PortfoliosLab logoPortfoliosLab logo
MIG vs. IBDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIG vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics IG Corporate Bond ETF (MIG) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MIG vs. IBDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
-0.30%7.34%3.38%8.88%-14.51%-0.02%1.26%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
0.53%5.86%4.61%6.44%-9.52%-1.56%0.85%

Returns By Period

In the year-to-date period, MIG achieves a -0.30% return, which is significantly lower than IBDS's 0.53% return.


MIG

1D
0.56%
1M
-1.92%
YTD
-0.30%
6M
0.21%
1Y
4.81%
3Y*
5.20%
5Y*
1.11%
10Y*

IBDS

1D
0.17%
1M
-0.10%
YTD
0.53%
6M
1.76%
1Y
4.69%
3Y*
4.94%
5Y*
1.60%
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.


MIG vs. IBDS - Expense Ratio Comparison

MIG has a 0.20% expense ratio, which is higher than IBDS's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MIG vs. IBDS — Risk / Return Rank

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

MIG
MIG Risk / Return Rank: 5353
Overall Rank
MIG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 4848
Sortino Ratio Rank
MIG Omega Ratio Rank: 4646
Omega Ratio Rank
MIG Calmar Ratio Rank: 6868
Calmar Ratio Rank
MIG Martin Ratio Rank: 5252
Martin Ratio Rank

IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
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.

MIG vs. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.


MIGIBDSDifference

Sharpe ratio

Return per unit of total volatility

0.95

3.06

-2.11

Sortino ratio

Return per unit of downside risk

1.32

4.76

-3.44

Omega ratio

Gain probability vs. loss probability

1.18

1.78

-0.60

Calmar ratio

Return relative to maximum drawdown

1.77

5.20

-3.43

Martin ratio

Return relative to average drawdown

5.18

29.11

-23.92

MIG vs. IBDS - Sharpe Ratio Comparison

The current MIG Sharpe Ratio is 0.95, which is lower than the IBDS Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of MIG and IBDS, 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


MIGIBDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

3.06

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.38

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.56

-0.44

Correlation

The correlation between MIG and IBDS is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MIG vs. IBDS - Dividend Comparison

MIG's dividend yield for the trailing twelve months is around 4.79%, more than IBDS's 4.33% yield.


TTM202520242023202220212020201920182017
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.79%4.81%4.68%4.38%3.06%2.15%0.18%0.00%0.00%0.00%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.33%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%

Drawdowns

MIG vs. IBDS - Drawdown Comparison

The maximum MIG drawdown since its inception was -20.98%, which is greater than IBDS's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for MIG and IBDS.


Loading graphics...

Drawdown Indicators


MIGIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-16.75%

-4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.91%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-14.98%

-6.00%

Current Drawdown

Current decline from peak

-1.92%

-0.10%

-1.82%

Average Drawdown

Average peak-to-trough decline

-6.99%

-3.43%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.16%

+0.81%

Volatility

MIG vs. IBDS - Volatility Comparison

VanEck Moody's Analytics IG Corporate Bond ETF (MIG) has a higher volatility of 2.03% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.42%. This indicates that MIG's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MIGIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

0.42%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

0.71%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

1.54%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

4.21%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

5.60%

+0.67%