y
5.71%
3Y*
5.95%
5Y*
1.79%
10Y*

IGLB

1D
-0.42%
1M
1.36%
YTD
1.19%
6M
1.21%
1Y
6.56%
3Y*
4.26%
5Y*
-2.01%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORP vs. IGLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KORP
American Century Diversified Corporate Bond ETF
0.94%8.14%3.82%7.40%-10.04%-0.55%6.99%10.08%-1.32%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
1.19%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.38%

Correlation

The correlation between KORP and IGLB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2018

0.81

The correlation between KORP and IGLB shifts across timeframes, from 0.81 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KORP vs. IGLB — Risk / Return Rank

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

KORP
KORP Risk / Return Rank: 3838
Overall Rank
KORP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
KORP Sortino Ratio Rank: 3939
Sortino Ratio Rank
KORP Omega Ratio Rank: 3636
Omega Ratio Rank
KORP Calmar Ratio Rank: 3737
Calmar Ratio Rank
KORP Martin Ratio Rank: 3838
Martin Ratio Rank

IGLB
IGLB Risk / Return Rank: 2424
Overall Rank
IGLB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2222
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2525
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. IGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Corporate Bond ETF (KORP) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KORPIGLBDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.78

1.27

+0.51

Martin ratioReturn relative to average drawdown

5.77

3.13

+2.64

KORP vs. IGLB - Sharpe Ratio Comparison

The current KORP Sharpe Ratio is 1.33, which is higher than the IGLB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of KORP and IGLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KORP vs. IGLB - Drawdown Comparison

The maximum KORP drawdown since its inception was -14.90%, smaller than the maximum IGLB drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for KORP and IGLB.


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Drawdown Indicators


KORPIGLBDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-34.12%

+19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-5.19%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-5.04%

-12.87%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-14.90%

-34.12%

+19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-0.83%

-13.41%

+12.58%

Average Drawdown

Average peak-to-trough decline

-3.23%

-8.12%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.10%

-1.11%

Volatility

KORP vs. IGLB - Volatility Comparison

The current volatility for American Century Diversified Corporate Bond ETF (KORP) is 1.14%, while iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a volatility of 1.89%. This indicates that KORP experiences smaller price fluctuations and is considered to be less risky than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORPIGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.89%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

5.80%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

7.76%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

12.38%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

12.55%

-7.64%

KORP vs. IGLB - Expense Ratio Comparison

KORP has a 0.29% expense ratio, which is higher than IGLB's 0.06% expense ratio.


Dividends

KORP vs. IGLB - Dividend Comparison

KORP's dividend yield for the trailing twelve months is around 5.09%, less than IGLB's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.24%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
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%0.00%

Frequently Asked Questions


With a correlation of 0.97, KORP and IGLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IGLB has higher volatility (1.89%) compared to KORP (1.14%). In terms of maximum drawdown, KORP dropped -14.90% vs IGLB's -34.12%.

On 5-year performance, KORP leads with 1.79% vs -2.01% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, KORP has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KORP has performed better with a 1.79% return vs -2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.29% for KORP.

IGLB has the higher dividend yield at 5.24%, compared with 5.09% for KORP.

They also come from different issuers: American Century and iShares. Their fees differ too: 0.29% for KORP and 0.06% for IGLB.

KORP currently has the higher Sharpe Ratio (1.33 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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