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GHY vs. HIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHY vs. HIO - Performance Comparison

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

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GHY vs. HIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHY
PGIM Global High Yield Fund
-3.98%10.46%20.25%17.29%-20.04%12.73%6.33%26.51%-3.54%4.38%
HIO
Western Asset High Income Opportunity Fund Inc
0.68%5.33%13.58%8.07%-17.09%12.80%6.07%24.23%-7.60%8.97%

Returns By Period

In the year-to-date period, GHY achieves a -3.98% return, which is significantly lower than HIO's 0.68% return. Over the past 10 years, GHY has outperformed HIO with an annualized return of 6.97%, while HIO has yielded a comparatively lower 6.25% annualized return.


GHY

1D
3.37%
1M
-7.82%
YTD
-3.98%
6M
-4.84%
1Y
-4.16%
3Y*
13.21%
5Y*
5.20%
10Y*
6.97%

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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GHY vs. HIO - Expense Ratio Comparison

GHY has a 0.03% 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

GHY vs. HIO — Risk / Return Rank

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

GHY
GHY Risk / Return Rank: 33
Overall Rank
GHY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GHY Sortino Ratio Rank: 33
Sortino Ratio Rank
GHY Omega Ratio Rank: 33
Omega Ratio Rank
GHY Calmar Ratio Rank: 33
Calmar Ratio Rank
GHY Martin Ratio Rank: 33
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.

GHY vs. HIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Global High Yield Fund (GHY) 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.


GHYHIODifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.14

-0.40

Sortino ratio

Return per unit of downside risk

-0.22

0.28

-0.50

Omega ratio

Gain probability vs. loss probability

0.96

1.04

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.30

0.11

-0.41

Martin ratio

Return relative to average drawdown

-0.93

0.35

-1.27

GHY vs. HIO - Sharpe Ratio Comparison

The current GHY Sharpe Ratio is -0.26, which is lower than the HIO Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of GHY 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


GHYHIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.14

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.25

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.39

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.34

+0.02

Correlation

The correlation between GHY and HIO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GHY vs. HIO - Dividend Comparison

GHY's dividend yield for the trailing twelve months is around 10.82%, less than HIO's 11.74% yield.


TTM20252024202320222021202020192018201720162015
GHY
PGIM Global High Yield Fund
10.82%10.21%10.23%11.09%11.62%8.35%8.67%8.04%7.72%7.77%8.53%10.07%
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

GHY vs. HIO - Drawdown Comparison

The maximum GHY drawdown since its inception was -41.35%, smaller than the maximum HIO drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for GHY and HIO.


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Drawdown Indicators


GHYHIODifference

Max Drawdown

Largest peak-to-trough decline

-41.35%

-49.69%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-11.25%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-26.18%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

-40.57%

-0.78%

Current Drawdown

Current decline from peak

-8.97%

-4.05%

-4.92%

Average Drawdown

Average peak-to-trough decline

-6.03%

-6.48%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

3.44%

+1.60%

Volatility

GHY vs. HIO - Volatility Comparison

PGIM Global High Yield Fund (GHY) has a higher volatility of 5.35% compared to Western Asset High Income Opportunity Fund Inc (HIO) at 4.99%. This indicates that GHY's price experiences larger fluctuations and is considered to be riskier 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


GHYHIODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.99%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

7.74%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

13.77%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

12.75%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

15.97%

-0.68%