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HYT vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYT vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Corporate High Yield Fund (HYT) and Toews Tactical Income Fund (THHYX). The values are adjusted to include any dividend payments, if applicable.

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HYT vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYT
BlackRock Corporate High Yield Fund
-1.34%0.06%14.43%19.92%-22.58%16.62%11.55%31.19%-7.81%8.99%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, HYT achieves a -1.34% return, which is significantly lower than THHYX's -0.03% return. Over the past 10 years, HYT has outperformed THHYX with an annualized return of 7.70%, while THHYX has yielded a comparatively lower 3.04% annualized return.


HYT

1D
0.35%
1M
-1.62%
YTD
-1.34%
6M
-5.41%
1Y
-1.51%
3Y*
9.77%
5Y*
3.28%
10Y*
7.70%

THHYX

1D
-0.10%
1M
-0.56%
YTD
-0.03%
6M
-0.33%
1Y
4.81%
3Y*
4.35%
5Y*
1.60%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYT vs. THHYX - Expense Ratio Comparison

HYT has a 2.83% expense ratio, which is higher than THHYX's 1.46% expense ratio.


Return for Risk

HYT vs. THHYX — Risk / Return Rank

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

HYT
HYT Risk / Return Rank: 44
Overall Rank
HYT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HYT Sortino Ratio Rank: 44
Sortino Ratio Rank
HYT Omega Ratio Rank: 44
Omega Ratio Rank
HYT Calmar Ratio Rank: 55
Calmar Ratio Rank
HYT Martin Ratio Rank: 44
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 9191
Overall Rank
THHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
THHYX Omega Ratio Rank: 8888
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9090
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.

HYT vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Corporate High Yield Fund (HYT) and Toews Tactical Income Fund (THHYX). 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.


HYTTHHYXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

1.80

-1.89

Sortino ratio

Return per unit of downside risk

-0.01

2.78

-2.79

Omega ratio

Gain probability vs. loss probability

1.00

1.39

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.11

4.39

-4.50

Martin ratio

Return relative to average drawdown

-0.33

10.88

-11.21

HYT vs. THHYX - Sharpe Ratio Comparison

The current HYT Sharpe Ratio is -0.09, which is lower than the THHYX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of HYT and THHYX, 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


HYTTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.80

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.41

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.83

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.13

-0.72

Correlation

The correlation between HYT and THHYX is 0.32, 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

HYT vs. THHYX - Dividend Comparison

HYT's dividend yield for the trailing twelve months is around 10.93%, more than THHYX's 5.52% yield.


TTM20252024202320222021202020192018201720162015
HYT
BlackRock Corporate High Yield Fund
10.93%10.50%9.53%9.91%9.80%7.58%8.18%7.92%9.20%7.68%8.23%10.18%
THHYX
Toews Tactical Income Fund
5.52%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

HYT vs. THHYX - Drawdown Comparison

The maximum HYT drawdown since its inception was -56.95%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for HYT and THHYX.


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Drawdown Indicators


HYTTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.95%

-8.83%

-48.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-1.12%

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

-8.83%

-20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-8.83%

-33.76%

Current Drawdown

Current decline from peak

-7.28%

-0.90%

-6.38%

Average Drawdown

Average peak-to-trough decline

-5.91%

-1.64%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

0.45%

+3.54%

Volatility

HYT vs. THHYX - Volatility Comparison

BlackRock Corporate High Yield Fund (HYT) has a higher volatility of 4.61% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that HYT's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYTTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

0.59%

+4.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

1.57%

+6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

2.74%

+14.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

3.90%

+10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

3.68%

+13.24%