PortfoliosLab logoPortfoliosLab logo
LQDB vs. HYGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQDB vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares BBB Rated Corporate Bond ETF (LQDB) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LQDB vs. HYGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LQDB
iShares BBB Rated Corporate Bond ETF
-0.11%7.50%2.37%9.60%-15.51%2.35%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
-0.23%7.92%8.02%12.11%-12.60%3.32%

Returns By Period

In the year-to-date period, LQDB achieves a -0.11% return, which is significantly higher than HYGV's -0.23% return.


LQDB

1D
-0.00%
1M
-1.39%
YTD
-0.11%
6M
0.19%
1Y
4.84%
3Y*
4.99%
5Y*
10Y*

HYGV

1D
0.29%
1M
-0.80%
YTD
-0.23%
6M
0.82%
1Y
6.88%
3Y*
7.94%
5Y*
3.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LQDB vs. HYGV - Expense Ratio Comparison

LQDB has a 0.15% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Return for Risk

LQDB vs. HYGV — Risk / Return Rank

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

LQDB
LQDB Risk / Return Rank: 5252
Overall Rank
LQDB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LQDB Sortino Ratio Rank: 4646
Sortino Ratio Rank
LQDB Omega Ratio Rank: 4545
Omega Ratio Rank
LQDB Calmar Ratio Rank: 6565
Calmar Ratio Rank
LQDB Martin Ratio Rank: 5252
Martin Ratio Rank

HYGV
HYGV Risk / Return Rank: 6464
Overall Rank
HYGV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 7070
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYGV Martin Ratio Rank: 7070
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.

LQDB vs. HYGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BBB Rated Corporate Bond ETF (LQDB) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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.


LQDBHYGVDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.12

-0.15

Sortino ratio

Return per unit of downside risk

1.34

1.59

-0.25

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.81

1.57

+0.24

Martin ratio

Return relative to average drawdown

5.55

7.57

-2.02

LQDB vs. HYGV - Sharpe Ratio Comparison

The current LQDB Sharpe Ratio is 0.97, which is comparable to the HYGV Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LQDB and HYGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LQDBHYGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.12

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.53

-0.41

Correlation

The correlation between LQDB and HYGV is 0.60, 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

LQDB vs. HYGV - Dividend Comparison

LQDB's dividend yield for the trailing twelve months is around 4.65%, less than HYGV's 7.52% yield.


TTM20252024202320222021202020192018
LQDB
iShares BBB Rated Corporate Bond ETF
4.65%4.65%4.46%3.90%4.14%1.32%0.00%0.00%0.00%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.52%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%

Drawdowns

LQDB vs. HYGV - Drawdown Comparison

The maximum LQDB drawdown since its inception was -21.63%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for LQDB and HYGV.


Loading graphics...

Drawdown Indicators


LQDBHYGVDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-23.47%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-4.54%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

Current Drawdown

Current decline from peak

-1.70%

-1.32%

-0.38%

Average Drawdown

Average peak-to-trough decline

-8.17%

-3.39%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.94%

-0.01%

Volatility

LQDB vs. HYGV - Volatility Comparison

The current volatility for iShares BBB Rated Corporate Bond ETF (LQDB) is 2.12%, while FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a volatility of 2.32%. This indicates that LQDB experiences smaller price fluctuations and is considered to be less risky than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LQDBHYGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.32%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.99%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

6.19%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

7.57%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

9.28%

-2.35%