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RAFE vs. HYS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RAFE vs. HYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAFI ESG U.S. ETF (RAFE) and PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). The values are adjusted to include any dividend payments, if applicable.

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RAFE vs. HYS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RAFE
PIMCO RAFI ESG U.S. ETF
-0.90%17.60%13.81%18.80%-13.76%30.16%5.29%0.55%
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
-0.39%8.80%8.42%11.38%-5.42%4.77%3.27%0.18%

Returns By Period

In the year-to-date period, RAFE achieves a -0.90% return, which is significantly lower than HYS's -0.39% return.


RAFE

1D
2.17%
1M
-4.75%
YTD
-0.90%
6M
3.09%
1Y
16.61%
3Y*
15.03%
5Y*
9.22%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RAFE vs. HYS - Expense Ratio Comparison

RAFE has a 0.30% expense ratio, which is lower than HYS's 0.56% expense ratio.


Return for Risk

RAFE vs. HYS — Risk / Return Rank

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

RAFE
RAFE Risk / Return Rank: 6161
Overall Rank
RAFE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RAFE Sortino Ratio Rank: 5959
Sortino Ratio Rank
RAFE Omega Ratio Rank: 5959
Omega Ratio Rank
RAFE Calmar Ratio Rank: 6060
Calmar Ratio Rank
RAFE Martin Ratio Rank: 6767
Martin Ratio Rank

HYS
HYS Risk / Return Rank: 7979
Overall Rank
HYS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYS Omega Ratio Rank: 8383
Omega Ratio Rank
HYS Calmar Ratio Rank: 7272
Calmar Ratio Rank
HYS Martin Ratio Rank: 8787
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.

RAFE vs. HYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) and PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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.


RAFEHYSDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.33

-0.30

Sortino ratio

Return per unit of downside risk

1.51

1.93

-0.43

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.52

1.78

-0.27

Martin ratio

Return relative to average drawdown

6.68

9.95

-3.27

RAFE vs. HYS - Sharpe Ratio Comparison

The current RAFE Sharpe Ratio is 1.03, which is comparable to the HYS Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of RAFE and HYS, 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


RAFEHYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.33

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.80

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.80

-0.26

Correlation

The correlation between RAFE and HYS is 0.64, 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

RAFE vs. HYS - Dividend Comparison

RAFE's dividend yield for the trailing twelve months is around 1.68%, less than HYS's 7.40% yield.


TTM20252024202320222021202020192018201720162015
RAFE
PIMCO RAFI ESG U.S. ETF
1.68%1.67%1.79%1.81%2.22%1.42%2.36%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

RAFE vs. HYS - Drawdown Comparison

The maximum RAFE drawdown since its inception was -35.74%, which is greater than HYS's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for RAFE and HYS.


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Drawdown Indicators


RAFEHYSDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-20.91%

-14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-4.06%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-10.61%

-13.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-5.45%

-1.02%

-4.43%

Average Drawdown

Average peak-to-trough decline

-6.37%

-1.55%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.73%

+1.90%

Volatility

RAFE vs. HYS - Volatility Comparison

PIMCO RAFI ESG U.S. ETF (RAFE) has a higher volatility of 4.53% compared to PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) at 1.88%. This indicates that RAFE's price experiences larger fluctuations and is considered to be riskier than HYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAFEHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

1.88%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

2.52%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

5.38%

+10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

6.22%

+8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

6.85%

+12.76%