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GHYG vs. EIFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GHYG and EIFAX is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

GHYG vs. EIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US & Intl High Yield Corp Bond ETF (GHYG) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%90.00%NovemberDecember2025FebruaryMarchApril
75.10%
85.20%
GHYG
EIFAX

Key characteristics

Sharpe Ratio

GHYG:

1.82

EIFAX:

1.58

Sortino Ratio

GHYG:

2.70

EIFAX:

2.75

Omega Ratio

GHYG:

1.37

EIFAX:

1.60

Calmar Ratio

GHYG:

2.59

EIFAX:

1.21

Martin Ratio

GHYG:

11.62

EIFAX:

5.74

Ulcer Index

GHYG:

0.92%

EIFAX:

0.86%

Daily Std Dev

GHYG:

5.87%

EIFAX:

3.14%

Max Drawdown

GHYG:

-27.36%

EIFAX:

-38.15%

Current Drawdown

GHYG:

0.00%

EIFAX:

-2.51%

Returns By Period

In the year-to-date period, GHYG achieves a 3.91% return, which is significantly higher than EIFAX's -1.73% return. Over the past 10 years, GHYG has underperformed EIFAX with an annualized return of 3.96%, while EIFAX has yielded a comparatively higher 4.73% annualized return.


GHYG

YTD

3.91%

1M

0.95%

6M

3.41%

1Y

10.37%

5Y*

5.82%

10Y*

3.96%

EIFAX

YTD

-1.73%

1M

-1.42%

6M

0.34%

1Y

4.86%

5Y*

7.76%

10Y*

4.73%

*Annualized

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GHYG vs. EIFAX - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is lower than EIFAX's 0.47% expense ratio.


Expense ratio chart for EIFAX: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EIFAX: 0.47%
Expense ratio chart for GHYG: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GHYG: 0.40%

Risk-Adjusted Performance

GHYG vs. EIFAX — Risk-Adjusted Performance Rank

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

GHYG
The Risk-Adjusted Performance Rank of GHYG is 9494
Overall Rank
The Sharpe Ratio Rank of GHYG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GHYG is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GHYG is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GHYG is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GHYG is 9494
Martin Ratio Rank

EIFAX
The Risk-Adjusted Performance Rank of EIFAX is 9090
Overall Rank
The Sharpe Ratio Rank of EIFAX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EIFAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EIFAX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of EIFAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of EIFAX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GHYG vs. EIFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.


The chart of Sharpe ratio for GHYG, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.00
GHYG: 1.82
EIFAX: 1.58
The chart of Sortino ratio for GHYG, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.00
GHYG: 2.70
EIFAX: 2.75
The chart of Omega ratio for GHYG, currently valued at 1.37, compared to the broader market0.501.001.502.00
GHYG: 1.37
EIFAX: 1.60
The chart of Calmar ratio for GHYG, currently valued at 2.59, compared to the broader market0.002.004.006.008.0010.0012.00
GHYG: 2.59
EIFAX: 1.21
The chart of Martin ratio for GHYG, currently valued at 11.62, compared to the broader market0.0020.0040.0060.00
GHYG: 11.62
EIFAX: 5.74

The current GHYG Sharpe Ratio is 1.82, which is comparable to the EIFAX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of GHYG and EIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
1.82
1.58
GHYG
EIFAX

Dividends

GHYG vs. EIFAX - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 5.95%, less than EIFAX's 8.10% yield.


TTM20242023202220212020201920182017201620152014
GHYG
iShares US & Intl High Yield Corp Bond ETF
5.95%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%5.73%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
8.10%8.91%9.33%5.92%4.03%4.52%5.58%5.10%4.46%5.03%5.29%4.79%

Drawdowns

GHYG vs. EIFAX - Drawdown Comparison

The maximum GHYG drawdown since its inception was -27.36%, smaller than the maximum EIFAX drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for GHYG and EIFAX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-2.51%
GHYG
EIFAX

Volatility

GHYG vs. EIFAX - Volatility Comparison

iShares US & Intl High Yield Corp Bond ETF (GHYG) has a higher volatility of 3.77% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 1.78%. This indicates that GHYG's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
3.77%
1.78%
GHYG
EIFAX