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HYG vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYG vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYG

1D
-0.24%
1M
-0.06%
6M
1.07%
YTD
1.59%
1Y
5.35%
3Y*
8.13%
5Y*
3.62%
10Y*
4.65%

MYHA

1D
-0.07%
1M
0.21%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYG vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between HYG and MYHA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.92

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Return for Risk

HYG vs. MYHA — Risk / Return Rank

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

HYG
HYG Risk / Return Rank: 5757
Overall Rank
HYG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYG Omega Ratio Rank: 5353
Omega Ratio Rank
HYG Calmar Ratio Rank: 5858
Calmar Ratio Rank
HYG Martin Ratio Rank: 7070
Martin Ratio Rank

MYHA

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.

HYG vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ High Yield Corporate Bond ETF (HYG) and State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.


HYGMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.30

Martin ratioReturn relative to average drawdown

10.14

HYG vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

HYG vs. MYHA - Drawdown Comparison

The maximum HYG drawdown since its inception was -34.25%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for HYG and MYHA.


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Drawdown Indicators


HYGMYHADifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-0.69%

-33.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

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

-0.44%

-0.07%

-0.37%

Average Drawdown

Average peak-to-trough decline

-3.23%

-0.11%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

HYG vs. MYHA - Volatility Comparison


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Volatility by Period


HYGMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

1.84%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

1.84%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

1.84%

+6.38%

HYG vs. MYHA - Expense Ratio Comparison

HYG has a 0.49% expense ratio, which is higher than MYHA's 0.39% expense ratio.


Dividends

HYG vs. MYHA - Dividend Comparison

HYG's dividend yield for the trailing twelve months is around 5.92%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.92%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, HYG and MYHA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MYHA is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYHA is cheaper with a 0.39% expense ratio, compared with 0.49% for HYG.

HYG has the higher dividend yield at 5.92%, compared with 2.06% for MYHA.

They also come from different issuers: iShares and State Street. Their fees differ too: 0.49% for HYG and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for HYG and MYHA

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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