EAGG vs. HYXF
EAGG (iShares ESG Aware US Aggregate Bond ETF) and HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Both are passively managed. Over the past 5 years, EAGG returned 0.08%/yr vs 3.71%/yr for HYXF. At a 0.37 correlation, their price movements are largely independent. EAGG charges 0.10%/yr vs 0.35%/yr for HYXF.
Performance
EAGG vs. HYXF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAGG achieves a 0.54% return, which is significantly lower than HYXF's 1.34% return.
EAGG
- 1D
- 0.06%
- 1M
- 1.08%
- YTD
- 0.54%
- 6M
- 0.85%
- 1Y
- 4.91%
- 3Y*
- 3.92%
- 5Y*
- 0.08%
- 10Y*
- —
HYXF
- 1D
- 0.29%
- 1M
- 1.24%
- YTD
- 1.34%
- 6M
- 1.95%
- 1Y
- 6.13%
- 3Y*
- 8.59%
- 5Y*
- 3.71%
- 10Y*
- 5.12%
EAGG vs. HYXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.54% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.19% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.34% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 14.87% | -2.43% |
Correlation
The correlation between EAGG and HYXF is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018 | 0.37 |
The correlation between EAGG and HYXF shifts across timeframes, from 0.37 (all time) to 0.58 (3 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
EAGG vs. HYXF — Risk / Return Rank
EAGG
HYXF
EAGG vs. HYXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.
| EAGG | HYXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.40 | -0.61 |
| Martin ratioReturn relative to average drawdown | 5.28 | 10.72 | -5.43 |
Loading charts...
Drawdowns
EAGG vs. HYXF - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum HYXF drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for EAGG and HYXF.
Loading charts...
Drawdown Indicators
| EAGG | HYXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -18.75% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.57% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -4.81% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -16.00% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.75% | — |
Current DrawdownCurrent decline from peak | -2.53% | 0.00% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -2.57% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.57% | +0.36% |
Volatility
EAGG vs. HYXF - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) have volatilities of 1.26% and 1.29%, 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
| EAGG | HYXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.29% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 3.01% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 3.83% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 8.05% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 8.31% | -2.82% |
EAGG vs. HYXF - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than HYXF's 0.35% expense ratio.
Dividends
EAGG vs. HYXF - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.00%, less than HYXF's 6.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.00% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.07% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% |
Frequently Asked Questions
EAGG and HYXF have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HYXF has higher volatility (1.29%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs HYXF's -18.75%.
On 5-year performance, HYXF leads with 3.71% vs 0.08% for EAGG. On fees, EAGG is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, HYXF has performed better with a 3.71% return vs 0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG is cheaper with a 0.10% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 6.07%, compared with 4.00% for EAGG.
EAGG is categorized as Intermediate Core Bond, while HYXF is High Yield Bonds. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.10% for EAGG and 0.35% for HYXF.
HYXF currently has the higher Sharpe Ratio (1.61 vs 1.33), 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.
Find the right allocation for EAGG and HYXF
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