Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HYG (iShares iBoxx $ High Yield Corporate Bond ETF) | 4.89% | 10.76% | 8.91% | 5.07% | 4.39% | 5.42% | NA | 4.98% |
Data as of 07/01/2025, AR inception is 04/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HYG (iShares iBoxx $ High Yield Corporate Bond ETF) | 04/11/2007 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | 10.76 | 8.91 | 5.07 | 4.39 | 5.42 | NA | 4.98 | 4.89 | 7.97 | 11.54 | -10.98 | 3.76 | 4.47 | 14.09 | -2.02 | 6.07 | 13.41 | -5.02 | 1.89 | 5.75 | 11.06 | 6.75 | 11.91 | 28.52 | -17.55 | 1.63 |
| Sharpe Ratio | NA | 1.22 | 0.67 | 0.40 | 0.34 | NA | NA | 0.35 | 0.94 | 0.98 | 1.06 | -0.98 | 0.92 | 0.24 | 2.75 | -0.70 | 1.42 | 1.61 | -0.74 | 0.35 | 0.92 | 1.72 | 0.53 | 1.29 | 1.50 | -0.68 | -0.08 |
| Standard Deviation(%) | NA | 5.69 | 8.01 | 7.71 | 8.60 | NA | NA | 11.13 | 7.11 | 4.45 | 7.47 | 12.69 | 4.03 | 17.36 | 4.59 | 4.92 | 3.82 | 8.22 | 6.81 | 5.36 | 6.20 | 6.46 | 12.62 | 9.19 | 19.00 | 26.96 | 8.99 |
| Draw Down(%) | NA | 4.56 | 9.45 | 15.79 | 22.03 | NA | NA | 34.25 | 4.56 | 2.35 | 4.91 | 15.56 | 2.40 | 22.03 | 1.97 | 6.41 | 2.40 | 5.73 | 10.65 | 6.42 | 7.05 | 4.50 | 10.06 | 7.07 | 21.43 | 34.20 | 8.42 |
| Yield(%) | 0.00 | 6.05 | 6.04 | 5.13 | 4.91 | 5.73 | 4.66 | 5.18 | 2.88 | 6.12 | 6.03 | 4.49 | 4.01 | 4.83 | 5.42 | 5.14 | 5.14 | 5.70 | 5.31 | 5.48 | 6.01 | 6.30 | 7.44 | 8.42 | 11.00 | 7.70 | 5.05 |
Data as of 07/01/2025, AR inception is 04/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYG (iShares iBoxx $ High Yield Corporate Bond ETF) |
-1.99%
Sep 2019 - Sep 2022 |
0.52%
Sep 2017 - Sep 2022 |
2.65%
Sep 2012 - Sep 2022 |
3.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYG (iShares iBoxx $ High Yield Corporate Bond ETF) |
21.19%
Feb 2009 - Feb 2012 |
15.96%
Nov 2008 - Nov 2013 |
9.39%
Nov 2008 - Nov 2018 |
7.25%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart