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Inception Date
Oct 16, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$24M

Share Price Chart


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Performance

EVHY Performance Chart

Eaton Vance High Yield ETF (EVHY) is up 1.3% since the beginning of the year. EVHY is currently trading at $52 per share.


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S&P 500 Index

Returns By Period

Eaton Vance High Yield ETF (EVHY) has returned 1.33% so far this year and 7.04% over the past 12 months.


Eaton Vance High Yield ETF

1D
0.11%
1M
0.46%
YTD
1.33%
6M
1.94%
1Y
7.04%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVHY Monthly Returns History

Based on dividend-adjusted daily data since Oct 19, 2023, EVHY's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 79% of months were positive and 21% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Apr 2024 at -1.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EVHY closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +2.4%, while the worst single day was Apr 10, 2025 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.30%0.26%-1.04%1.34%0.48%0.00%1.33%
20251.34%0.93%-0.74%0.45%1.35%1.73%0.02%1.21%0.65%0.31%0.93%0.61%9.14%
20240.21%-0.13%1.38%-1.05%1.51%0.76%1.64%1.50%1.09%-0.98%1.31%-0.98%6.39%
20231.29%4.41%2.97%8.90%

Benchmark Metrics

Eaton Vance High Yield ETF has an annualized alpha of 4.80%, beta of 0.21, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 20, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (27.44%) than losses (6.14%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.21 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.80%
Beta
0.21
0.52
Upside Capture
27.44%
Downside Capture
6.14%

Expense Ratio

EVHY has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EVHY ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EVHY Risk / Return Rank: 6565
Overall Rank
EVHY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EVHY Sortino Ratio Rank: 6868
Sortino Ratio Rank
EVHY Omega Ratio Rank: 6767
Omega Ratio Rank
EVHY Calmar Ratio Rank: 5656
Calmar Ratio Rank
EVHY Martin Ratio Rank: 7171
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Eaton Vance High Yield ETF (EVHY) and compare them to S&P 500 Index.


EVHYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.39

-0.28

Sortino ratio

Return per unit of downside risk

3.20

3.25

-0.06

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

2.82

3.11

-0.29

Martin ratio

Return relative to average drawdown

13.65

14.38

-0.73

Dividends

Dividend History

Eaton Vance High Yield ETF provided a 7.19% dividend yield over the last twelve months, with an annual payout of $3.76 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$1.00$2.00$3.00$4.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$3.76$3.92$4.00$0.76

Dividend yield

7.19%7.39%7.66%1.44%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance High Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.30$0.25$0.27$0.26$0.28$0.00$1.36
2025$0.30$0.30$0.30$0.30$0.31$0.30$0.30$0.30$0.29$0.30$0.29$0.63$3.92
2024$0.31$0.29$0.31$0.30$0.31$0.29$0.31$0.30$0.29$0.31$0.29$0.69$4.00
2023$0.45$0.31$0.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance High Yield ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eaton Vance High Yield ETF was 3.71%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-3.71%Apr 2025
1mo 6d21d
1mo 27dMar 2025 - Apr 2025
2026 pullback2026
-2.51%Mar 2026
1mo 27d21d
2mo 18dJan 2026 - Apr 2026
2024 pullback2024
-2.11%Apr 2024
19d17d
1mo 6dMar 2024 - May 2024
2024 pullback2024
-1.64%Dec 2024
10d1mo 9d
1mo 19dDec 2024 - Jan 2025
2024 pullback2024
-1.56%Jan 2024
7d28d
1mo 5dDec 2023 - Feb 2024

Drawdown Indicators


EVHYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-56.78%

+53.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-9.10%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.37%

-10.72%

+10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

1.97%

-1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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