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AVIG vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIG vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income ETF (AVIG) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVIG achieves a 0.10% return, which is significantly lower than USHY's 1.78% return.


AVIG

1D
-0.25%
1M
0.39%
YTD
0.10%
6M
0.25%
1Y
4.63%
3Y*
4.41%
5Y*
0.08%
10Y*

USHY

1D
-0.05%
1M
0.57%
YTD
1.78%
6M
2.04%
1Y
6.67%
3Y*
9.21%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIG vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVIG
Avantis Core Fixed Income ETF
0.10%7.98%1.55%6.41%-13.94%-2.15%0.86%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.78%8.81%8.45%12.73%-11.18%5.02%4.88%

Correlation

The correlation between AVIG and USHY is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.54

The correlation between AVIG and USHY shifts across timeframes, from 0.54 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AVIG vs. USHY — Risk / Return Rank

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

AVIG
AVIG Risk / Return Rank: 3434
Overall Rank
AVIG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 3535
Sortino Ratio Rank
AVIG Omega Ratio Rank: 3232
Omega Ratio Rank
AVIG Calmar Ratio Rank: 3434
Calmar Ratio Rank
AVIG Martin Ratio Rank: 3333
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6060
Sortino Ratio Rank
USHY Omega Ratio Rank: 5959
Omega Ratio Rank
USHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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.

AVIG vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


AVIGUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.65

2.76

-1.11

Martin ratioReturn relative to average drawdown

4.71

12.34

-7.63

AVIG vs. USHY - Sharpe Ratio Comparison

The current AVIG Sharpe Ratio is 1.22, which is lower than the USHY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of AVIG and USHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVIG vs. USHY - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for AVIG and USHY.


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Drawdown Indicators


AVIGUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-22.44%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.43%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-6.03%

-4.66%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-15.56%

-3.91%

Current Drawdown

Current decline from peak

-1.63%

-0.11%

-1.52%

Average Drawdown

Average peak-to-trough decline

-7.70%

-2.65%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.54%

+0.45%

Volatility

AVIG vs. USHY - Volatility Comparison

Avantis Core Fixed Income ETF (AVIG) has a higher volatility of 1.15% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 0.94%. This indicates that AVIG's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIGUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.94%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.97%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.68%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

7.35%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

8.23%

-2.24%

AVIG vs. USHY - Expense Ratio Comparison

Both AVIG and USHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AVIG vs. USHY - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.38%, less than USHY's 6.90% yield.


PositionTTM202520242023202220212020201920182017
AVIG
Avantis Core Fixed Income ETF
4.38%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


AVIG and USHY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVIG has higher volatility (1.15%) compared to USHY (0.94%). In terms of maximum drawdown, AVIG dropped -19.64% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.21% vs 0.08% for AVIG. Both ETFs have the same 0.15% expense ratio. On volatility, USHY has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USHY has performed better with a 4.21% return vs 0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVIG and USHY have the same expense ratio: 0.15% per year.

USHY has the higher dividend yield at 6.90%, compared with 4.38% for AVIG.

AVIG is categorized as Intermediate Core Bond, while USHY is High Yield Bonds. They also come from different issuers: Avantis and iShares.

USHY currently has the higher Sharpe Ratio (1.82 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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