HYGV vs. THY
Compare and contrast key facts about FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Agility Shares Dynamic Tactical Income ETF (THY).
HYGV and THY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYGV is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust High Yield Value-Scored US Corporate Bond Index. It was launched on Jul 17, 2018. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Performance
HYGV vs. THY - Performance Comparison
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HYGV vs. THY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HYGV FlexShares High Yield Value-Scored US Bond Index Fund | -0.23% | 7.92% | 8.02% | 12.11% | -12.60% | 5.93% | 12.89% |
THY Agility Shares Dynamic Tactical Income ETF | 0.19% | 4.44% | 5.38% | 4.97% | -5.62% | -0.46% | 4.04% |
Returns By Period
In the year-to-date period, HYGV achieves a -0.23% return, which is significantly lower than THY's 0.19% return.
HYGV
- 1D
- 0.29%
- 1M
- -0.80%
- YTD
- -0.23%
- 6M
- 0.82%
- 1Y
- 6.88%
- 3Y*
- 7.94%
- 5Y*
- 3.43%
- 10Y*
- —
THY
- 1D
- -0.07%
- 1M
- -0.49%
- YTD
- 0.19%
- 6M
- -0.60%
- 1Y
- 5.75%
- 3Y*
- 4.77%
- 5Y*
- 1.77%
- 10Y*
- —
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HYGV vs. THY - Expense Ratio Comparison
HYGV has a 0.37% expense ratio, which is lower than THY's 1.36% expense ratio.
Return for Risk
HYGV vs. THY — Risk / Return Rank
HYGV
THY
HYGV vs. THY - 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 Agility Shares Dynamic Tactical Income ETF (THY). 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.
| HYGV | THY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.82 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.83 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.49 | -1.92 |
Martin ratioReturn relative to average drawdown | 7.57 | 8.98 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYGV | THY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.82 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.39 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between HYGV and THY is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HYGV vs. THY - Dividend Comparison
HYGV's dividend yield for the trailing twelve months is around 7.52%, more than THY's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HYGV FlexShares High Yield Value-Scored US Bond Index Fund | 7.52% | 7.48% | 8.20% | 8.77% | 7.64% | 6.07% | 6.18% | 7.95% | 5.63% |
THY Agility Shares Dynamic Tactical Income ETF | 5.48% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% |
Drawdowns
HYGV vs. THY - Drawdown Comparison
The maximum HYGV drawdown since its inception was -23.47%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for HYGV and THY.
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Drawdown Indicators
| HYGV | THY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.47% | -8.56% | -14.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.54% | -1.60% | -2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | -8.56% | -8.56% |
Current DrawdownCurrent decline from peak | -1.32% | -0.90% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -2.68% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.62% | +0.32% |
Volatility
HYGV vs. THY - Volatility Comparison
FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a higher volatility of 2.32% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 0.62%. This indicates that HYGV's price experiences larger fluctuations and is considered to be riskier than THY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYGV | THY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 0.62% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 1.96% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 3.18% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.57% | 4.52% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.28% | 4.51% | +4.77% |