PortfoliosLab logoPortfoliosLab logo
HIO vs. GHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIO vs. GHY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HIO achieves a 2.95% return, which is significantly higher than GHY's -0.13% return. Over the past 10 years, HIO has underperformed GHY with an annualized return of 5.91%, while GHY has yielded a comparatively higher 6.99% annualized return.


HIO

1D
0.28%
1M
0.28%
YTD
2.95%
6M
2.82%
1Y
3.61%
3Y*
9.61%
5Y*
2.74%
10Y*
5.91%

GHY

1D
0.25%
1M
-0.29%
YTD
-0.13%
6M
0.56%
1Y
-1.50%
3Y*
13.49%
5Y*
4.72%
10Y*
6.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIO vs. GHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIO
Western Asset High Income Opportunity Fund Inc
2.95%5.33%13.58%8.07%-17.09%12.80%6.07%24.23%-7.60%8.97%
GHY
PGIM Global High Yield Fund
-0.13%10.46%20.25%17.29%-20.04%12.73%6.33%26.51%-3.54%4.38%

Correlation

The correlation between HIO and GHY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2012

0.46

The correlation between HIO and GHY shifts across timeframes, from 0.40 (3 years) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

HIO vs. GHY — Risk / Return Rank

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

HIO
HIO Risk / Return Rank: 55
Overall Rank
HIO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HIO Sortino Ratio Rank: 55
Sortino Ratio Rank
HIO Omega Ratio Rank: 55
Omega Ratio Rank
HIO Calmar Ratio Rank: 66
Calmar Ratio Rank
HIO Martin Ratio Rank: 55
Martin Ratio Rank

GHY
GHY Risk / Return Rank: 22
Overall Rank
GHY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GHY Sortino Ratio Rank: 22
Sortino Ratio Rank
GHY Omega Ratio Rank: 22
Omega Ratio Rank
GHY Calmar Ratio Rank: 22
Calmar Ratio Rank
GHY Martin Ratio Rank: 22
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.

HIO vs. GHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset High Income Opportunity Fund Inc (HIO) and PGIM Global High Yield Fund (GHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HIOGHYDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratioReturn relative to maximum drawdown

0.54

-0.13

+0.67

Martin ratioReturn relative to average drawdown

1.16

-0.31

+1.47

HIO vs. GHY - Sharpe Ratio Comparison

The current HIO Sharpe Ratio is 0.35, which is higher than the GHY Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of HIO and GHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HIO vs. GHY - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


HIOGHYDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-41.35%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-11.94%

+5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-16.36%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-29.50%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

-41.35%

+0.78%

Current Drawdown

Current decline from peak

-1.89%

-5.31%

+3.42%

Average Drawdown

Average peak-to-trough decline

-6.45%

-6.02%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.86%

-1.75%

Volatility

HIO vs. GHY - Volatility Comparison

The current volatility for Western Asset High Income Opportunity Fund Inc (HIO) is 2.62%, while PGIM Global High Yield Fund (GHY) has a volatility of 3.08%. This indicates that HIO experiences smaller price fluctuations and is considered to be less risky than GHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HIOGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.08%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

8.39%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

10.82%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

14.25%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

15.34%

+0.62%

HIO vs. GHY - Expense Ratio Comparison

HIO has a 0.02% expense ratio, which is lower than GHY's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HIO vs. GHY - Dividend Comparison

HIO's dividend yield for the trailing twelve months is around 11.70%, more than GHY's 10.68% yield.


PositionTTM20252024202320222021202020192018201720162015
GHY
PGIM Global High Yield Fund
10.68%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
11.70%11.48%10.84%9.90%9.11%7.02%7.86%6.91%7.31%7.04%8.44%9.08%

Frequently Asked Questions


HIO and GHY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHY has higher volatility (3.08%) compared to HIO (2.62%). In terms of maximum drawdown, HIO dropped -49.69% vs GHY's -41.35%.

HIO currently has the higher Sharpe Ratio (0.35 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HIO and GHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer