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MYI vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYI vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock MuniYield Quality Fund III (MYI) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYI achieves a 4.49% return, which is significantly higher than HYGH's 3.09% return. Over the past 10 years, MYI has underperformed HYGH with an annualized return of 1.61%, while HYGH has yielded a comparatively higher 6.46% annualized return.


MYI

1D
-0.09%
1M
3.71%
YTD
4.49%
6M
5.85%
1Y
12.52%
3Y*
6.76%
5Y*
-0.55%
10Y*
1.61%

HYGH

1D
-0.24%
1M
0.32%
YTD
3.09%
6M
2.99%
1Y
7.31%
3Y*
9.79%
5Y*
6.81%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYI vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYI
BlackRock MuniYield Quality Fund III
4.49%4.74%0.55%8.79%-20.52%6.99%11.60%16.64%-8.42%7.13%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.09%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between MYI and HYGH is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 29, 2014

0.09

The correlation between MYI and HYGH shifts across timeframes, from 0.09 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MYI vs. HYGH — Risk / Return Rank

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

MYI
MYI Risk / Return Rank: 3131
Overall Rank
MYI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MYI Sortino Ratio Rank: 3535
Sortino Ratio Rank
MYI Omega Ratio Rank: 3333
Omega Ratio Rank
MYI Calmar Ratio Rank: 2525
Calmar Ratio Rank
MYI Martin Ratio Rank: 2929
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 7979
Overall Rank
HYGH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYGH Omega Ratio Rank: 7272
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8787
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8989
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.

MYI vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniYield Quality Fund III (MYI) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.


MYIHYGHDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratioReturn relative to maximum drawdown

1.66

4.53

-2.87

Martin ratioReturn relative to average drawdown

6.05

17.71

-11.65

MYI vs. HYGH - Sharpe Ratio Comparison

The current MYI Sharpe Ratio is 1.42, which is comparable to the HYGH Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MYI and HYGH, 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

MYI vs. HYGH - Drawdown Comparison

The maximum MYI drawdown since its inception was -43.90%, which is greater than HYGH's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for MYI and HYGH.


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Drawdown Indicators


MYIHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-23.88%

-20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-1.62%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-8.06%

-7.01%

Max Drawdown (5Y)

Largest decline over 5 years

-31.84%

-8.24%

-23.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.84%

-23.88%

-7.96%

Current Drawdown

Current decline from peak

-5.68%

-0.32%

-5.36%

Average Drawdown

Average peak-to-trough decline

-9.38%

-2.22%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

0.41%

+1.66%

Volatility

MYI vs. HYGH - Volatility Comparison

BlackRock MuniYield Quality Fund III (MYI) has a higher volatility of 2.96% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.68%. This indicates that MYI's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYIHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

0.68%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

2.80%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

3.65%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.00%

7.08%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

8.30%

+3.09%

MYI vs. HYGH - Expense Ratio Comparison

MYI has a 2.16% expense ratio, which is higher than HYGH's 0.52% expense ratio.


Dividends

MYI vs. HYGH - Dividend Comparison

MYI's dividend yield for the trailing twelve months is around 6.04%, less than HYGH's 6.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.61%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
MYI
BlackRock MuniYield Quality Fund III
6.04%6.13%6.03%4.30%5.22%4.17%3.84%3.89%5.01%5.88%6.20%6.03%

Frequently Asked Questions


MYI and HYGH have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYI has higher volatility (2.96%) compared to HYGH (0.68%). In terms of maximum drawdown, MYI dropped -43.90% vs HYGH's -23.88%.

HYGH currently has the higher Sharpe Ratio (2.01 vs 1.42), 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.

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