YFFI vs. IBGA
YFFI (Indexperts Yield Focused Fixed Income ETF) and IBGA (iShares iBonds Dec 2044 Term Treasury ETF) are both Intermediate Core Bond funds. YFFI is actively managed, while IBGA is passively managed. Over the past year, YFFI returned 5.11% vs 4.43% for IBGA. A 0.73 correlation means they provide meaningful diversification when combined. YFFI charges 0.50%/yr vs 0.07%/yr for IBGA.
Performance
YFFI vs. IBGA - Performance Comparison
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Returns By Period
In the year-to-date period, YFFI achieves a 0.19% return, which is significantly lower than IBGA's 0.28% return.
YFFI
- 1D
- -0.70%
- 1M
- 0.86%
- YTD
- 0.19%
- 6M
- 0.39%
- 1Y
- 5.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBGA
- 1D
- -0.61%
- 1M
- 1.69%
- YTD
- 0.28%
- 6M
- 0.30%
- 1Y
- 4.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YFFI vs. IBGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YFFI Indexperts Yield Focused Fixed Income ETF | 0.19% | 5.24% |
IBGA iShares iBonds Dec 2044 Term Treasury ETF | 0.28% | 6.09% |
Correlation
The correlation between YFFI and IBGA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.73 |
The correlation between YFFI and IBGA has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
YFFI vs. IBGA — Risk / Return Rank
YFFI
IBGA
YFFI vs. IBGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indexperts Yield Focused Fixed Income ETF (YFFI) and iShares iBonds Dec 2044 Term Treasury ETF (IBGA). 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.
| YFFI | IBGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.68 | +0.79 |
| Martin ratioReturn relative to average drawdown | 4.21 | 1.76 | +2.45 |
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Drawdowns
YFFI vs. IBGA - Drawdown Comparison
The maximum YFFI drawdown since its inception was -4.31%, smaller than the maximum IBGA drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for YFFI and IBGA.
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Drawdown Indicators
| YFFI | IBGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.31% | -11.69% | +7.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.50% | -6.60% | +3.10% |
Current DrawdownCurrent decline from peak | -1.70% | -4.04% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -1.07% | -5.03% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.53% | -1.31% |
Volatility
YFFI vs. IBGA - Volatility Comparison
Indexperts Yield Focused Fixed Income ETF (YFFI) and iShares iBonds Dec 2044 Term Treasury ETF (IBGA) have volatilities of 1.99% and 1.97%, 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
| YFFI | IBGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 1.97% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.30% | 5.81% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 8.01% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.40% | 9.83% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 9.83% | -2.43% |
YFFI vs. IBGA - Expense Ratio Comparison
YFFI has a 0.50% expense ratio, which is higher than IBGA's 0.07% expense ratio.
Dividends
YFFI vs. IBGA - Dividend Comparison
YFFI's dividend yield for the trailing twelve months is around 4.78%, more than IBGA's 4.63% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBGA iShares iBonds Dec 2044 Term Treasury ETF | 4.63% | 4.49% | 2.03% |
YFFI Indexperts Yield Focused Fixed Income ETF | 4.78% | 4.43% | 0.00% |
Frequently Asked Questions
YFFI and IBGA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFFI has higher volatility (1.99%) compared to IBGA (1.97%). In terms of maximum drawdown, YFFI dropped -4.31% vs IBGA's -11.69%.
On 1-year performance, YFFI leads with 5.11% vs 4.43% for IBGA. On fees, IBGA is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YFFI has performed better with a 5.11% return vs 4.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGA is cheaper with a 0.07% expense ratio, compared with 0.50% for YFFI.
YFFI has the higher dividend yield at 4.78%, compared with 4.63% for IBGA.
They also come from different issuers: Indexperts and iShares. Their fees differ too: 0.50% for YFFI and 0.07% for IBGA.
YFFI currently has the higher Sharpe Ratio (0.88 vs 0.56), 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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