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HYEM vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. MHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) 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

The year-to-date returns for both stocks are quite close, with HYEM having a 4.28% return and MHY slightly lower at 4.09%.


HYEM

1D
-0.15%
1M
1.26%
YTD
4.28%
6M
4.29%
1Y
9.50%
3Y*
10.35%
5Y*
2.95%
10Y*
4.64%

MHY

1D
-0.04%
1M
1.72%
YTD
4.09%
6M
4.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM vs. MHY - Yearly Performance Comparison


Correlation

The correlation between HYEM and MHY is 0.44, 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

0.44

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Return for Risk

HYEM vs. MHY — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 7474
Overall Rank
HYEM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYEM Omega Ratio Rank: 7676
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYEM Martin Ratio Rank: 7777
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.

HYEM vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) 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.


HYEMMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

14.23

HYEM vs. MHY - Sharpe Ratio Comparison


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Drawdowns

HYEM vs. MHY - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for HYEM and MHY.


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Drawdown Indicators


HYEMMHYDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-1.58%

-29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.20%

-0.04%

-0.16%

Average Drawdown

Average peak-to-trough decline

-4.38%

-0.29%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

HYEM vs. MHY - Volatility Comparison


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Volatility by Period


HYEMMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

2.99%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

2.99%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

2.99%

+6.28%

HYEM vs. MHY - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is lower than MHY's 0.69% expense ratio.


Dividends

HYEM vs. MHY - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.50%, more than MHY's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.50%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
MHY
Man Active High Yield ETF
3.55%3.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYEM and MHY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYEM is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYEM is cheaper with a 0.40% expense ratio, compared with 0.69% for MHY.

HYEM has the higher dividend yield at 6.50%, compared with 3.55% for MHY.

They also come from different issuers: VanEck and Man Group. Their fees differ too: 0.40% for HYEM and 0.69% for MHY.

Portfolio Optimizer

Find the right allocation for HYEM and MHY

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