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FAGB.L vs. TAHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAGB.L vs. TAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FAGB.L is traded in GBp, while TAHY.L is traded in USD. To make them comparable, the TAHY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FAGB.L achieves a 1.09% return, which is significantly lower than TAHY.L's 3.40% return.


FAGB.L

1D
-0.15%
1M
0.11%
6M
0.46%
YTD
1.09%
1Y
5.50%
3Y*
6.70%
5Y*
1.50%
10Y*

TAHY.L

1D
-1.09%
1M
-1.59%
6M
1.64%
YTD
3.40%
1Y
5.75%
3Y*
6.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGB.L vs. TAHY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
1.09%9.31%4.50%9.02%-15.12%-0.10%
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)
3.40%-0.38%19.59%-15.20%-8.69%-11.17%

Correlation

The correlation between FAGB.L and TAHY.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

-0.05

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Return for Risk

FAGB.L vs. TAHY.L — Risk / Return Rank

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

FAGB.L
FAGB.L Risk / Return Rank: 4141
Overall Rank
FAGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FAGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FAGB.L Omega Ratio Rank: 4646
Omega Ratio Rank
FAGB.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
FAGB.L Martin Ratio Rank: 3737
Martin Ratio Rank

TAHY.L
TAHY.L Risk / Return Rank: 7373
Overall Rank
TAHY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8484
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5757
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.

FAGB.L vs. TAHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L). 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.


FAGB.LTAHY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratioReturn relative to maximum drawdown

1.17

0.92

+0.26

Martin ratioReturn relative to average drawdown

4.35

2.26

+2.09

FAGB.L vs. TAHY.L - Sharpe Ratio Comparison

The current FAGB.L Sharpe Ratio is 1.20, which is higher than the TAHY.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FAGB.L and TAHY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FAGB.L vs. TAHY.L - Drawdown Comparison

The maximum FAGB.L drawdown since its inception was -30.30%, smaller than the maximum TAHY.L drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for FAGB.L and TAHY.L.


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Drawdown Indicators


FAGB.LTAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.30%

-40.62%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-5.98%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-5.31%

-7.70%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

Current Drawdown

Current decline from peak

-0.62%

-15.32%

+14.70%

Average Drawdown

Average peak-to-trough decline

-5.39%

-21.35%

+15.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.43%

-1.14%

Volatility

FAGB.L vs. TAHY.L - Volatility Comparison

The current volatility for Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) is 1.19%, while Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) has a volatility of 2.17%. This indicates that FAGB.L experiences smaller price fluctuations and is considered to be less risky than TAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGB.LTAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.17%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

5.89%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

7.52%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

14.73%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

14.73%

-6.20%

FAGB.L vs. TAHY.L - Expense Ratio Comparison

FAGB.L has a 0.50% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.


Dividends

FAGB.L vs. TAHY.L - Dividend Comparison

Neither FAGB.L nor TAHY.L has paid dividends to shareholders.


PositionTTM202520242023202220212020
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FAGB.L and TAHY.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAGB.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAGB.L is cheaper with a 0.50% expense ratio, compared with 0.60% for TAHY.L.

FAGB.L tracks FTSE Time-Weighted US Fallen Angel Bond Select Index, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: Invesco and Janus Henderson. Their fees differ too: 0.50% for FAGB.L and 0.60% for TAHY.L.

Portfolio Optimizer

Find the right allocation for FAGB.L and TAHY.L

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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