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HYGI vs. PXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGI vs. PXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged High Yield Bond ETF (HYGI) and Invesco Dynamic Oil & Gas Services ETF (PXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYGI

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PXJ

1D
1.75%
1M
-8.73%
YTD
41.96%
6M
42.19%
1Y
67.29%
3Y*
24.27%
5Y*
18.02%
10Y*
-1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGI vs. PXJ - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%0.65%
PXJ
Invesco Dynamic Oil & Gas Services ETF
41.96%8.74%0.21%14.44%42.18%

Correlation

The correlation between HYGI and PXJ is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.36

The correlation between HYGI and PXJ shifts across timeframes, from -0.06 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HYGI vs. PXJ — Risk / Return Rank

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

HYGI

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


PXJ
PXJ Risk / Return Rank: 8181
Overall Rank
PXJ Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PXJ Sortino Ratio Rank: 7676
Sortino Ratio Rank
PXJ Omega Ratio Rank: 6969
Omega Ratio Rank
PXJ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXJ Martin Ratio Rank: 8787
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.

HYGI vs. PXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged High Yield Bond ETF (HYGI) and Invesco Dynamic Oil & Gas Services ETF (PXJ). 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.


HYGIPXJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

5.26

Martin ratioReturn relative to average drawdown

17.74

HYGI vs. PXJ - Sharpe Ratio Comparison


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Drawdowns

HYGI vs. PXJ - Drawdown Comparison


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Drawdown Indicators


HYGIPXJDifference

Max Drawdown

Largest peak-to-trough decline

-94.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

Max Drawdown (3Y)

Largest decline over 3 years

-40.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

Max Drawdown (10Y)

Largest decline over 10 years

-87.72%

Current Drawdown

Current decline from peak

-67.56%

Average Drawdown

Average peak-to-trough decline

-55.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

Volatility

HYGI vs. PXJ - Volatility Comparison


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Volatility by Period


HYGIPXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.60%

Volatility (1Y)

Calculated over the trailing 1-year period

26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.37%

HYGI vs. PXJ - Expense Ratio Comparison

HYGI has a 0.52% expense ratio, which is lower than PXJ's 0.63% expense ratio.


Dividends

HYGI vs. PXJ - Dividend Comparison

HYGI has not paid dividends to shareholders, while PXJ's dividend yield for the trailing twelve months is around 3.09%.


PositionTTM20252024202320222021202020192018201720162015
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.97%3.41%6.08%6.22%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXJ
Invesco Dynamic Oil & Gas Services ETF
3.09%2.91%3.34%1.99%0.65%2.40%4.72%1.87%0.99%2.75%1.18%2.36%

Frequently Asked Questions


HYGI and PXJ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYGI is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYGI is cheaper with a 0.52% expense ratio, compared with 0.63% for PXJ.

PXJ has the higher dividend yield at 3.09%, compared with 0.97% for HYGI.

HYGI is categorized as Inflation-Protected Bonds, while PXJ is Energy Equities. HYGI tracks BlackRock Inflation Hedged High Yield Bond Index - Benchmark TR Gross, while PXJ tracks Dynamic Oil & Gas Services Intellidex Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.52% for HYGI and 0.63% for PXJ.

Portfolio Optimizer

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