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HYBX vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYBX vs. MHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW High Yield Bond ETF (HYBX) and Man Active High Yield ETF (MHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYBX achieves a 2.59% return, which is significantly lower than MHY's 3.85% return.


HYBX

1D
-0.19%
1M
0.84%
YTD
2.59%
6M
2.05%
1Y
5.32%
3Y*
5Y*
10Y*

MHY

1D
0.31%
1M
1.46%
YTD
3.85%
6M
4.04%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYBX vs. MHY - Yearly Performance Comparison


2026 (YTD)2025
HYBX
TCW High Yield Bond ETF
2.59%0.49%
MHY
Man Active High Yield ETF
3.85%1.54%

Correlation

The correlation between HYBX and MHY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.25

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Return for Risk

HYBX vs. MHY — Risk / Return Rank

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

HYBX
HYBX Risk / Return Rank: 3636
Overall Rank
HYBX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HYBX Sortino Ratio Rank: 2525
Sortino Ratio Rank
HYBX Omega Ratio Rank: 2424
Omega Ratio Rank
HYBX Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYBX Martin Ratio Rank: 5151
Martin Ratio Rank

MHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HYBX vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW High Yield Bond ETF (HYBX) and Man Active High Yield ETF (MHY). 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.


HYBXMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

8.41

HYBX vs. MHY - Sharpe Ratio Comparison


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Drawdowns

HYBX vs. MHY - Drawdown Comparison

The maximum HYBX drawdown since its inception was -3.93%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for HYBX and MHY.


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Drawdown Indicators


HYBXMHYDifference

Max Drawdown

Largest peak-to-trough decline

-3.93%

-1.58%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-0.56%

-0.29%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

HYBX vs. MHY - Volatility Comparison


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Volatility by Period


HYBXMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.63%

2.99%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

2.99%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.59%

2.99%

+4.60%

HYBX vs. MHY - Expense Ratio Comparison

HYBX has a 0.50% expense ratio, which is lower than MHY's 0.69% expense ratio.


Dividends

HYBX vs. MHY - Dividend Comparison

HYBX's dividend yield for the trailing twelve months is around 7.70%, more than MHY's 3.56% yield.


PositionTTM20252024
HYBX
TCW High Yield Bond ETF
7.70%7.82%1.08%
MHY
Man Active High Yield ETF
3.56%3.42%0.00%

Frequently Asked Questions


HYBX and MHY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYBX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYBX is cheaper with a 0.50% expense ratio, compared with 0.69% for MHY.

HYBX has the higher dividend yield at 7.70%, compared with 3.56% for MHY.

They also come from different issuers: TCW and Man Group. Their fees differ too: 0.50% for HYBX and 0.69% for MHY.

Portfolio Optimizer

Find the right allocation for HYBX and MHY

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

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