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HYS vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYS vs. IBHH - 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 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYS achieves a 1.55% return, which is significantly lower than IBHH's 1.92% return.


HYS

1D
-0.13%
1M
0.61%
YTD
1.55%
6M
1.83%
1Y
6.73%
3Y*
8.75%
5Y*
5.05%
10Y*
5.38%

IBHH

1D
0.29%
1M
0.50%
YTD
1.92%
6M
2.20%
1Y
6.09%
3Y*
8.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYS vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
1.55%8.80%8.42%11.38%-2.36%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
1.92%8.02%7.53%12.87%-6.70%

Correlation

The correlation between HYS and IBHH is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.83

The correlation between HYS and IBHH has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

HYS vs. IBHH — Risk / Return Rank

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

HYS
HYS Risk / Return Rank: 6969
Overall Rank
HYS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYS Omega Ratio Rank: 6363
Omega Ratio Rank
HYS Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYS Martin Ratio Rank: 7878
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8484
Overall Rank
IBHH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBHH Omega Ratio Rank: 7979
Omega Ratio Rank
IBHH Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9292
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. IBHH - 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 iShares iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


HYSIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.08

Calmar ratioReturn relative to maximum drawdown

3.58

5.26

-1.68

Martin ratioReturn relative to average drawdown

14.56

21.04

-6.49

HYS vs. IBHH - Sharpe Ratio Comparison

The current HYS Sharpe Ratio is 1.94, which is comparable to the IBHH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of HYS and IBHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYS vs. IBHH - Drawdown Comparison

The maximum HYS drawdown since its inception was -20.91%, which is greater than IBHH's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for HYS and IBHH.


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Drawdown Indicators


HYSIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-12.05%

-8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.88%

-1.22%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

-4.66%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.53%

-2.28%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.31%

+0.15%

Volatility

HYS vs. IBHH - Volatility Comparison

PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a higher volatility of 0.79% compared to iShares iBonds 2028 Term High Yield and Income ETF (IBHH) at 0.72%. This indicates that HYS's price experiences larger fluctuations and is considered to be riskier than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

0.72%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.11%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

2.82%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

7.22%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

7.22%

-0.38%

HYS vs. IBHH - Expense Ratio Comparison

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


Dividends

HYS vs. IBHH - Dividend Comparison

HYS's dividend yield for the trailing twelve months is around 7.34%, more than IBHH's 6.25% yield.


PositionTTM20252024202320222021202020192018201720162015
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.34%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.25%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYS and IBHH have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYS has higher volatility (0.79%) compared to IBHH (0.72%). In terms of maximum drawdown, HYS dropped -20.91% vs IBHH's -12.05%.

On 3-year performance, HYS leads with 8.75% vs 8.44% for IBHH. On fees, IBHH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYS has performed better with a 8.75% return vs 8.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.56% for HYS.

HYS has the higher dividend yield at 7.34%, compared with 6.25% for IBHH.

HYS tracks ICE BofA US High Yield Constrained (0-5 Y), while IBHH tracks Bloomberg 2028 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.56% for HYS and 0.35% for IBHH.

IBHH currently has the higher Sharpe Ratio (2.29 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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