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HYGV vs. BKHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGV vs. BKHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and BNY Mellon High Yield Beta ETF (BKHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGV achieves a 1.56% return, which is significantly lower than BKHY's 1.83% return.


HYGV

1D
0.14%
1M
0.39%
YTD
1.56%
6M
1.85%
1Y
6.88%
3Y*
8.51%
5Y*
3.52%
10Y*

BKHY

1D
0.10%
1M
0.54%
YTD
1.83%
6M
2.02%
1Y
7.19%
3Y*
8.93%
5Y*
4.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGV vs. BKHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.56%7.92%8.02%12.11%-12.60%5.93%23.06%
BKHY
BNY Mellon High Yield Beta ETF
1.83%8.48%8.37%12.40%-10.97%4.75%17.83%

Correlation

The correlation between HYGV and BKHY 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 (1Y)
Calculated over the trailing 1-year period

0.92

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2020

0.93

The correlation between HYGV and BKHY has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

HYGV vs. BKHY — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 5757
Overall Rank
HYGV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5757
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6363
Martin Ratio Rank

BKHY
BKHY Risk / Return Rank: 6464
Overall Rank
BKHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BKHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKHY Omega Ratio Rank: 6666
Omega Ratio Rank
BKHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BKHY Martin Ratio Rank: 7171
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.

HYGV vs. BKHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and BNY Mellon High Yield Beta ETF (BKHY). 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.


HYGVBKHYDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.57

2.86

-0.28

Martin ratioReturn relative to average drawdown

11.11

13.14

-2.03

HYGV vs. BKHY - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.80, which is comparable to the BKHY Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HYGV and BKHY, 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


HYGVBKHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.96

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.55

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.90

-0.35

Drawdowns

HYGV vs. BKHY - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, which is greater than BKHY's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for HYGV and BKHY.


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Drawdown Indicators


HYGVBKHYDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-15.89%

-7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.53%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-4.87%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-15.89%

-1.23%

Current Drawdown

Current decline from peak

-0.13%

-0.17%

+0.04%

Average Drawdown

Average peak-to-trough decline

-3.32%

-2.97%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.55%

+0.07%

Volatility

HYGV vs. BKHY - Volatility Comparison

FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a higher volatility of 1.18% compared to BNY Mellon High Yield Beta ETF (BKHY) at 1.12%. This indicates that HYGV's price experiences larger fluctuations and is considered to be riskier than BKHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVBKHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.12%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

2.96%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.69%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

7.58%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

7.36%

+1.84%

HYGV vs. BKHY - Expense Ratio Comparison

HYGV has a 0.37% expense ratio, which is higher than BKHY's 0.22% expense ratio.


Dividends

HYGV vs. BKHY - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.40%, which matches BKHY's 7.46% yield.


PositionTTM20252024202320222021202020192018
BKHY
BNY Mellon High Yield Beta ETF
7.46%7.33%7.34%8.67%6.59%6.78%4.65%0.00%0.00%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.40%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%

Frequently Asked Questions


With a correlation of 0.92, HYGV and BKHY 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.

HYGV has higher volatility (1.18%) compared to BKHY (1.12%). In terms of maximum drawdown, HYGV dropped -23.47% vs BKHY's -15.89%.

On 5-year performance, BKHY leads with 4.19% vs 3.52% for HYGV. On fees, BKHY is cheaper at 0.22% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BKHY has performed better with a 4.19% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKHY is cheaper with a 0.22% expense ratio, compared with 0.37% for HYGV.

BKHY has the higher dividend yield at 7.46%, compared with 7.40% for HYGV.

HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index, while BKHY tracks Bloomberg US Corporate High Yield Index. They also come from different issuers: Northern Trust and BNY Mellon. Their fees differ too: 0.37% for HYGV and 0.22% for BKHY.

BKHY currently has the higher Sharpe Ratio (1.96 vs 1.80), 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.

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