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HYHG vs. EIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYHG vs. EIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

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HYHG vs. EIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYHG
ProShares High Yield-Interest Rate Hedged
0.76%5.31%11.41%14.69%-1.71%5.75%0.16%12.02%-1.95%3.76%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
-1.88%4.54%8.91%11.86%-2.98%5.41%1.90%9.02%0.28%5.16%

Returns By Period

In the year-to-date period, HYHG achieves a 0.76% return, which is significantly higher than EIFAX's -1.88% return. Over the past 10 years, HYHG has outperformed EIFAX with an annualized return of 6.25%, while EIFAX has yielded a comparatively lower 5.15% annualized return.


HYHG

1D
0.75%
1M
0.37%
YTD
0.76%
6M
2.21%
1Y
7.49%
3Y*
9.53%
5Y*
6.54%
10Y*
6.25%

EIFAX

1D
0.11%
1M
-0.32%
YTD
-1.88%
6M
-1.19%
1Y
2.70%
3Y*
6.43%
5Y*
4.64%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYHG vs. EIFAX - Expense Ratio Comparison

HYHG has a 0.50% expense ratio, which is higher than EIFAX's 0.47% expense ratio.


Return for Risk

HYHG vs. EIFAX — Risk / Return Rank

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

HYHG
HYHG Risk / Return Rank: 5757
Overall Rank
HYHG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4949
Omega Ratio Rank
HYHG Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYHG Martin Ratio Rank: 7575
Martin Ratio Rank

EIFAX
EIFAX Risk / Return Rank: 4242
Overall Rank
EIFAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EIFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIFAX Omega Ratio Rank: 6262
Omega Ratio Rank
EIFAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIFAX Martin Ratio Rank: 3535
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.

HYHG vs. EIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.


HYHGEIFAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.82

+0.11

Sortino ratio

Return per unit of downside risk

1.40

1.20

+0.20

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.74

1.22

+0.52

Martin ratio

Return relative to average drawdown

8.32

3.93

+4.38

HYHG vs. EIFAX - Sharpe Ratio Comparison

The current HYHG Sharpe Ratio is 0.93, which is comparable to the EIFAX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of HYHG and EIFAX, 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


HYHGEIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.82

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

1.50

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.16

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.17

-0.72

Correlation

The correlation between HYHG and EIFAX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HYHG vs. EIFAX - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.92%, less than EIFAX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
HYHG
ProShares High Yield-Interest Rate Hedged
6.92%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
7.40%8.09%8.91%7.02%5.92%4.03%4.51%5.58%5.10%4.46%5.02%5.29%

Drawdowns

HYHG vs. EIFAX - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for HYHG and EIFAX.


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Drawdown Indicators


HYHGEIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-40.28%

+14.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-2.45%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

-7.63%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

-24.22%

-1.49%

Current Drawdown

Current decline from peak

-0.57%

-2.18%

+1.61%

Average Drawdown

Average peak-to-trough decline

-3.08%

-2.28%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.79%

+0.10%

Volatility

HYHG vs. EIFAX - Volatility Comparison

ProShares High Yield-Interest Rate Hedged (HYHG) has a higher volatility of 2.37% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.85%. This indicates that HYHG's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYHGEIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

0.85%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

1.83%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

3.31%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.12%

3.10%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

4.45%

+4.75%