PortfoliosLab logoPortfoliosLab logo
FLXN vs. PHYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXN vs. PHYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Flexible Income ETF (FLXN) and Putnam ESG High Yield ETF - (PHYD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with FLXN having a 2.50% return and PHYD slightly lower at 2.49%.


FLXN

1D
0.20%
1M
0.60%
YTD
2.50%
6M
2.95%
1Y
3Y*
5Y*
10Y*

PHYD

1D
0.32%
1M
-0.14%
YTD
2.49%
6M
3.00%
1Y
7.97%
3Y*
8.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXN vs. PHYD - Yearly Performance Comparison


2026 (YTD)2025
FLXN
Horizon Flexible Income ETF
2.50%4.71%
PHYD
Putnam ESG High Yield ETF -
2.49%3.92%

Correlation

The correlation between FLXN and PHYD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.85

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

FLXN vs. PHYD — Risk / Return Rank

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

FLXN

PHYD
PHYD Risk / Return Rank: 8080
Overall Rank
PHYD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PHYD Sortino Ratio Rank: 8585
Sortino Ratio Rank
PHYD Omega Ratio Rank: 8282
Omega Ratio Rank
PHYD Calmar Ratio Rank: 7777
Calmar Ratio Rank
PHYD Martin Ratio Rank: 8181
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.

FLXN vs. PHYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Flexible Income ETF (FLXN) and Putnam ESG High Yield ETF - (PHYD). 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.


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

FLXN vs. PHYD - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FLXNPHYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

1.74

-0.15

Drawdowns

FLXN vs. PHYD - Drawdown Comparison

The maximum FLXN drawdown since its inception was -3.39%, smaller than the maximum PHYD drawdown of -4.33%. Use the drawdown chart below to compare losses from any high point for FLXN and PHYD.


Loading charts...

Drawdown Indicators


FLXNPHYDDifference

Max Drawdown

Largest peak-to-trough decline

-3.39%

-4.33%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.14%

Current Drawdown

Current decline from peak

-0.14%

-0.62%

+0.48%

Average Drawdown

Average peak-to-trough decline

-0.38%

-0.62%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

Volatility

FLXN vs. PHYD - Volatility Comparison


Loading charts...

Volatility by Period


FLXNPHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

3.35%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

4.59%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.59%

+0.45%

FLXN vs. PHYD - Expense Ratio Comparison

FLXN has a 0.82% expense ratio, which is higher than PHYD's 0.55% expense ratio.


Dividends

FLXN vs. PHYD - Dividend Comparison

FLXN's dividend yield for the trailing twelve months is around 7.49%, less than PHYD's 9.02% yield.


PositionTTM202520242023
FLXN
Horizon Flexible Income ETF
7.49%3.49%0.00%0.00%
PHYD
Putnam ESG High Yield ETF -
9.02%6.63%6.80%6.15%

Frequently Asked Questions


FLXN and PHYD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PHYD is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PHYD is cheaper with a 0.55% expense ratio, compared with 0.82% for FLXN.

PHYD has the higher dividend yield at 9.02%, compared with 7.49% for FLXN.

They also come from different issuers: Horizon and Putnam. Their fees differ too: 0.82% for FLXN and 0.55% for PHYD.

Portfolio Optimizer

Find the right allocation for FLXN and PHYD

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