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HYGV vs. USHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYGV vs. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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HYGV vs. USHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
-0.23%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-0.05%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.73%

Returns By Period

In the year-to-date period, HYGV achieves a -0.23% return, which is significantly lower than USHY's -0.05% return.


HYGV

1D
0.29%
1M
-0.80%
YTD
-0.23%
6M
0.82%
1Y
6.88%
3Y*
7.94%
5Y*
3.43%
10Y*

USHY

1D
0.33%
1M
-0.67%
YTD
-0.05%
6M
0.98%
1Y
7.26%
3Y*
8.45%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYGV vs. USHY - Expense Ratio Comparison

HYGV has a 0.37% expense ratio, which is higher than USHY's 0.15% expense ratio.


Return for Risk

HYGV vs. USHY — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 6464
Overall Rank
HYGV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 7070
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYGV Martin Ratio Rank: 7070
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 7676
Overall Rank
USHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
USHY Omega Ratio Rank: 7979
Omega Ratio Rank
USHY Calmar Ratio Rank: 7171
Calmar Ratio Rank
USHY Martin Ratio Rank: 8383
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. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


HYGVUSHYDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.32

-0.21

Sortino ratio

Return per unit of downside risk

1.59

1.94

-0.36

Omega ratio

Gain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.91

-0.33

Martin ratio

Return relative to average drawdown

7.57

9.64

-2.07

HYGV vs. USHY - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.12, which is comparable to the USHY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of HYGV and USHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYGVUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.32

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.58

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between HYGV and USHY is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HYGV vs. USHY - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.52%, more than USHY's 6.95% yield.


TTM202520242023202220212020201920182017
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%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.95%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Drawdowns

HYGV vs. USHY - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, roughly equal to the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for HYGV and USHY.


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Drawdown Indicators


HYGVUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-22.44%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-3.92%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-15.56%

-1.56%

Current Drawdown

Current decline from peak

-1.32%

-1.03%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.71%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.77%

+0.17%

Volatility

HYGV vs. USHY - Volatility Comparison

FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and iShares Broad USD High Yield Corporate Bond ETF (USHY) have volatilities of 2.32% and 2.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.21%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

2.84%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

5.52%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

7.33%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

8.32%

+0.96%