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CGHY vs. HYEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGHY vs. HYEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group High Yield Bond ETF (CGHY) and VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGHY achieves a 2.11% return, which is significantly lower than HYEM's 3.81% return.


CGHY

1D
0.22%
1M
0.58%
YTD
2.11%
6M
2.60%
1Y
3Y*
5Y*
10Y*

HYEM

1D
-0.10%
1M
0.91%
YTD
3.81%
6M
4.19%
1Y
10.08%
3Y*
10.82%
5Y*
3.02%
10Y*
4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGHY vs. HYEM - Yearly Performance Comparison


Correlation

The correlation between CGHY and HYEM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.43

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Return for Risk

CGHY vs. HYEM — Risk / Return Rank

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

CGHY

HYEM
HYEM Risk / Return Rank: 7777
Overall Rank
HYEM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7878
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7979
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.

CGHY vs. HYEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group High Yield Bond ETF (CGHY) and VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM). 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.


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

CGHY vs. HYEM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGHYHYEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

0.54

+1.38

Drawdowns

CGHY vs. HYEM - Drawdown Comparison

The maximum CGHY drawdown since its inception was -2.38%, smaller than the maximum HYEM drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for CGHY and HYEM.


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Drawdown Indicators


CGHYHYEMDifference

Max Drawdown

Largest peak-to-trough decline

-2.38%

-30.96%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.14%

-0.20%

+0.06%

Average Drawdown

Average peak-to-trough decline

-0.31%

-4.40%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

CGHY vs. HYEM - Volatility Comparison


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Volatility by Period


CGHYHYEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

4.33%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

7.49%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

9.27%

-5.94%

CGHY vs. HYEM - Expense Ratio Comparison

CGHY has a 0.39% expense ratio, which is lower than HYEM's 0.40% expense ratio.


Dividends

CGHY vs. HYEM - Dividend Comparison

CGHY's dividend yield for the trailing twelve months is around 5.07%, less than HYEM's 6.53% yield.


PositionTTM20252024202320222021202020192018201720162015
CGHY
Capital Group High Yield Bond ETF
5.07%3.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.53%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%

Frequently Asked Questions


CGHY and HYEM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGHY is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGHY is cheaper with a 0.39% expense ratio, compared with 0.40% for HYEM.

HYEM has the higher dividend yield at 6.53%, compared with 5.07% for CGHY.

They also come from different issuers: Capital Group and VanEck. Their fees differ too: 0.39% for CGHY and 0.40% for HYEM.

Portfolio Optimizer

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