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HYDB vs. BUFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDB vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYDB achieves a 1.32% return, which is significantly lower than BUFHX's 1.80% return.


HYDB

1D
-0.21%
1M
0.39%
YTD
1.32%
6M
1.87%
1Y
7.20%
3Y*
9.11%
5Y*
4.67%
10Y*

BUFHX

1D
0.00%
1M
0.21%
YTD
1.80%
6M
2.36%
1Y
5.09%
3Y*
8.42%
5Y*
4.90%
10Y*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDB vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
1.32%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%
BUFHX
Buffalo High Yield Fund
1.80%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%1.95%

Correlation

The correlation between HYDB and BUFHX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.59

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.59

The correlation between HYDB and BUFHX has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

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Return for Risk

HYDB vs. BUFHX — Risk / Return Rank

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

HYDB
HYDB Risk / Return Rank: 5757
Overall Rank
HYDB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5959
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6262
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 5151
Overall Rank
BUFHX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 6464
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 4949
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.

HYDB vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and Buffalo High Yield Fund (BUFHX). 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.


HYDBBUFHXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

2.55

2.40

+0.15

Martin ratioReturn relative to average drawdown

11.30

10.15

+1.15

HYDB vs. BUFHX - Sharpe Ratio Comparison

The current HYDB Sharpe Ratio is 1.91, which is comparable to the BUFHX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of HYDB and BUFHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYDBBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.06

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.56

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.52

-0.81

Drawdowns

HYDB vs. BUFHX - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, smaller than the maximum BUFHX drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for HYDB and BUFHX.


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Drawdown Indicators


HYDBBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-26.01%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.13%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-5.58%

-3.83%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-9.98%

-4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-0.21%

0.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-2.39%

-2.03%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.50%

+0.14%

Volatility

HYDB vs. BUFHX - Volatility Comparison

iShares High Yield Bond Factor ETF (HYDB) has a higher volatility of 1.13% compared to Buffalo High Yield Fund (BUFHX) at 0.69%. This indicates that HYDB's price experiences larger fluctuations and is considered to be riskier than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDBBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.69%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

1.96%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

2.49%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

3.14%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

4.04%

+3.72%

HYDB vs. BUFHX - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Dividends

HYDB vs. BUFHX - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 7.00%, which matches BUFHX's 6.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BUFHX
Buffalo High Yield Fund
6.94%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%
HYDB
iShares High Yield Bond Factor ETF
7.00%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%

Frequently Asked Questions


HYDB and BUFHX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYDB has higher volatility (1.13%) compared to BUFHX (0.69%). In terms of maximum drawdown, HYDB dropped -21.58% vs BUFHX's -26.01%.

BUFHX currently has the higher Sharpe Ratio (2.06 vs 1.91), 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

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