Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) | 4.41% | 5.94% | 3.63% | -0.84% | 2.87% | 3.69% | 4.01% | 4.84% |
Data as of 07/03/2025, AR inception is 07/26/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) | 07/26/2002 | 07/03/2025 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 5.94 | 3.63 | -0.84 | 2.87 | 3.69 | 4.01 | 4.84 | 4.41 | 0.86 | 9.40 | -17.93 | -1.84 | 10.97 | 17.72 | -3.79 | 7.05 | 6.21 | -1.25 | 8.21 | -2.00 | 10.24 | 9.73 | 9.33 | 8.46 | 2.40 | 3.73 | 4.22 | 1.15 | 5.71 | 9.10 | 9.90 |
| Sharpe Ratio | NA | 0.37 | 0.03 | -0.32 | 0.17 | NA | NA | 0.41 | 0.75 | -0.39 | 0.60 | -1.59 | -0.29 | 0.63 | 3.35 | -1.29 | 1.58 | 1.19 | -0.21 | 1.93 | -0.33 | 2.30 | 1.52 | 1.52 | 0.90 | 0.07 | 0.10 | 0.20 | -0.24 | 0.74 | 1.11 | 3.34 |
| Standard Deviation(%) | NA | 7.43 | 9.29 | 8.75 | 8.65 | NA | NA | 8.45 | 7.98 | 7.08 | 9.67 | 12.25 | 6.46 | 16.86 | 4.85 | 4.02 | 4.07 | 5.03 | 6.06 | 4.24 | 6.07 | 4.47 | 6.40 | 6.08 | 9.30 | 20.85 | 6.03 | 4.01 | 4.65 | 6.38 | 7.56 | 6.98 |
| Draw Down(%) | NA | 6.26 | 12.89 | 24.95 | 24.95 | NA | NA | 24.95 | 3.56 | 4.96 | 9.66 | 23.49 | 6.64 | 21.76 | 3.16 | 5.63 | 2.39 | 5.86 | 6.03 | 2.43 | 8.57 | 2.52 | 4.66 | 5.23 | 10.86 | 21.54 | 3.64 | 3.87 | 4.34 | 7.66 | 8.29 | 4.32 |
| Yield(%) | 0.37 | 4.47 | 4.06 | 2.93 | 3.47 | 3.84 | 4.06 | 4.85 | 2.29 | 4.32 | 4.16 | 2.65 | 2.21 | 2.86 | 4.03 | 3.43 | 3.22 | 3.43 | 3.31 | 3.54 | 3.61 | 3.75 | 4.59 | 5.04 | 5.69 | 5.15 | 5.36 | 4.96 | 4.57 | 4.73 | 8.15 | 2.42 |
Data as of 07/03/2025, AR inception is 07/26/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) |
-6.71%
Oct 2020 - Oct 2023 |
-0.64%
Jan 2020 - Jan 2025 |
1.29%
Oct 2012 - Oct 2022 |
3.56%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) |
15.16%
Oct 2008 - Oct 2011 |
10.56%
Oct 2008 - Oct 2013 |
6.96%
Oct 2002 - Oct 2012 |
5.99%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart