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GHYG vs. FTSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYG vs. FTSL - 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 First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

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GHYG vs. FTSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYG
iShares US & Intl High Yield Corp Bond ETF
-0.81%11.28%5.85%13.29%-12.15%1.62%6.68%13.47%-3.79%8.97%
FTSL
First Trust Senior Loan Fund
-0.69%5.98%8.27%11.58%-2.50%3.94%2.99%10.11%-1.30%2.59%

Returns By Period

In the year-to-date period, GHYG achieves a -0.81% return, which is significantly lower than FTSL's -0.69% return. Over the past 10 years, GHYG has outperformed FTSL with an annualized return of 5.06%, while FTSL has yielded a comparatively lower 4.50% annualized return.


GHYG

1D
0.45%
1M
-0.78%
YTD
-0.81%
6M
0.26%
1Y
7.81%
3Y*
8.25%
5Y*
3.36%
10Y*
5.06%

FTSL

1D
0.11%
1M
1.04%
YTD
-0.69%
6M
0.98%
1Y
4.82%
3Y*
7.14%
5Y*
4.89%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GHYG vs. FTSL - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Return for Risk

GHYG vs. FTSL — Risk / Return Rank

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

GHYG
GHYG Risk / Return Rank: 7676
Overall Rank
GHYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 7979
Sortino Ratio Rank
GHYG Omega Ratio Rank: 7676
Omega Ratio Rank
GHYG Calmar Ratio Rank: 7676
Calmar Ratio Rank
GHYG Martin Ratio Rank: 7373
Martin Ratio Rank

FTSL
FTSL Risk / Return Rank: 7878
Overall Rank
FTSL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTSL Omega Ratio Rank: 9292
Omega Ratio Rank
FTSL Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTSL Martin Ratio Rank: 6868
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.

GHYG vs. FTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) and First Trust Senior Loan Fund (FTSL). 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.


GHYGFTSLDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.56

-0.14

Sortino ratio

Return per unit of downside risk

2.12

2.05

+0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.42

-0.13

Calmar ratio

Return relative to maximum drawdown

2.11

2.06

+0.05

Martin ratio

Return relative to average drawdown

8.04

7.37

+0.68

GHYG vs. FTSL - Sharpe Ratio Comparison

The current GHYG Sharpe Ratio is 1.41, which is comparable to the FTSL Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of GHYG and FTSL, 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


GHYGFTSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.56

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.46

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.87

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.83

-0.29

Correlation

The correlation between GHYG and FTSL is 0.35, 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

GHYG vs. FTSL - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 6.24%, less than FTSL's 6.58% yield.


TTM20252024202320222021202020192018201720162015
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.24%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
FTSL
First Trust Senior Loan Fund
6.58%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%

Drawdowns

GHYG vs. FTSL - Drawdown Comparison

The maximum GHYG drawdown since its inception was -27.36%, which is greater than FTSL's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for GHYG and FTSL.


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Drawdown Indicators


GHYGFTSLDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-22.67%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-2.33%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-6.96%

-13.48%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-22.67%

-4.69%

Current Drawdown

Current decline from peak

-2.15%

-1.13%

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.38%

-0.77%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.65%

+0.36%

Volatility

GHYG vs. FTSL - Volatility Comparison

iShares US & Intl High Yield Corp Bond ETF (GHYG) has a higher volatility of 2.51% compared to First Trust Senior Loan Fund (FTSL) at 1.36%. This indicates that GHYG's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYGFTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

1.36%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

1.91%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

3.11%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

3.36%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.78%

5.19%

+3.59%