HYS vs. THY
Compare and contrast key facts about PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) and Agility Shares Dynamic Tactical Income ETF (THY).
HYS and THY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYS is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US High Yield Constrained (0-5 Y). It was launched on Jun 16, 2011. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Performance
HYS vs. THY - Performance Comparison
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HYS vs. THY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF | -0.39% | 8.80% | 8.42% | 11.38% | -5.42% | 4.77% | 9.99% |
THY Agility Shares Dynamic Tactical Income ETF | 0.26% | 4.44% | 5.38% | 4.97% | -5.62% | -0.46% | 4.04% |
Returns By Period
In the year-to-date period, HYS achieves a -0.39% return, which is significantly lower than THY's 0.26% 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%
THY
- 1D
- -0.02%
- 1M
- -0.45%
- YTD
- 0.26%
- 6M
- -0.36%
- 1Y
- 5.67%
- 3Y*
- 4.80%
- 5Y*
- 1.78%
- 10Y*
- —
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HYS vs. THY - Expense Ratio Comparison
HYS has a 0.56% expense ratio, which is lower than THY's 1.36% expense ratio.
Return for Risk
HYS vs. THY — Risk / Return Rank
HYS
THY
HYS vs. THY - 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 Agility Shares Dynamic Tactical Income ETF (THY). 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.
| HYS | THY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.79 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.93 | 2.79 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.57 | -1.78 |
Martin ratioReturn relative to average drawdown | 9.95 | 9.21 | +0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HYS | THY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.79 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.40 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.48 | +0.32 |
Correlation
The correlation between HYS and THY is 0.66, 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
HYS vs. THY - Dividend Comparison
HYS's dividend yield for the trailing twelve months is around 7.40%, more than THY's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
THY Agility Shares Dynamic Tactical Income ETF | 5.48% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HYS vs. THY - Drawdown Comparison
The maximum HYS drawdown since its inception was -20.91%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for HYS and THY.
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Drawdown Indicators
| HYS | THY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -8.56% | -12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -1.60% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -10.61% | -8.56% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -20.91% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.83% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -1.55% | -2.68% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.62% | +0.11% |
Volatility
HYS vs. THY - Volatility Comparison
PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a higher volatility of 1.88% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 0.79%. This indicates that HYS's price experiences larger fluctuations and is considered to be riskier than THY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYS | THY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 0.79% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 1.96% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 3.18% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 4.52% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.85% | 4.51% | +2.34% |