PortfoliosLab logoPortfoliosLab logo
DGRO vs. HYT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRO vs. HYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and BlackRock Corporate High Yield Fund (HYT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DGRO achieves a 9.86% return, which is significantly higher than HYT's 1.45% return. Over the past 10 years, DGRO has outperformed HYT with an annualized return of 13.52%, while HYT has yielded a comparatively lower 7.43% annualized return.


DGRO

1D
0.69%
1M
3.74%
YTD
9.86%
6M
9.27%
1Y
22.26%
3Y*
16.74%
5Y*
10.82%
10Y*
13.52%

HYT

1D
0.35%
1M
-0.14%
YTD
1.45%
6M
-2.59%
1Y
-2.23%
3Y*
10.05%
5Y*
2.52%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. HYT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRO
iShares Core Dividend Growth ETF
9.86%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%
HYT
BlackRock Corporate High Yield Fund
1.45%0.06%14.43%19.92%-22.58%16.62%11.55%31.19%-7.81%8.99%

Correlation

The correlation between DGRO and HYT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.46

The correlation between DGRO and HYT shifts across timeframes, from 0.33 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGRO vs. HYT — Risk / Return Rank

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

DGRO
DGRO Risk / Return Rank: 8282
Overall Rank
DGRO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8282
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7979
Martin Ratio Rank

HYT
HYT Risk / Return Rank: 22
Overall Rank
HYT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HYT Sortino Ratio Rank: 22
Sortino Ratio Rank
HYT Omega Ratio Rank: 22
Omega Ratio Rank
HYT Calmar Ratio Rank: 22
Calmar Ratio Rank
HYT Martin Ratio Rank: 22
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.

DGRO vs. HYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and BlackRock Corporate High Yield Fund (HYT). 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.


DGROHYTDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+3.64

Omega ratioGain probability vs. loss probability

1.42

0.97

+0.45

Calmar ratioReturn relative to maximum drawdown

3.46

-0.22

+3.68

Martin ratioReturn relative to average drawdown

13.36

-0.53

+13.89

DGRO vs. HYT - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.34, which is higher than the HYT Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of DGRO and HYT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DGRO vs. HYT - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum HYT drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for DGRO and HYT.


Loading charts...

Drawdown Indicators


DGROHYTDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-56.95%

+21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-10.17%

+3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-13.95%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-29.05%

+9.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-42.59%

+7.49%

Current Drawdown

Current decline from peak

0.00%

-4.65%

+4.65%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.90%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

4.23%

-2.55%

Volatility

DGRO vs. HYT - Volatility Comparison

iShares Core Dividend Growth ETF (DGRO) and BlackRock Corporate High Yield Fund (HYT) have volatilities of 2.64% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGROHYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

2.62%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

8.02%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.59%

9.95%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

14.47%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

16.93%

-0.31%

DGRO vs. HYT - Expense Ratio Comparison

DGRO has a 0.08% expense ratio, which is lower than HYT's 2.83% expense ratio.


Dividends

DGRO vs. HYT - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.94%, less than HYT's 10.84% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
HYT
BlackRock Corporate High Yield Fund
10.84%10.50%9.53%9.91%9.80%7.58%8.18%7.92%9.20%7.68%8.23%10.18%

Frequently Asked Questions


DGRO and HYT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.64%) compared to HYT (2.62%). In terms of maximum drawdown, DGRO dropped -35.10% vs HYT's -56.95%.

DGRO currently has the higher Sharpe Ratio (2.34 vs -0.23), 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

Find the right allocation for DGRO and HYT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer