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CEFS vs. HYGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEFS vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saba Closed-End Funds ETF (CEFS) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

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CEFS vs. HYGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CEFS
Saba Closed-End Funds ETF
-0.33%16.67%23.48%20.99%-7.08%17.86%3.40%28.41%-8.11%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
-0.52%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%

Returns By Period

In the year-to-date period, CEFS achieves a -0.33% return, which is significantly higher than HYGV's -0.52% return.


CEFS

1D
2.04%
1M
-2.99%
YTD
-0.33%
6M
3.31%
1Y
14.56%
3Y*
17.06%
5Y*
11.58%
10Y*

HYGV

1D
1.03%
1M
-1.10%
YTD
-0.52%
6M
0.76%
1Y
6.84%
3Y*
7.84%
5Y*
3.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEFS vs. HYGV - Expense Ratio Comparison

CEFS has a 3.80% expense ratio, which is higher than HYGV's 0.37% expense ratio.


Return for Risk

CEFS vs. HYGV — Risk / Return Rank

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

CEFS
CEFS Risk / Return Rank: 6666
Overall Rank
CEFS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CEFS Sortino Ratio Rank: 6363
Sortino Ratio Rank
CEFS Omega Ratio Rank: 7070
Omega Ratio Rank
CEFS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CEFS Martin Ratio Rank: 7272
Martin Ratio Rank

HYGV
HYGV Risk / Return Rank: 6868
Overall Rank
HYGV Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6464
Sortino Ratio Rank
HYGV Omega Ratio Rank: 7474
Omega Ratio Rank
HYGV Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYGV Martin Ratio Rank: 7373
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.

CEFS vs. HYGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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.


CEFSHYGVDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.11

0.00

Sortino ratio

Return per unit of downside risk

1.54

1.58

-0.04

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.43

1.49

-0.06

Martin ratio

Return relative to average drawdown

6.94

7.22

-0.27

CEFS vs. HYGV - Sharpe Ratio Comparison

The current CEFS Sharpe Ratio is 1.11, which is comparable to the HYGV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CEFS and HYGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEFSHYGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.11

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.45

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.53

+0.17

Correlation

The correlation between CEFS and HYGV is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CEFS vs. HYGV - Dividend Comparison

CEFS's dividend yield for the trailing twelve months is around 8.01%, more than HYGV's 7.51% yield.


TTM202520242023202220212020201920182017
CEFS
Saba Closed-End Funds ETF
8.01%7.84%8.79%9.20%11.32%10.73%8.61%8.10%10.43%5.02%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.51%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%

Drawdowns

CEFS vs. HYGV - Drawdown Comparison

The maximum CEFS drawdown since its inception was -38.99%, which is greater than HYGV's maximum drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for CEFS and HYGV.


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Drawdown Indicators


CEFSHYGVDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-23.47%

-15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-4.54%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-17.12%

+0.27%

Current Drawdown

Current decline from peak

-3.75%

-1.60%

-2.15%

Average Drawdown

Average peak-to-trough decline

-3.73%

-3.39%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.94%

+1.08%

Volatility

CEFS vs. HYGV - Volatility Comparison

Saba Closed-End Funds ETF (CEFS) has a higher volatility of 4.75% compared to FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) at 2.30%. This indicates that CEFS's price experiences larger fluctuations and is considered to be riskier than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFSHYGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

2.30%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

2.98%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

6.19%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

7.57%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

9.28%

+6.10%