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HYHG vs. VGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYHG vs. VGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) and Vanguard High-Yield Active ETF (VGHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYHG achieves a 3.03% return, which is significantly higher than VGHY's 1.44% return.


HYHG

1D
0.12%
1M
0.64%
YTD
3.03%
6M
3.57%
1Y
7.52%
3Y*
9.78%
5Y*
6.99%
10Y*
6.12%

VGHY

1D
0.06%
1M
0.32%
YTD
1.44%
6M
2.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYHG vs. VGHY - Yearly Performance Comparison


Correlation

The correlation between HYHG and VGHY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.37

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Return for Risk

HYHG vs. VGHY — Risk / Return Rank

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

HYHG
HYHG Risk / Return Rank: 5252
Overall Rank
HYHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 3939
Sortino Ratio Rank
HYHG Omega Ratio Rank: 3838
Omega Ratio Rank
HYHG Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYHG Martin Ratio Rank: 6868
Martin Ratio Rank

VGHY
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. VGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) and Vanguard High-Yield Active ETF (VGHY). 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.


HYHGVGHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

3.74

Martin ratioReturn relative to average drawdown

12.28

HYHG vs. VGHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYHGVGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.08

-0.62

Drawdowns

HYHG vs. VGHY - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, which is greater than VGHY's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for HYHG and VGHY.


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Drawdown Indicators


HYHGVGHYDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-2.66%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

Current Drawdown

Current decline from peak

-0.32%

-0.24%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.04%

-0.45%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

HYHG vs. VGHY - Volatility Comparison


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Volatility by Period


HYHGVGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

4.28%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

4.28%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

4.28%

+4.87%

HYHG vs. VGHY - Expense Ratio Comparison

HYHG has a 0.50% expense ratio, which is higher than VGHY's 0.22% expense ratio.


Dividends

HYHG vs. VGHY - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.78%, more than VGHY's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
HYHG
ProShares High Yield-Interest Rate Hedged
6.78%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%
VGHY
Vanguard High-Yield Active ETF
3.98%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYHG and VGHY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.50% for HYHG.

HYHG has the higher dividend yield at 6.78%, compared with 3.98% for VGHY.

They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.50% for HYHG and 0.22% for VGHY.

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