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EVHY vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVHY vs. MHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Yield ETF (EVHY) and Man Active High Yield ETF (MHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVHY achieves a 1.48% return, which is significantly lower than MHY's 4.09% return.


EVHY

1D
0.00%
1M
0.68%
YTD
1.48%
6M
1.63%
1Y
6.08%
3Y*
5Y*
10Y*

MHY

1D
-0.04%
1M
1.72%
YTD
4.09%
6M
4.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVHY vs. MHY - Yearly Performance Comparison


2026 (YTD)2025
EVHY
Eaton Vance High Yield ETF
1.48%1.97%
MHY
Man Active High Yield ETF
4.09%1.54%

Correlation

The correlation between EVHY and MHY is 0.75, 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 Sep 18, 2025

0.75

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Return for Risk

EVHY vs. MHY — Risk / Return Rank

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

EVHY
EVHY Risk / Return Rank: 6161
Overall Rank
EVHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EVHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
EVHY Omega Ratio Rank: 6363
Omega Ratio Rank
EVHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
EVHY Martin Ratio Rank: 6969
Martin Ratio Rank

MHY

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

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.

EVHY vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield ETF (EVHY) and Man Active High Yield ETF (MHY). 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.


EVHYMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

11.74

EVHY vs. MHY - Sharpe Ratio Comparison


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Drawdowns

EVHY vs. MHY - Drawdown Comparison

The maximum EVHY drawdown since its inception was -3.71%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for EVHY and MHY.


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Drawdown Indicators


EVHYMHYDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-1.58%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-0.12%

-0.04%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.37%

-0.29%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

EVHY vs. MHY - Volatility Comparison


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Volatility by Period


EVHYMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

2.99%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

2.99%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

2.99%

+1.52%

EVHY vs. MHY - Expense Ratio Comparison

EVHY has a 0.48% expense ratio, which is lower than MHY's 0.69% expense ratio.


Dividends

EVHY vs. MHY - Dividend Comparison

EVHY's dividend yield for the trailing twelve months is around 7.18%, more than MHY's 3.55% yield.


PositionTTM202520242023
EVHY
Eaton Vance High Yield ETF
7.18%7.39%7.66%1.44%
MHY
Man Active High Yield ETF
3.55%3.42%0.00%0.00%

Frequently Asked Questions


EVHY and MHY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVHY is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVHY is cheaper with a 0.48% expense ratio, compared with 0.69% for MHY.

EVHY has the higher dividend yield at 7.18%, compared with 3.55% for MHY.

They also come from different issuers: Eaton Vance and Man Group. Their fees differ too: 0.48% for EVHY and 0.69% for MHY.

Portfolio Optimizer

Find the right allocation for EVHY and MHY

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

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