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TOTR vs. IGIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOTR vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Return ETF (TOTR) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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TOTR vs. IGIB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TOTR
T. Rowe Price Total Return ETF
0.09%7.41%2.43%6.27%-15.88%0.14%
IGIB
iShares Intermediate-Term Corporate Bond ETF
-0.45%9.58%3.49%9.22%-14.00%-0.45%

Returns By Period

In the year-to-date period, TOTR achieves a 0.09% return, which is significantly higher than IGIB's -0.45% return.


TOTR

1D
0.35%
1M
-1.61%
YTD
0.09%
6M
1.36%
1Y
4.58%
3Y*
4.02%
5Y*
10Y*

IGIB

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.74%
1Y
6.18%
3Y*
5.78%
5Y*
1.57%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOTR vs. IGIB - Expense Ratio Comparison

TOTR has a 0.31% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Return for Risk

TOTR vs. IGIB — Risk / Return Rank

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

TOTR
TOTR Risk / Return Rank: 5050
Overall Rank
TOTR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TOTR Sortino Ratio Rank: 5050
Sortino Ratio Rank
TOTR Omega Ratio Rank: 4242
Omega Ratio Rank
TOTR Calmar Ratio Rank: 5858
Calmar Ratio Rank
TOTR Martin Ratio Rank: 5151
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 7474
Overall Rank
IGIB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6868
Omega Ratio Rank
IGIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
IGIB Martin Ratio Rank: 7676
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.

TOTR vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


TOTRIGIBDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.29

-0.37

Sortino ratio

Return per unit of downside risk

1.35

1.79

-0.45

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.47

2.11

-0.64

Martin ratio

Return relative to average drawdown

4.98

7.55

-2.56

TOTR vs. IGIB - Sharpe Ratio Comparison

The current TOTR Sharpe Ratio is 0.91, which is comparable to the IGIB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of TOTR and IGIB, 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


TOTRIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.29

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.69

-0.75

Correlation

The correlation between TOTR and IGIB is 0.91, 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

TOTR vs. IGIB - Dividend Comparison

TOTR's dividend yield for the trailing twelve months is around 5.33%, more than IGIB's 4.70% yield.


TTM20252024202320222021202020192018201720162015
TOTR
T. Rowe Price Total Return ETF
5.33%5.14%5.32%4.71%3.45%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.70%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Drawdowns

TOTR vs. IGIB - Drawdown Comparison

The maximum TOTR drawdown since its inception was -19.63%, roughly equal to the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for TOTR and IGIB.


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Drawdown Indicators


TOTRIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-20.62%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.01%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-2.18%

-1.98%

-0.20%

Average Drawdown

Average peak-to-trough decline

-9.27%

-2.59%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.84%

+0.10%

Volatility

TOTR vs. IGIB - Volatility Comparison

The current volatility for T. Rowe Price Total Return ETF (TOTR) is 1.76%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 2.12%. This indicates that TOTR experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOTRIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

2.12%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.91%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

4.83%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

6.55%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.04%

+0.26%