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OBND vs. IGEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBND vs. IGEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Investment Grade Bond Factor ETF (IGEB). The values are adjusted to include any dividend payments, if applicable.

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OBND vs. IGEB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
-0.60%7.85%4.80%9.47%-11.24%0.02%
IGEB
iShares Investment Grade Bond Factor ETF
-0.52%8.17%3.10%9.56%-14.85%-0.18%

Returns By Period

In the year-to-date period, OBND achieves a -0.60% return, which is significantly lower than IGEB's -0.52% return.


OBND

1D
0.80%
1M
-1.78%
YTD
-0.60%
6M
0.50%
1Y
5.23%
3Y*
6.11%
5Y*
10Y*

IGEB

1D
0.51%
1M
-1.90%
YTD
-0.52%
6M
0.32%
1Y
5.18%
3Y*
5.36%
5Y*
1.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBND vs. IGEB - Expense Ratio Comparison

OBND has a 0.55% expense ratio, which is higher than IGEB's 0.18% expense ratio.


Return for Risk

OBND vs. IGEB — Risk / Return Rank

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

OBND
OBND Risk / Return Rank: 7373
Overall Rank
OBND Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
OBND Sortino Ratio Rank: 7777
Sortino Ratio Rank
OBND Omega Ratio Rank: 7272
Omega Ratio Rank
OBND Calmar Ratio Rank: 7070
Calmar Ratio Rank
OBND Martin Ratio Rank: 6969
Martin Ratio Rank

IGEB
IGEB Risk / Return Rank: 6060
Overall Rank
IGEB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGEB Omega Ratio Rank: 5252
Omega Ratio Rank
IGEB Calmar Ratio Rank: 7070
Calmar Ratio Rank
IGEB Martin Ratio Rank: 6161
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.

OBND vs. IGEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Investment Grade Bond Factor ETF (IGEB). 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.


OBNDIGEBDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.02

+0.39

Sortino ratio

Return per unit of downside risk

2.02

1.42

+0.60

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.84

1.74

+0.10

Martin ratio

Return relative to average drawdown

7.17

5.88

+1.29

OBND vs. IGEB - Sharpe Ratio Comparison

The current OBND Sharpe Ratio is 1.42, which is higher than the IGEB Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of OBND and IGEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OBNDIGEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.02

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.05

Correlation

The correlation between OBND and IGEB 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

OBND vs. IGEB - Dividend Comparison

OBND's dividend yield for the trailing twelve months is around 6.34%, more than IGEB's 4.99% yield.


TTM202520242023202220212020201920182017
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
6.34%6.26%6.53%6.01%4.56%0.55%0.00%0.00%0.00%0.00%
IGEB
iShares Investment Grade Bond Factor ETF
4.99%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%

Drawdowns

OBND vs. IGEB - Drawdown Comparison

The maximum OBND drawdown since its inception was -15.86%, smaller than the maximum IGEB drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for OBND and IGEB.


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Drawdown Indicators


OBNDIGEBDifference

Max Drawdown

Largest peak-to-trough decline

-15.86%

-21.13%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-3.06%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-1.85%

-1.95%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.56%

-4.97%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.91%

-0.17%

Volatility

OBND vs. IGEB - Volatility Comparison

The current volatility for SPDR Loomis Sayles Opportunistic Bond ETF (OBND) is 1.89%, while iShares Investment Grade Bond Factor ETF (IGEB) has a volatility of 2.13%. This indicates that OBND experiences smaller price fluctuations and is considered to be less risky than IGEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBNDIGEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.13%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

2.89%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

5.09%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.69%

6.71%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

6.56%

-1.87%