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HYLS vs. HYHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYLS vs. HYHG - Performance Comparison

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

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HYLS vs. HYHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYLS
First Trust Tactical High Yield ETF
-1.05%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-2.46%6.39%
HYHG
ProShares High Yield-Interest Rate Hedged
0.77%5.31%11.41%14.69%-1.71%5.75%0.16%12.02%-1.95%3.76%

Returns By Period

In the year-to-date period, HYLS achieves a -1.05% return, which is significantly lower than HYHG's 0.77% return. Over the past 10 years, HYLS has underperformed HYHG with an annualized return of 4.46%, while HYHG has yielded a comparatively higher 6.30% annualized return.


HYLS

1D
0.25%
1M
0.11%
YTD
-1.05%
6M
0.09%
1Y
5.63%
3Y*
7.38%
5Y*
2.75%
10Y*
4.46%

HYHG

1D
0.02%
1M
0.72%
YTD
0.77%
6M
2.34%
1Y
6.89%
3Y*
9.60%
5Y*
6.54%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYLS vs. HYHG - Expense Ratio Comparison

HYLS has a 1.01% expense ratio, which is higher than HYHG's 0.50% expense ratio.


Return for Risk

HYLS vs. HYHG — Risk / Return Rank

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

HYLS
HYLS Risk / Return Rank: 6262
Overall Rank
HYLS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 6666
Sortino Ratio Rank
HYLS Omega Ratio Rank: 6666
Omega Ratio Rank
HYLS Calmar Ratio Rank: 5656
Calmar Ratio Rank
HYLS Martin Ratio Rank: 5959
Martin Ratio Rank

HYHG
HYHG Risk / Return Rank: 5252
Overall Rank
HYHG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4343
Omega Ratio Rank
HYHG Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYHG Martin Ratio Rank: 7171
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.

HYLS vs. HYHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) and ProShares High Yield-Interest Rate Hedged (HYHG). 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.


HYLSHYHGDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.86

+0.33

Sortino ratio

Return per unit of downside risk

1.77

1.29

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

1.69

1.77

-0.07

Martin ratio

Return relative to average drawdown

6.92

8.44

-1.52

HYLS vs. HYHG - Sharpe Ratio Comparison

The current HYLS Sharpe Ratio is 1.19, which is higher than the HYHG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of HYLS and HYHG, 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


HYLSHYHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.86

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.81

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.69

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.45

+0.22

Correlation

The correlation between HYLS and HYHG is 0.46, 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

HYLS vs. HYHG - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.66%, less than HYHG's 6.92% yield.


TTM20252024202320222021202020192018201720162015
HYLS
First Trust Tactical High Yield ETF
6.66%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%
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%

Drawdowns

HYLS vs. HYHG - Drawdown Comparison

The maximum HYLS drawdown since its inception was -22.99%, smaller than the maximum HYHG drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for HYLS and HYHG.


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Drawdown Indicators


HYLSHYHGDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-25.71%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.03%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-9.21%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-25.71%

+2.72%

Current Drawdown

Current decline from peak

-1.52%

-0.55%

-0.97%

Average Drawdown

Average peak-to-trough decline

-2.17%

-3.08%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.89%

-0.08%

Volatility

HYLS vs. HYHG - Volatility Comparison

The current volatility for First Trust Tactical High Yield ETF (HYLS) is 2.04%, while ProShares High Yield-Interest Rate Hedged (HYHG) has a volatility of 2.35%. This indicates that HYLS experiences smaller price fluctuations and is considered to be less risky than HYHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLSHYHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.35%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

4.48%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

8.09%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

8.12%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

9.20%

-2.51%