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CPHY vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPHY vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Compoundr High Yield Bond ETF (CPHY) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPHY achieves a 0.06% return, which is significantly lower than HYGH's 2.76% return.


CPHY

1D
-0.36%
1M
-0.35%
YTD
0.06%
6M
0.41%
1Y
3Y*
5Y*
10Y*

HYGH

1D
-0.17%
1M
0.61%
YTD
2.76%
6M
3.17%
1Y
7.56%
3Y*
9.72%
5Y*
6.93%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPHY vs. HYGH - Yearly Performance Comparison


Correlation

The correlation between CPHY and HYGH is 0.68, 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 Aug 13, 2025

0.68

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Return for Risk

CPHY vs. HYGH — Risk / Return Rank

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

CPHY

HYGH
HYGH Risk / Return Rank: 7575
Overall Rank
HYGH Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGH Omega Ratio Rank: 6767
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8686
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8787
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.

CPHY vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Compoundr High Yield Bond ETF (CPHY) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.

CPHY vs. HYGH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPHYHYGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.56

+0.26

Drawdowns

CPHY vs. HYGH - Drawdown Comparison

The maximum CPHY drawdown since its inception was -2.51%, smaller than the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for CPHY and HYGH.


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Drawdown Indicators


CPHYHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-2.51%

-23.88%

+21.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.88%

Current Drawdown

Current decline from peak

-0.92%

-0.31%

-0.61%

Average Drawdown

Average peak-to-trough decline

-0.56%

-2.23%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

Volatility

CPHY vs. HYGH - Volatility Comparison


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Volatility by Period


CPHYHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

3.66%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

7.07%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.60%

8.35%

-4.75%

CPHY vs. HYGH - Expense Ratio Comparison

CPHY has a 0.35% expense ratio, which is lower than HYGH's 0.53% expense ratio.


Dividends

CPHY vs. HYGH - Dividend Comparison

CPHY has not paid dividends to shareholders, while HYGH's dividend yield for the trailing twelve months is around 6.63%.


PositionTTM20252024202320222021202020192018201720162015
CPHY
F/m Compoundr High Yield Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.63%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%

Frequently Asked Questions


CPHY and HYGH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CPHY is cheaper with a 0.35% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.63%, compared with 0.00% for CPHY.

They also come from different issuers: F/m Investments and iShares. Their fees differ too: 0.35% for CPHY and 0.53% for HYGH.

Portfolio Optimizer

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