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ISIN
US33738D4088
CUSIP
33738D408
Inception Date
Feb 27, 2013
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$2B

Share Price Chart


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Performance

HYLS Performance Chart

First Trust Tactical High Yield ETF (HYLS) is up 0.5% since the beginning of the year. HYLS is currently trading at $41 per share. Investors who bought $1,000 worth of HYLS shares 5 years ago would now be looking at an investment worth $1,156.


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S&P 500 Index

Returns By Period

First Trust Tactical High Yield ETF (HYLS) has returned 0.45% so far this year and 5.02% over the past 12 months. Over the last ten years, HYLS has returned 4.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


First Trust Tactical High Yield ETF

1D
0.05%
1M
0.44%
YTD
0.45%
6M
0.74%
1Y
5.02%
3Y*
8.01%
5Y*
2.94%
10Y*
4.45%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLS Monthly Returns History

Based on dividend-adjusted daily data since Feb 27, 2013, HYLS's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +7.5%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HYLS closed higher 54% of trading days. The best single day was Apr 9, 2020 with a return of +5.1%, while the worst single day was Mar 20, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.08%-0.67%-0.72%1.52%0.42%0.00%0.45%
20251.25%0.59%-0.97%0.58%1.21%1.67%0.10%1.37%0.81%0.06%0.58%0.51%8.00%
2024-0.25%0.40%0.66%-1.79%1.21%0.73%1.72%1.64%1.44%-0.75%1.45%-0.69%5.85%
20234.41%-1.68%1.05%0.73%-1.36%1.77%1.19%0.47%-1.04%-1.72%5.99%3.39%13.66%
2022-1.89%-0.66%-0.31%-4.40%-1.80%-7.13%7.18%-2.29%-4.84%3.34%1.54%-1.60%-12.83%
20210.47%0.02%0.73%0.33%0.32%0.41%0.19%0.51%-0.02%-0.31%-1.05%2.06%3.69%

Benchmark Metrics

First Trust Tactical High Yield ETF has an annualized alpha of 1.38%, beta of 0.22, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since February 27, 2013.

  • This ETF participated in 37.95% of S&P 500 Index downside but only 29.54% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R2 of 0.34 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.34 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.38%
Beta
0.22
0.34
Upside Capture
29.54%
Downside Capture
37.95%

Expense Ratio

HYLS has a high expense ratio of 1.01%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HYLS ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HYLS Risk / Return Rank: 4141
Overall Rank
HYLS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 4545
Sortino Ratio Rank
HYLS Omega Ratio Rank: 4242
Omega Ratio Rank
HYLS Calmar Ratio Rank: 3333
Calmar Ratio Rank
HYLS Martin Ratio Rank: 4343
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 First Trust Tactical High Yield ETF (HYLS) and compare them to S&P 500 Index.

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.


HYLSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.63

2.78

-1.15

Martin ratioReturn relative to average drawdown

6.91

12.44

-5.52

Dividends

Dividend History

First Trust Tactical High Yield ETF provided a 6.69% dividend yield over the last twelve months, with an annual payout of $2.74 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%5.50%6.00%6.50%7.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.74$2.67$2.58$2.48$2.87$2.62$2.48$2.52$2.61$2.69$2.59$2.87

Dividend yield

6.69%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.23$0.23$0.23$0.23$0.23$0.00$1.14
2025$0.22$0.22$0.22$0.22$0.22$0.22$0.23$0.24$0.24$0.23$0.22$0.22$2.67
2024$0.23$0.22$0.22$0.21$0.22$0.22$0.22$0.21$0.21$0.21$0.21$0.22$2.58
2023$0.22$0.21$0.20$0.19$0.19$0.19$0.21$0.22$0.22$0.22$0.22$0.22$2.48
2022$0.23$0.24$0.26$0.26$0.26$0.26$0.27$0.24$0.23$0.21$0.20$0.22$2.87
2021$0.23$0.21$0.22$0.21$0.22$0.22$0.21$0.23$0.20$0.20$0.23$0.23$2.62

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 First Trust Tactical 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 First Trust Tactical High Yield ETF was 22.99%, occurring on Mar 20, 2020. Recovery took 96 trading sessions.

The current First Trust Tactical High Yield ETF drawdown is 0.14%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-22.99%Mar 2020
1mo 6d4mo 19d
5mo 25dFeb 2020 - Aug 2020
Bear market2022
-15.75%Sep 2022
8mo 29d1y 8mo
2y 5moJan 2022 - Jun 2024
2016 pullback2016
-7.46%Jan 2016
7mo 21d4mo 20d
1y 6dJun 2015 - Jun 2016
2014 pullback2014
-5.73%Dec 2014
5mo 12d2mo 13d
7mo 25dJul 2014 - Feb 2015
Rate-hike selloffLate 2018
-5.69%Dec 2018
2mo 23d1mo 8d
4mo 1dOct 2018 - Jan 2019

Drawdown Indicators


HYLSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-56.78%

+33.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-9.10%

+6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-18.90%

+14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-25.43%

+9.68%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-33.92%

+10.93%

Current Drawdown

Current decline from peak

-0.14%

-1.80%

+1.66%

Average Drawdown

Average peak-to-trough decline

-2.15%

-10.71%

+8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.03%

-1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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