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FLOT vs. HYGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOT vs. HYGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Floating Rate Bond ETF (FLOT) and iShares Inflation Hedged High Yield Bond ETF (HYGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLOT

1D
0.00%
1M
0.41%
YTD
1.87%
6M
2.15%
1Y
4.85%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%

HYGI

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

FLOT vs. HYGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLOT
iShares Floating Rate Bond ETF
1.87%4.91%6.53%6.43%2.22%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%0.65%

Correlation

The correlation between FLOT and HYGI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2022

0.30

The correlation between FLOT and HYGI shifts across timeframes, from 0.13 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLOT vs. HYGI — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank

HYGI
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.

FLOT vs. HYGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) and iShares Inflation Hedged High Yield Bond ETF (HYGI). 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.


FLOTHYGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.22

Calmar ratioReturn relative to maximum drawdown

11.27

Martin ratioReturn relative to average drawdown

104.83

FLOT vs. HYGI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLOTHYGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Drawdowns

FLOT vs. HYGI - Drawdown Comparison


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Drawdown Indicators


FLOTHYGIDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

FLOT vs. HYGI - Volatility Comparison


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Volatility by Period


FLOTHYGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

FLOT vs. HYGI - Expense Ratio Comparison

FLOT has a 0.15% expense ratio, which is lower than HYGI's 0.52% expense ratio.


Dividends

FLOT vs. HYGI - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.54%, while HYGI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.54%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.97%3.41%6.08%6.22%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLOT and HYGI 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, FLOT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.52% for HYGI.

FLOT has the higher dividend yield at 4.54%, compared with 0.97% for HYGI.

FLOT is categorized as Ultrashort Bond, while HYGI is Inflation-Protected Bonds. FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index, while HYGI tracks BlackRock Inflation Hedged High Yield Bond Index - Benchmark TR Gross. Their fees differ too: 0.15% for FLOT and 0.52% for HYGI.

Portfolio Optimizer

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