SOVF vs. IBIC
SOVF (Sovereign's Capital Flourish Fund) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - SOVF is a Mid Cap Blend Equities fund actively managed by Sovereign's, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. SOVF is actively managed, while IBIC is passively managed. Over the past year, SOVF returned -2.03% vs 4.44% for IBIC. At a 0.00 correlation, their price movements are largely independent. SOVF charges 0.75%/yr vs 0.10%/yr for IBIC.
Performance
SOVF vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, SOVF achieves a -2.69% return, which is significantly lower than IBIC's 2.33% return.
SOVF
- 1D
- 0.64%
- 1M
- 0.42%
- YTD
- -2.69%
- 6M
- -3.34%
- 1Y
- -2.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.10%
- 1M
- -0.02%
- YTD
- 2.33%
- 6M
- 2.45%
- 1Y
- 4.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOVF vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SOVF Sovereign's Capital Flourish Fund | -2.69% | -4.38% | 8.67% | 14.18% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.33% | 4.96% | 5.25% | 2.78% |
Correlation
The correlation between SOVF and IBIC is -0.07, 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 | -0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2023 | 0.00 |
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Return for Risk
SOVF vs. IBIC — Risk / Return Rank
SOVF
IBIC
SOVF vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOVF | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.13 | ||
| Sortino ratioReturn per unit of downside risk | -9.11 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 2.23 | -1.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 16.64 | -16.78 |
| Martin ratioReturn relative to average drawdown | -0.29 | 59.19 | -59.48 |
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Drawdowns
SOVF vs. IBIC - Drawdown Comparison
The maximum SOVF drawdown since its inception was -21.74%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SOVF and IBIC.
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Drawdown Indicators
| SOVF | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -0.90% | -20.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -0.27% | -14.19% |
Current DrawdownCurrent decline from peak | -14.39% | -0.17% | -14.22% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -0.10% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 0.08% | +6.92% |
Volatility
SOVF vs. IBIC - Volatility Comparison
Sovereign's Capital Flourish Fund (SOVF) has a higher volatility of 3.78% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.22%. This indicates that SOVF's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOVF | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 0.22% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 0.67% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 0.89% | +13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 1.57% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 1.57% | +15.63% |
SOVF vs. IBIC - Expense Ratio Comparison
SOVF has a 0.75% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
SOVF vs. IBIC - Dividend Comparison
SOVF's dividend yield for the trailing twelve months is around 0.79%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
SOVF Sovereign's Capital Flourish Fund | 0.79% | 0.77% | 0.30% | 0.18% |
Frequently Asked Questions
SOVF and IBIC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOVF has higher volatility (3.78%) compared to IBIC (0.22%). In terms of maximum drawdown, SOVF dropped -21.74% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.44% vs -2.03% for SOVF. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.44% return vs -2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.75% for SOVF.
IBIC has the higher dividend yield at 3.59%, compared with 0.79% for SOVF.
SOVF is categorized as Mid Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Sovereign's and iShares. Their fees differ too: 0.75% for SOVF and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs -0.14), 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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