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CBYYX vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBYYX vs. GOLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Pioneer Cat Bond Fund Class Y (CBYYX) and Strategy Shares Gold-Hedged Bond ETF (GOLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBYYX achieves a 2.73% return, which is significantly higher than GOLY's -23.60% return.


CBYYX

1D
0.00%
1M
0.71%
YTD
2.73%
6M
2.92%
1Y
11.04%
3Y*
5Y*
10Y*

GOLY

1D
-1.22%
1M
-6.92%
YTD
-23.60%
6M
-25.65%
1Y
-6.67%
3Y*
15.85%
5Y*
5.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBYYX vs. GOLY - Yearly Performance Comparison


2026 (YTD)202520242023
CBYYX
Victory Pioneer Cat Bond Fund Class Y
2.73%11.09%15.69%3.43%
GOLY
Strategy Shares Gold-Hedged Bond ETF
-23.60%57.98%19.82%11.79%

Correlation

The correlation between CBYYX and GOLY is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2023

-0.02

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Return for Risk

CBYYX vs. GOLY — Risk / Return Rank

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

CBYYX
CBYYX Risk / Return Rank: 100100
Overall Rank
CBYYX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CBYYX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CBYYX Omega Ratio Rank: 100100
Omega Ratio Rank
CBYYX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CBYYX Martin Ratio Rank: 100100
Martin Ratio Rank

GOLY
GOLY Risk / Return Rank: 77
Overall Rank
GOLY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 77
Sortino Ratio Rank
GOLY Omega Ratio Rank: 77
Omega Ratio Rank
GOLY Calmar Ratio Rank: 77
Calmar Ratio Rank
GOLY Martin Ratio Rank: 77
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.

CBYYX vs. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Pioneer Cat Bond Fund Class Y (CBYYX) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


CBYYXGOLYDifference
Sharpe ratioReturn per unit of total volatility

+9.30

Sortino ratioReturn per unit of downside risk

+31.37

Omega ratioGain probability vs. loss probability

9.36

0.99

+8.36

Calmar ratioReturn relative to maximum drawdown

122.09

-0.19

+122.28

Martin ratioReturn relative to average drawdown

440.62

-0.45

+441.07

CBYYX vs. GOLY - Sharpe Ratio Comparison

The current CBYYX Sharpe Ratio is 9.10, which is higher than the GOLY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of CBYYX and GOLY, 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

CBYYX vs. GOLY - Drawdown Comparison

The maximum CBYYX drawdown since its inception was -8.72%, smaller than the maximum GOLY drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for CBYYX and GOLY.


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Drawdown Indicators


CBYYXGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-36.08%

+27.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-36.08%

+35.99%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

Current Drawdown

Current decline from peak

0.00%

-34.08%

+34.08%

Average Drawdown

Average peak-to-trough decline

-1.29%

-12.04%

+10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

14.83%

-14.80%

Volatility

CBYYX vs. GOLY - Volatility Comparison

The current volatility for Victory Pioneer Cat Bond Fund Class Y (CBYYX) is 0.20%, while Strategy Shares Gold-Hedged Bond ETF (GOLY) has a volatility of 9.29%. This indicates that CBYYX experiences smaller price fluctuations and is considered to be less risky than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBYYXGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

9.29%

-9.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

30.54%

-29.93%

Volatility (1Y)

Calculated over the trailing 1-year period

1.22%

33.81%

-32.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.14%

22.56%

-14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

22.41%

-14.27%

CBYYX vs. GOLY - Expense Ratio Comparison

CBYYX has a 1.46% expense ratio, which is higher than GOLY's 0.79% expense ratio.


Dividends

CBYYX vs. GOLY - Dividend Comparison

CBYYX's dividend yield for the trailing twelve months is around 8.89%, less than GOLY's 9.64% yield.


PositionTTM20252024202320222021
CBYYX
Victory Pioneer Cat Bond Fund Class Y
8.89%9.14%10.33%9.41%0.00%0.00%
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.64%7.22%3.85%2.94%2.57%1.11%

Frequently Asked Questions


CBYYX and GOLY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOLY has higher volatility (9.29%) compared to CBYYX (0.20%). In terms of maximum drawdown, CBYYX dropped -8.72% vs GOLY's -36.08%.

CBYYX currently has the higher Sharpe Ratio (9.10 vs -0.20), 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.

Portfolio Optimizer

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