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GUHYX vs. FHAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GUHYX and FHAIX is 0.58, 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.


-0.50.00.51.00.6

Performance

GUHYX vs. FHAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory High Yield Fund (GUHYX) and Franklin High Income Fund (FHAIX). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
273.54%
363.51%
GUHYX
FHAIX

Key characteristics

Sharpe Ratio

GUHYX:

1.88

FHAIX:

1.71

Sortino Ratio

GUHYX:

2.91

FHAIX:

2.70

Omega Ratio

GUHYX:

1.42

FHAIX:

1.58

Calmar Ratio

GUHYX:

0.85

FHAIX:

5.68

Martin Ratio

GUHYX:

10.79

FHAIX:

17.06

Ulcer Index

GUHYX:

0.66%

FHAIX:

0.42%

Daily Std Dev

GUHYX:

3.79%

FHAIX:

4.17%

Max Drawdown

GUHYX:

-29.50%

FHAIX:

-51.73%

Current Drawdown

GUHYX:

-1.63%

FHAIX:

-1.20%

Returns By Period

In the year-to-date period, GUHYX achieves a 6.71% return, which is significantly lower than FHAIX's 7.12% return. Both investments have delivered pretty close results over the past 10 years, with GUHYX having a 4.63% annualized return and FHAIX not far ahead at 4.64%.


GUHYX

YTD

6.71%

1M

-1.09%

6M

3.52%

1Y

7.11%

5Y*

2.31%

10Y*

4.63%

FHAIX

YTD

7.12%

1M

-0.57%

6M

3.32%

1Y

7.12%

5Y*

4.54%

10Y*

4.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GUHYX vs. FHAIX - Expense Ratio Comparison

GUHYX has a 1.00% expense ratio, which is higher than FHAIX's 0.77% expense ratio.


GUHYX
Victory High Yield Fund
Expense ratio chart for GUHYX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FHAIX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

GUHYX vs. FHAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory High Yield Fund (GUHYX) and Franklin High Income Fund (FHAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for GUHYX, currently valued at 1.88, compared to the broader market-1.000.001.002.003.001.881.71
The chart of Sortino ratio for GUHYX, currently valued at 2.91, compared to the broader market-2.000.002.004.006.008.002.912.70
The chart of Omega ratio for GUHYX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.58
The chart of Calmar ratio for GUHYX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.000.855.68
The chart of Martin ratio for GUHYX, currently valued at 10.79, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.7917.06
GUHYX
FHAIX

The current GUHYX Sharpe Ratio is 1.88, which is comparable to the FHAIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of GUHYX and FHAIX, 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 Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.88
1.71
GUHYX
FHAIX

Dividends

GUHYX vs. FHAIX - Dividend Comparison

GUHYX's dividend yield for the trailing twelve months is around 6.48%, more than FHAIX's 5.34% yield.


TTM20232022202120202019201820172016201520142013
GUHYX
Victory High Yield Fund
5.92%8.24%7.74%5.39%5.49%5.60%6.37%5.84%6.06%6.80%6.23%5.96%
FHAIX
Franklin High Income Fund
5.34%6.16%6.09%4.95%5.21%5.48%6.05%5.32%5.66%7.17%6.36%6.35%

Drawdowns

GUHYX vs. FHAIX - Drawdown Comparison

The maximum GUHYX drawdown since its inception was -29.50%, smaller than the maximum FHAIX drawdown of -51.73%. Use the drawdown chart below to compare losses from any high point for GUHYX and FHAIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.63%
-1.20%
GUHYX
FHAIX

Volatility

GUHYX vs. FHAIX - Volatility Comparison

The current volatility for Victory High Yield Fund (GUHYX) is 0.72%, while Franklin High Income Fund (FHAIX) has a volatility of 1.30%. This indicates that GUHYX experiences smaller price fluctuations and is considered to be less risky than FHAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
0.72%
1.30%
GUHYX
FHAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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