SFIG vs. IGHG
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and IGHG (ProShares Investment Grade-Interest Rate Hedged) are both Corporate Bonds funds - SFIG tracks the WisdomTree Fundamental U.S. Short-term Corporate Bond Index while IGHG tracks the Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 4.72%/yr for IGHG. At a 0.05 correlation, their price movements are largely independent. SFIG charges 0.18%/yr vs 0.30%/yr for IGHG.
Performance
SFIG vs. IGHG - Performance Comparison
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Returns By Period
In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than IGHG's 2.17% return. Over the past 10 years, SFIG has underperformed IGHG with an annualized return of 2.45%, while IGHG has yielded a comparatively higher 4.72% annualized return.
SFIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
IGHG
- 1D
- 0.05%
- 1M
- 0.76%
- YTD
- 2.17%
- 6M
- 2.54%
- 1Y
- 5.77%
- 3Y*
- 8.57%
- 5Y*
- 5.24%
- 10Y*
- 4.72%
SFIG vs. IGHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 1.63% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 2.17% | 5.65% | 9.20% | 11.58% | -0.90% | 0.88% | 0.61% | 12.73% | -3.96% | 4.49% |
Correlation
The correlation between SFIG and IGHG is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.05 |
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Return for Risk
SFIG vs. IGHG — Risk / Return Rank
SFIG
IGHG
SFIG vs. IGHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.
| SFIG | IGHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.32 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.31 | -0.14 |
| Martin ratioReturn relative to average drawdown | 12.48 | 11.71 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFIG | IGHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.68 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.05 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.63 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.54 | +0.18 |
Drawdowns
SFIG vs. IGHG - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for SFIG and IGHG.
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Drawdown Indicators
| SFIG | IGHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -25.16% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -1.75% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -3.74% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -8.75% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -25.16% | +12.81% |
Current DrawdownCurrent decline from peak | -0.32% | -0.11% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -2.30% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.50% | -0.15% |
Volatility
SFIG vs. IGHG - Volatility Comparison
WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and ProShares Investment Grade-Interest Rate Hedged (IGHG) have volatilities of 0.61% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFIG | IGHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.62% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 2.53% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 3.44% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 5.02% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 7.46% | -4.04% |
SFIG vs. IGHG - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is lower than IGHG's 0.30% expense ratio.
Dividends
SFIG vs. IGHG - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, less than IGHG's 5.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGHG ProShares Investment Grade-Interest Rate Hedged | 5.11% | 5.14% | 5.06% | 4.99% | 3.55% | 2.50% | 2.79% | 3.48% | 4.13% | 3.36% | 3.37% | 3.65% |
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% | 0.00% |
Frequently Asked Questions
SFIG and IGHG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGHG has higher volatility (0.62%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs IGHG's -25.16%.
On 10-year performance, IGHG leads with 4.72% vs 2.45% for SFIG. On fees, SFIG is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IGHG has performed better with a 4.72% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFIG is cheaper with a 0.18% expense ratio, compared with 0.30% for IGHG.
IGHG has the higher dividend yield at 5.11%, compared with 4.44% for SFIG.
SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.18% for SFIG and 0.30% for IGHG.
SFIG currently has the higher Sharpe Ratio (2.28 vs 1.68), 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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