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LQDH vs. AOUIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH vs. AOUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Angel Oak UltraShort Income Fund (AOUIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQDH achieves a 2.31% return, which is significantly higher than AOUIX's 1.62% return.


LQDH

1D
-0.09%
1M
1.29%
YTD
2.31%
6M
3.11%
1Y
7.62%
3Y*
8.08%
5Y*
5.28%
10Y*
4.64%

AOUIX

1D
0.00%
1M
0.38%
YTD
1.62%
6M
2.05%
1Y
5.13%
3Y*
6.05%
5Y*
3.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH vs. AOUIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.31%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-1.86%
AOUIX
Angel Oak UltraShort Income Fund
1.62%5.63%7.06%6.21%-4.11%0.97%1.99%4.07%2.25%

Correlation

The correlation between LQDH and AOUIX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.00

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Return for Risk

LQDH vs. AOUIX — Risk / Return Rank

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

LQDH
LQDH Risk / Return Rank: 8080
Overall Rank
LQDH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LQDH Omega Ratio Rank: 8888
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6565
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7373
Martin Ratio Rank

AOUIX
AOUIX Risk / Return Rank: 9898
Overall Rank
AOUIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AOUIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
AOUIX Omega Ratio Rank: 9999
Omega Ratio Rank
AOUIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
AOUIX 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.

LQDH vs. AOUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Angel Oak UltraShort Income Fund (AOUIX). 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.


LQDHAOUIXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-5.61

Omega ratioGain probability vs. loss probability

1.57

3.02

-1.45

Calmar ratioReturn relative to maximum drawdown

3.26

12.46

-9.20

Martin ratioReturn relative to average drawdown

13.85

55.66

-41.81

LQDH vs. AOUIX - Sharpe Ratio Comparison

The current LQDH Sharpe Ratio is 2.83, which is comparable to the AOUIX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of LQDH and AOUIX, 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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Sharpe Ratios by Period


LQDHAOUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

3.17

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

2.16

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.60

-1.02

Drawdowns

LQDH vs. AOUIX - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, which is greater than AOUIX's maximum drawdown of -7.38%. Use the drawdown chart below to compare losses from any high point for LQDH and AOUIX.


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Drawdown Indicators


LQDHAOUIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-7.38%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.40%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-0.51%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-4.53%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.68%

-0.60%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.09%

+0.46%

Volatility

LQDH vs. AOUIX - Volatility Comparison

iShares Interest Rate Hedged Corporate Bond ETF (LQDH) has a higher volatility of 0.50% compared to Angel Oak UltraShort Income Fund (AOUIX) at 0.43%. This indicates that LQDH's price experiences larger fluctuations and is considered to be riskier than AOUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDHAOUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.43%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.07%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.70%

1.59%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

1.53%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

1.93%

+4.51%

LQDH vs. AOUIX - Expense Ratio Comparison

LQDH has a 0.25% expense ratio, which is lower than AOUIX's 0.53% expense ratio.


Dividends

LQDH vs. AOUIX - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 5.95%, more than AOUIX's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
AOUIX
Angel Oak UltraShort Income Fund
4.79%5.05%5.36%3.69%1.48%1.37%2.24%3.08%2.12%0.00%0.00%0.00%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.95%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%

Frequently Asked Questions


LQDH and AOUIX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDH has higher volatility (0.50%) compared to AOUIX (0.43%). In terms of maximum drawdown, LQDH dropped -24.63% vs AOUIX's -7.38%.

AOUIX currently has the higher Sharpe Ratio (3.17 vs 2.83), 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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