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ANGL vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANGL vs. MHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Man Active High Yield ETF (MHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANGL achieves a 1.97% return, which is significantly lower than MHY's 4.09% return.


ANGL

1D
-0.07%
1M
0.94%
YTD
1.97%
6M
2.26%
1Y
7.26%
3Y*
8.60%
5Y*
3.25%
10Y*
6.24%

MHY

1D
-0.04%
1M
1.72%
YTD
4.09%
6M
4.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANGL vs. MHY - Yearly Performance Comparison


Correlation

The correlation between ANGL and MHY is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.74

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Return for Risk

ANGL vs. MHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANGL
ANGL Risk / Return Rank: 4848
Overall Rank
ANGL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5151
Sortino Ratio Rank
ANGL Omega Ratio Rank: 5555
Omega Ratio Rank
ANGL Calmar Ratio Rank: 3737
Calmar Ratio Rank
ANGL Martin Ratio Rank: 4747
Martin Ratio Rank

MHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ANGL vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Man Active High Yield ETF (MHY). 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.


ANGLMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

1.80

Martin ratioReturn relative to average drawdown

7.53

ANGL vs. MHY - Sharpe Ratio Comparison


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Drawdowns

ANGL vs. MHY - Drawdown Comparison

The maximum ANGL drawdown since its inception was -29.31%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for ANGL and MHY.


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Drawdown Indicators


ANGLMHYDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-1.58%

-27.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-0.10%

-0.04%

-0.06%

Average Drawdown

Average peak-to-trough decline

-3.29%

-0.29%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

Volatility

ANGL vs. MHY - Volatility Comparison


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Volatility by Period


ANGLMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

2.99%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

2.99%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

2.99%

+6.27%

ANGL vs. MHY - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is lower than MHY's 0.69% expense ratio.


Dividends

ANGL vs. MHY - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.35%, more than MHY's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.35%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
MHY
Man Active High Yield ETF
3.55%3.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANGL and MHY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANGL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANGL is cheaper with a 0.35% expense ratio, compared with 0.69% for MHY.

ANGL has the higher dividend yield at 6.35%, compared with 3.55% for MHY.

They also come from different issuers: VanEck and Man Group. Their fees differ too: 0.35% for ANGL and 0.69% for MHY.

Portfolio Optimizer

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