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

Correlation

The correlation between HYS and IBHD is 0.58, 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.


Performance

HYS vs. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


HYS

YTD

2.28%

1M

3.18%

6M

2.76%

1Y

8.77%

5Y*

7.69%

10Y*

4.69%

IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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HYS vs. IBHD - Expense Ratio Comparison

HYS has a 0.56% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Risk-Adjusted Performance

HYS vs. IBHD — Risk-Adjusted Performance Rank

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

HYS
The Risk-Adjusted Performance Rank of HYS is 9292
Overall Rank
The Sharpe Ratio Rank of HYS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HYS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of HYS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of HYS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HYS is 9393
Martin Ratio Rank

IBHD
The Risk-Adjusted Performance Rank of IBHD is 9898
Overall Rank
The Sharpe Ratio Rank of IBHD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHD is 9999
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.

HYS vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.



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Dividends

HYS vs. IBHD - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.43%, while IBHD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.43%7.43%7.58%5.01%3.74%4.52%4.98%4.97%5.01%5.13%5.22%5.42%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
3.35%5.53%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYS vs. IBHD - Drawdown Comparison


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Volatility

HYS vs. IBHD - Volatility Comparison


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