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IBHD vs. THY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHD vs. THY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and Agility Shares Dynamic Tactical Income ETF (THY). The values are adjusted to include any dividend payments, if applicable.

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IBHD vs. THY - Yearly Performance Comparison


Returns By Period


IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

THY

1D
-0.02%
1M
-0.45%
YTD
0.26%
6M
-0.36%
1Y
5.67%
3Y*
4.80%
5Y*
1.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHD vs. THY - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is lower than THY's 1.36% expense ratio.


Return for Risk

IBHD vs. THY — Risk / Return Rank

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

IBHD

THY
THY Risk / Return Rank: 8888
Overall Rank
THY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THY Sortino Ratio Rank: 9393
Sortino Ratio Rank
THY Omega Ratio Rank: 8787
Omega Ratio Rank
THY Calmar Ratio Rank: 9393
Calmar Ratio Rank
THY Martin Ratio Rank: 8282
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.

IBHD vs. THY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBHD vs. THY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHDTHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Dividends

IBHD vs. THY - Dividend Comparison

IBHD has not paid dividends to shareholders, while THY's dividend yield for the trailing twelve months is around 5.48%.


TTM202520242023202220212020
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
THY
Agility Shares Dynamic Tactical Income ETF
5.48%6.00%5.09%4.59%2.56%3.46%2.53%

Drawdowns

IBHD vs. THY - Drawdown Comparison

The maximum IBHD drawdown since its inception was 0.00%, smaller than the maximum THY drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for IBHD and THY.


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Drawdown Indicators


IBHDTHYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.56%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.68%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

IBHD vs. THY - Volatility Comparison


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Volatility by Period


IBHDTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.18%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.52%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.51%

-4.51%