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HYLD vs. HYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYLD and HYS is 0.41, 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.


-0.50.00.51.00.4

Performance

HYLD vs. HYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in High Yield ETF (HYLD) and PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
5.55%
HYLD
HYS

Key characteristics

Returns By Period


HYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HYS

YTD

1.53%

1M

1.31%

6M

5.45%

1Y

9.64%

5Y*

5.00%

10Y*

4.86%

*Annualized

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HYLD vs. HYS - Expense Ratio Comparison

HYLD has a 1.29% expense ratio, which is higher than HYS's 0.56% expense ratio.


HYLD
High Yield ETF
Expense ratio chart for HYLD: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for HYS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

HYLD vs. HYS — Risk-Adjusted Performance Rank

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

HYLD

HYS
The Risk-Adjusted Performance Rank of HYS is 9292
Overall Rank
The Sharpe Ratio Rank of HYS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of HYS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of HYS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HYS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HYS is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYLD vs. HYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for High Yield ETF (HYLD) and PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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.


Sharpe ratio
No data
The chart of Calmar ratio for HYLD, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.005.13
HYLD
HYS


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-1.00
2.40
HYLD
HYS

Dividends

HYLD vs. HYS - Dividend Comparison

HYLD has not paid dividends to shareholders, while HYS's dividend yield for the trailing twelve months is around 7.32%.


TTM20242023202220212020201920182017201620152014
HYLD
High Yield ETF
0.00%0.00%8.59%7.86%6.75%7.52%7.46%7.97%7.18%6.59%10.87%9.88%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.32%7.43%7.58%5.01%3.74%4.52%4.98%4.97%5.00%5.13%5.22%5.42%

Drawdowns

HYLD vs. HYS - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.72%
0
HYLD
HYS

Volatility

HYLD vs. HYS - Volatility Comparison

The current volatility for High Yield ETF (HYLD) is 0.00%, while PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a volatility of 1.28%. This indicates that HYLD experiences smaller price fluctuations and is considered to be less risky than HYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember20250
1.28%
HYLD
HYS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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