VTEX vs. FALN

Last updated Apr 1, 2026

Compare and contrast key facts about VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN).

FALN is a passively managed fund by iShares that tracks the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. It was launched on Jun 14, 2016.

Performance

VTEX vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

VTEX vs. FALN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VTEX VTEX	6.38%	-36.16%	-14.39%	83.47%	-65.02%	-51.67%
FALN iShares Fallen Angels USD Bond ETF	-1.06%	8.92%	7.68%	13.47%	-13.79%	1.46%

Returns By Period

In the year-to-date period, VTEX achieves a 6.38% return, which is significantly higher than FALN's -1.06% return.

VTEX

• 1D: 2.04%
• 1M: 16.62%
• YTD: 6.38%
• 6M: -8.68%
• 1Y: -21.10%
• 3Y*: 1.37%
• 5Y*: —
• 10Y*: —

FALN

• 1D: 1.04%
• 1M: -2.55%
• YTD: -1.06%
• 6M: -0.67%
• 1Y: 6.34%
• 3Y*: 8.32%
• 5Y*: 3.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VTEX vs. FALN — Risk / Return Rank

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

VTEX

VTEX Risk / Return Rank: 27
VTEX Sharpe Ratio Rank: 24
VTEX Sortino Ratio Rank: 25
VTEX Omega Ratio Rank: 24
VTEX Calmar Ratio Rank: 30
VTEX Martin Ratio Rank: 31

FALN

FALN Risk / Return Rank: 54
FALN Sharpe Ratio Rank: 55
FALN Sortino Ratio Rank: 52
FALN Omega Ratio Rank: 62
FALN Calmar Ratio Rank: 48
FALN Martin Ratio Rank: 54

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.

VTEX vs. FALN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN). 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.

	VTEX	FALN	Difference
Sharpe ratio Return per unit of total volatility	-0.41	0.92	-1.33
Sortino ratio Return per unit of downside risk	-0.24	1.31	-1.55
Omega ratio Gain probability vs. loss probability	0.96	1.22	-0.25
Calmar ratio Return relative to maximum drawdown	-0.37	1.15	-1.52
Martin ratio Return relative to average drawdown	-0.62	4.96	-5.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTEX vs. FALN - Sharpe Ratio Comparison

The current VTEX Sharpe Ratio is -0.41, which is lower than the FALN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VTEX and FALN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VTEX	FALN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	0.92	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	0.72	-1.22

Correlation

The correlation between VTEX and FALN is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VTEX vs. FALN - Dividend Comparison

VTEX has not paid dividends to shareholders, while FALN's dividend yield for the trailing twelve months is around 6.51%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VTEX VTEX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FALN iShares Fallen Angels USD Bond ETF	6.51%	6.31%	6.24%	5.37%	5.08%	3.40%	5.14%	5.35%	5.97%	6.98%	3.55%

Drawdowns

VTEX vs. FALN - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for VTEX and FALN.

Drawdown Indicators

	VTEX	FALN	Difference
Max Drawdown Largest peak-to-trough decline	-91.38%	-29.22%	-62.16%
Max Drawdown (1Y) Largest decline over 1 year	-57.54%	-5.57%	-51.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.78%	—
Current Drawdown Current decline from peak	-87.60%	-2.83%	-84.77%
Average Drawdown Average peak-to-trough decline	-78.71%	-3.37%	-75.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.54%	1.29%	+33.25%

Volatility

VTEX vs. FALN - Volatility Comparison

VTEX (VTEX) has a higher volatility of 12.91% compared to iShares Fallen Angels USD Bond ETF (FALN) at 2.77%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTEX	FALN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.91%	2.77%	+10.14%
Volatility (6M) Calculated over the trailing 6-month period	32.09%	3.53%	+28.56%
Volatility (1Y) Calculated over the trailing 1-year period	51.87%	6.90%	+44.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.38%	7.28%	+54.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.38%	9.01%	+52.37%