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LDRC vs. BBBMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDRC vs. BBBMX

Last updated Jul 12, 2026
Documentation

LDRC (iShares iBonds 1-5 Year Corporate Ladder ETF) and BBBMX (BBH Limited Duration Fund Class N) are both funds - LDRC is a Short-Term Bond fund tracking the BlackRock iBonds 1-5 Year Corporate Ladder Index, while BBBMX is a Ultrashort Bond fund actively managed by BBH. LDRC is passively managed, while BBBMX is actively managed. Over the past year, LDRC returned 4.16% vs 4.40% for BBBMX. At a 0.40 correlation, their price movements are largely independent. LDRC charges 0.10%/yr vs 0.35%/yr for BBBMX.

Performance

LDRC vs. BBBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and BBH Limited Duration Fund Class N (BBBMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRC achieves a 0.91% return, which is significantly lower than BBBMX's 1.62% return.

LDRC

1D
-0.06%
1M
0.09%
6M
0.77%
YTD
0.91%
1Y
4.16%
3Y*
—
5Y*
—
10Y*
—

BBBMX

1D
0.00%
1M
0.29%
6M
1.62%
YTD
1.62%
1Y
4.40%
3Y*
6.10%
5Y*
3.94%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRC vs. BBBMX - Yearly Performance Comparison

2026 (YTD)20252024
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF		0.91%6.33%0.31%
BBBMX
BBH Limited Duration Fund Class N		1.62%5.54%0.87%

Correlation

The correlation between LDRC and BBBMX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.40

Compare stocks, funds, or ETFs

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

iShares iBonds 1-5 Year Corporate Ladder ETF

BBH Limited Duration Fund Class N

Often compared with LDRC:
LDRC vs. IGSBLDRC vs. VCSHLDRC vs. MYCGLDRC vs. STOTLDRC vs. IVVLDRC vs. LDRHLDRC vs. IAU
Often compared with BBBMX:
BBBMX vs. FHCOXBBBMX vs. BBBIXBBBMX vs. BBMIXBBBMX vs. BBNIXBBBMX vs. BBIIXBBBMX vs. FIWDXBBBMX vs. AGG

Return for Risk

LDRC vs. BBBMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDRC
LDRC Risk / Return Rank: 7979
Overall Rank
LDRC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LDRC Sortino Ratio Rank: 7676
Sortino Ratio Rank
LDRC Omega Ratio Rank: 8282
Omega Ratio Rank
LDRC Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRC Martin Ratio Rank: 7777
Martin Ratio Rank
BBBMX
BBBMX Risk / Return Rank: 9898
Overall Rank
BBBMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BBBMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BBBMX Omega Ratio Rank: 9999
Omega Ratio Rank
BBBMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBBMX 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.

LDRC vs. BBBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and BBH Limited Duration Fund Class N (BBBMX). 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.

LDRCBBBMXDifference
Sharpe ratioReturn per unit of total volatility
1.82
2.75

-0.93

Sortino ratioReturn per unit of downside risk
2.71
7.80

-5.09

Omega ratioGain probability vs. loss probability

1.38

2.42

-1.03

Calmar ratioReturn relative to maximum drawdown

4.10

7.75

-3.64

Martin ratioReturn relative to average drawdown

11.52

36.35

-24.84

LDRC vs. BBBMX - Sharpe Ratio Comparison

The current LDRC Sharpe Ratio is 1.82, which is lower than the BBBMX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of LDRC and BBBMX, 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

LDRC vs. BBBMX - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, smaller than the maximum BBBMX drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for LDRC and BBBMX.

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Drawdown Indicators

LDRCBBBMXDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-6.50%

+5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-0.57%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

—

-0.57%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-3.18%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-6.50%

—

Current Drawdown

Current decline from peak

-0.34%

-0.10%

-0.24%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.57%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.12%

+0.23%

Volatility

LDRC vs. BBBMX - Volatility Comparison

iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) has a higher volatility of 0.48% compared to BBH Limited Duration Fund Class N (BBBMX) at 0.43%. This indicates that LDRC's price experiences larger fluctuations and is considered to be riskier than BBBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDRCBBBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.43%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

1.21%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

1.61%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.46%

1.57%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.46%

1.48%

+0.98%

LDRC vs. BBBMX - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than BBBMX's 0.35% expense ratio.

Dividends

LDRC vs. BBBMX - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.21%, less than BBBMX's 4.51% yield.

PositionTTM20252024202320222021202020192018201720162015
BBBMX
BBH Limited Duration Fund Class N		4.51%4.60%4.80%4.23%1.78%1.29%2.03%2.93%2.57%1.99%2.00%1.72%
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF		4.21%4.22%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LDRC and BBBMX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDRC has higher volatility (0.48%) compared to BBBMX (0.43%). In terms of maximum drawdown, LDRC dropped -1.00% vs BBBMX's -6.50%.

BBBMX currently has the higher Sharpe Ratio (2.75 vs 1.82), 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.

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