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HIO vs. GHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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HIO vs. GHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 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

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
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.


HIOGHYDifference

Sharpe ratio

Return per unit of total volatility

0.14

-0.26

+0.40

Sortino ratio

Return per unit of downside risk

0.28

-0.22

+0.50

Omega ratio

Gain probability vs. loss probability

1.04

0.96

+0.08

Calmar ratio

Return relative to maximum drawdown

0.11

-0.30

+0.41

Martin ratio

Return relative to average drawdown

0.35

-0.93

+1.27

HIO vs. GHY - Sharpe Ratio Comparison

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


HIOGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.26

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.37

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.46

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.36

-0.02

Correlation

The correlation between HIO and GHY 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

HIO vs. GHY - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

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.


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Drawdown Indicators


HIOGHYDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-41.35%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-15.62%

+4.37%

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

-4.05%

-8.97%

+4.92%

Average Drawdown

Average peak-to-trough decline

-6.48%

-6.03%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

5.04%

-1.60%

Volatility

HIO vs. GHY - Volatility Comparison

The current volatility for Western Asset High Income Opportunity Fund Inc (HIO) is 4.99%, while PGIM Global High Yield Fund (GHY) has a volatility of 5.35%. 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.


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Volatility by Period


HIOGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.35%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

7.81%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

16.19%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

14.17%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

15.29%

+0.68%