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HYG vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYG achieves a 1.78% return, which is significantly higher than BINC's 1.29% return.


HYG

1D
0.13%
1M
1.25%
YTD
1.78%
6M
2.29%
1Y
6.95%
3Y*
8.47%
5Y*
3.83%
10Y*
5.03%

BINC

1D
0.15%
1M
0.92%
YTD
1.29%
6M
1.78%
1Y
5.90%
3Y*
7.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.78%8.59%7.97%8.04%
BINC
iShares Flexible Income Active ETF
1.29%7.57%5.76%7.12%

Correlation

The correlation between HYG and BINC is 0.71, 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

0.71

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

0.75

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

0.74

The correlation between HYG and BINC has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

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Return for Risk

HYG vs. BINC — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 7474
Overall Rank
BINC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 9090
Sortino Ratio Rank
BINC Omega Ratio Rank: 9090
Omega Ratio Rank
BINC Calmar Ratio Rank: 4949
Calmar Ratio Rank
BINC Martin Ratio Rank: 5454
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.

HYG vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and iShares Flexible Income Active ETF (BINC). 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.


HYGBINCDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.35

1.52

-0.17

Calmar ratioReturn relative to maximum drawdown

2.98

2.20

+0.78

Martin ratioReturn relative to average drawdown

13.11

8.60

+4.50

HYG vs. BINC - Sharpe Ratio Comparison

The current HYG Sharpe Ratio is 1.81, which is lower than the BINC Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of HYG and BINC, 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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Drawdowns

HYG vs. BINC - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for HYG and BINC.


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Drawdown Indicators


HYGBINCDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-2.69%

-31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-2.69%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-2.69%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.24%

-0.36%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.69%

-0.16%

Volatility

HYG vs. BINC - Volatility Comparison

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a higher volatility of 1.31% compared to iShares Flexible Income Active ETF (BINC) at 0.75%. This indicates that HYG's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.75%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

1.87%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

2.30%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

2.99%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

2.99%

+5.30%

HYG vs. BINC - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than BINC's 0.40% expense ratio.


Dividends

HYG vs. BINC - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.89%, which matches BINC's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
BINC
iShares Flexible Income Active ETF
5.84%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Frequently Asked Questions


HYG and BINC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYG has higher volatility (1.31%) compared to BINC (0.75%). In terms of maximum drawdown, HYG dropped -34.25% vs BINC's -2.69%.

On 3-year performance, HYG leads with 8.47% vs 7.04% for BINC. On fees, BINC is cheaper at 0.40% per year. On volatility, BINC has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYG has performed better with a 8.47% return vs 7.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BINC is cheaper with a 0.40% expense ratio, compared with 0.49% for HYG.

HYG has the higher dividend yield at 5.89%, compared with 5.84% for BINC.

HYG is categorized as High Yield Bonds, while BINC is Multisector Bonds. Their fees differ too: 0.49% for HYG and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.58 vs 1.81), 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 HYG and BINC

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