PortfoliosLab logoPortfoliosLab logo
HYLS vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLS vs. MHY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HYLS achieves a 0.40% return, which is significantly lower than MHY's 3.85% return.


HYLS

1D
0.16%
1M
0.46%
YTD
0.40%
6M
0.76%
1Y
4.96%
3Y*
7.62%
5Y*
2.94%
10Y*
4.41%

MHY

1D
0.31%
1M
1.46%
YTD
3.85%
6M
4.04%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLS vs. MHY - Yearly Performance Comparison


2026 (YTD)2025
HYLS
First Trust Tactical High Yield ETF
0.40%1.32%
MHY
Man Active High Yield ETF
3.85%1.54%

Correlation

The correlation between HYLS and MHY is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HYLS vs. MHY — Risk / Return Rank

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

HYLS
HYLS Risk / Return Rank: 4242
Overall Rank
HYLS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 4646
Sortino Ratio Rank
HYLS Omega Ratio Rank: 4343
Omega Ratio Rank
HYLS Calmar Ratio Rank: 3434
Calmar Ratio Rank
HYLS Martin Ratio Rank: 4444
Martin Ratio Rank

MHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) and Man Active High Yield ETF (MHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYLSMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.63

Martin ratioReturn relative to average drawdown

6.91

HYLS vs. MHY - Sharpe Ratio Comparison


Loading charts...

Drawdowns

HYLS vs. MHY - Drawdown Comparison

The maximum HYLS drawdown since its inception was -22.99%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for HYLS and MHY.


Loading charts...

Drawdown Indicators


HYLSMHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-1.58%

-21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-2.15%

-0.29%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

HYLS vs. MHY - Volatility Comparison


Loading charts...

Volatility by Period


HYLSMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

2.99%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

2.99%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

2.99%

+3.71%

HYLS vs. MHY - Expense Ratio Comparison

HYLS has a 1.01% expense ratio, which is higher than MHY's 0.69% expense ratio.


Dividends

HYLS vs. MHY - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.70%, more than MHY's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
HYLS
First Trust Tactical High Yield ETF
6.70%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%
MHY
Man Active High Yield ETF
3.56%3.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYLS and MHY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MHY is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MHY is cheaper with a 0.69% expense ratio, compared with 1.01% for HYLS.

HYLS has the higher dividend yield at 6.70%, compared with 3.56% for MHY.

They also come from different issuers: First Trust and Man Group. Their fees differ too: 1.01% for HYLS and 0.69% for MHY.

Portfolio Optimizer

Find the right allocation for HYLS and MHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer