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FELG vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FELG vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Large Cap Growth ETF (FELG) 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

The year-to-date returns for both stocks are quite close, with FELG having a 3.31% return and HYGH slightly lower at 3.24%.


FELG

1D
0.12%
1M
-3.56%
YTD
3.31%
6M
4.10%
1Y
22.20%
3Y*
5Y*
10Y*

HYGH

1D
0.17%
1M
0.74%
YTD
3.24%
6M
3.69%
1Y
8.03%
3Y*
9.63%
5Y*
7.00%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELG vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023
FELG
Fidelity Enhanced Large Cap Growth ETF
3.31%18.44%35.45%4.37%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.24%6.94%11.22%2.53%

Correlation

The correlation between FELG and HYGH is 0.56, 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

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

0.51

The correlation between FELG and HYGH has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

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Return for Risk

FELG vs. HYGH — Risk / Return Rank

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

FELG
FELG Risk / Return Rank: 3636
Overall Rank
FELG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FELG Sortino Ratio Rank: 3939
Sortino Ratio Rank
FELG Omega Ratio Rank: 3939
Omega Ratio Rank
FELG Calmar Ratio Rank: 2929
Calmar Ratio Rank
FELG Martin Ratio Rank: 3333
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 8585
Overall Rank
HYGH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 8484
Sortino Ratio Rank
HYGH Omega Ratio Rank: 8080
Omega Ratio Rank
HYGH Calmar Ratio Rank: 9090
Calmar Ratio Rank
HYGH Martin Ratio Rank: 9191
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.

FELG vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Growth ETF (FELG) 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.

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.


FELGHYGHDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

1.28

4.88

-3.60

Martin ratioReturn relative to average drawdown

4.30

19.08

-14.78

FELG vs. HYGH - Sharpe Ratio Comparison

The current FELG Sharpe Ratio is 1.29, which is lower than the HYGH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FELG and HYGH, 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

FELG vs. HYGH - Drawdown Comparison

The maximum FELG drawdown since its inception was -23.89%, roughly equal to the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for FELG and HYGH.


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Drawdown Indicators


FELGHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-23.88%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-1.62%

-14.55%

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

-5.36%

0.00%

-5.36%

Average Drawdown

Average peak-to-trough decline

-3.53%

-2.22%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

0.41%

+4.38%

Volatility

FELG vs. HYGH - Volatility Comparison

Fidelity Enhanced Large Cap Growth ETF (FELG) has a higher volatility of 5.41% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.68%. This indicates that FELG's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELGHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

0.68%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

2.80%

+9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

3.66%

+12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

7.07%

+12.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

8.34%

+11.63%

FELG vs. HYGH - Expense Ratio Comparison

FELG has a 0.18% expense ratio, which is lower than HYGH's 0.53% expense ratio.


Dividends

FELG vs. HYGH - Dividend Comparison

FELG's dividend yield for the trailing twelve months is around 0.35%, less than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FELG
Fidelity Enhanced Large Cap Growth ETF
0.35%0.38%0.44%0.11%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
6.60%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


FELG and HYGH have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FELG has higher volatility (5.41%) compared to HYGH (0.68%). In terms of maximum drawdown, FELG dropped -23.89% vs HYGH's -23.88%.

On 1-year performance, FELG leads with 22.20% vs 8.03% for HYGH. On fees, FELG is cheaper at 0.18% per year. On volatility, HYGH has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FELG has performed better with a 22.20% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FELG is cheaper with a 0.18% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.60%, compared with 0.35% for FELG.

FELG is categorized as Large Cap Growth Equities, while HYGH is High Yield Bonds. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.18% for FELG and 0.53% for HYGH.

HYGH currently has the higher Sharpe Ratio (2.16 vs 1.29), 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 FELG and HYGH

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