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FTHY vs. HIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHY vs. HIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust High Yield Opportunities 2027 Term Fund (FTHY) and Western Asset High Income Opportunity Fund Inc (HIO). The values are adjusted to include any dividend payments, if applicable.

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FTHY vs. HIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FTHY
First Trust High Yield Opportunities 2027 Term Fund
-1.22%7.80%15.71%14.65%-26.09%7.63%4.66%
HIO
Western Asset High Income Opportunity Fund Inc
0.68%5.33%13.58%8.07%-17.09%12.80%11.92%

Returns By Period

In the year-to-date period, FTHY achieves a -1.22% return, which is significantly lower than HIO's 0.68% return.


FTHY

1D
2.11%
1M
-1.78%
YTD
-1.22%
6M
-1.53%
1Y
3.99%
3Y*
10.25%
5Y*
2.42%
10Y*

HIO

1D
2.83%
1M
-2.24%
YTD
0.68%
6M
0.05%
1Y
1.96%
3Y*
9.66%
5Y*
3.20%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHY vs. HIO - Expense Ratio Comparison

FTHY has a 0.02% expense ratio, which is higher than HIO's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FTHY vs. HIO — Risk / Return Rank

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

FTHY
FTHY Risk / Return Rank: 1515
Overall Rank
FTHY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
FTHY Omega Ratio Rank: 1414
Omega Ratio Rank
FTHY Calmar Ratio Rank: 1717
Calmar Ratio Rank
FTHY Martin Ratio Rank: 1717
Martin Ratio Rank

HIO
HIO Risk / Return Rank: 77
Overall Rank
HIO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIO Sortino Ratio Rank: 77
Sortino Ratio Rank
HIO Omega Ratio Rank: 77
Omega Ratio Rank
HIO Calmar Ratio Rank: 88
Calmar Ratio Rank
HIO Martin Ratio Rank: 88
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.

FTHY vs. HIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust High Yield Opportunities 2027 Term Fund (FTHY) and Western Asset High Income Opportunity Fund Inc (HIO). 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.


FTHYHIODifference

Sharpe ratio

Return per unit of total volatility

0.41

0.14

+0.27

Sortino ratio

Return per unit of downside risk

0.61

0.28

+0.33

Omega ratio

Gain probability vs. loss probability

1.10

1.04

+0.05

Calmar ratio

Return relative to maximum drawdown

0.49

0.11

+0.39

Martin ratio

Return relative to average drawdown

1.82

0.35

+1.47

FTHY vs. HIO - Sharpe Ratio Comparison

The current FTHY Sharpe Ratio is 0.41, which is higher than the HIO Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FTHY and HIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTHYHIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.14

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.25

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.34

-0.13

Correlation

The correlation between FTHY and HIO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTHY vs. HIO - Dividend Comparison

FTHY's dividend yield for the trailing twelve months is around 11.09%, less than HIO's 11.74% yield.


TTM20252024202320222021202020192018201720162015
FTHY
First Trust High Yield Opportunities 2027 Term Fund
11.09%10.66%10.70%10.22%11.85%7.83%2.94%0.00%0.00%0.00%0.00%0.00%
HIO
Western Asset High Income Opportunity Fund Inc
11.74%11.48%10.84%9.90%9.11%7.02%7.86%6.91%7.31%7.04%8.44%9.08%

Drawdowns

FTHY vs. HIO - Drawdown Comparison

The maximum FTHY drawdown since its inception was -31.17%, smaller than the maximum HIO drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for FTHY and HIO.


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Drawdown Indicators


FTHYHIODifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-49.69%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-11.25%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-26.18%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

Current Drawdown

Current decline from peak

-3.45%

-4.05%

+0.60%

Average Drawdown

Average peak-to-trough decline

-10.45%

-6.48%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.44%

-1.32%

Volatility

FTHY vs. HIO - Volatility Comparison

The current volatility for First Trust High Yield Opportunities 2027 Term Fund (FTHY) is 3.46%, while Western Asset High Income Opportunity Fund Inc (HIO) has a volatility of 4.99%. This indicates that FTHY experiences smaller price fluctuations and is considered to be less risky than HIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHYHIODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

4.99%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

7.74%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

13.77%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

12.75%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

15.97%

-2.58%