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HYS vs. FLRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYS vs. FLRT - Performance Comparison

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

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HYS vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
-0.39%8.80%8.42%11.38%-5.42%4.77%3.27%10.22%-1.05%5.75%
FLRT
Pacific Global Senior Loan ETF
-0.24%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%

Returns By Period

In the year-to-date period, HYS achieves a -0.39% return, which is significantly lower than FLRT's -0.24% return. Over the past 10 years, HYS has outperformed FLRT with an annualized return of 5.62%, while FLRT has yielded a comparatively lower 4.93% annualized return.


HYS

1D
0.70%
1M
-0.57%
YTD
-0.39%
6M
1.22%
1Y
7.13%
3Y*
8.21%
5Y*
4.94%
10Y*
5.62%

FLRT

1D
0.22%
1M
0.50%
YTD
-0.24%
6M
1.25%
1Y
5.26%
3Y*
8.81%
5Y*
5.70%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYS vs. FLRT - Expense Ratio Comparison

HYS has a 0.56% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Return for Risk

HYS vs. FLRT — Risk / Return Rank

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

HYS
HYS Risk / Return Rank: 7979
Overall Rank
HYS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYS Omega Ratio Rank: 8383
Omega Ratio Rank
HYS Calmar Ratio Rank: 7272
Calmar Ratio Rank
HYS Martin Ratio Rank: 8787
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
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.

HYS vs. FLRT - Risk-Adjusted Trends Comparison

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


HYSFLRTDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.74

-0.41

Sortino ratio

Return per unit of downside risk

1.93

2.23

-0.30

Omega ratio

Gain probability vs. loss probability

1.32

1.53

-0.22

Calmar ratio

Return relative to maximum drawdown

1.78

2.10

-0.31

Martin ratio

Return relative to average drawdown

9.95

8.51

+1.44

HYS vs. FLRT - Sharpe Ratio Comparison

The current HYS Sharpe Ratio is 1.33, which is comparable to the FLRT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of HYS and FLRT, 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


HYSFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.74

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

2.47

-1.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.79

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.73

+0.08

Correlation

The correlation between HYS and FLRT is 0.20, 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

HYS vs. FLRT - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.40%, more than FLRT's 6.92% yield.


TTM20252024202320222021202020192018201720162015
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.40%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

HYS vs. FLRT - Drawdown Comparison

The maximum HYS drawdown since its inception was -20.91%, roughly equal to the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for HYS and FLRT.


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Drawdown Indicators


HYSFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-20.96%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-2.47%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

-7.60%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

-20.96%

+0.05%

Current Drawdown

Current decline from peak

-1.02%

-0.93%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.55%

-1.43%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.63%

+0.10%

Volatility

HYS vs. FLRT - Volatility Comparison

PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a higher volatility of 1.88% compared to Pacific Global Senior Loan ETF (FLRT) at 0.47%. This indicates that HYS's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

0.47%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.22%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

3.04%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

2.32%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

6.24%

+0.61%