THY vs. EIFAX
THY (Agility Shares Dynamic Tactical Income ETF) and EIFAX (Eaton Vance Floating-Rate Advantage Fund) are both funds - THY is a High Yield Bonds fund actively managed by Toews Corp., while EIFAX is a Bank Loan fund managed by Eaton Vance. Over the past 5 years, THY returned 1.67%/yr vs 4.87%/yr for EIFAX. At a 0.23 correlation, their price movements are largely independent. THY charges 1.36%/yr vs 0.47%/yr for EIFAX.
Performance
THY vs. EIFAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, THY achieves a 0.80% return, which is significantly higher than EIFAX's 0.37% return.
THY
- 1D
- -0.02%
- 1M
- 0.62%
- YTD
- 0.80%
- 6M
- 1.07%
- 1Y
- 3.58%
- 3Y*
- 5.47%
- 5Y*
- 1.67%
- 10Y*
- —
EIFAX
- 1D
- -0.11%
- 1M
- 0.27%
- YTD
- 0.37%
- 6M
- 0.85%
- 1Y
- 3.49%
- 3Y*
- 6.86%
- 5Y*
- 4.87%
- 10Y*
- 5.09%
THY vs. EIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
THY Agility Shares Dynamic Tactical Income ETF | 0.80% | 4.44% | 5.38% | 4.97% | -5.62% | -0.46% | 3.50% |
EIFAX Eaton Vance Floating-Rate Advantage Fund | 0.37% | 4.54% | 8.91% | 11.86% | -2.98% | 5.41% | 8.36% |
Correlation
The correlation between THY and EIFAX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.23 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
THY vs. EIFAX — Risk / Return Rank
THY
EIFAX
THY vs. EIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.
| THY | EIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.53 | +0.71 |
| Martin ratioReturn relative to average drawdown | 5.30 | 4.61 | +0.69 |
Loading charts...
Drawdowns
THY vs. EIFAX - Drawdown Comparison
The maximum THY drawdown since its inception was -8.56%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for THY and EIFAX.
Loading charts...
Drawdown Indicators
| THY | EIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.56% | -40.28% | +31.72% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -2.29% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -2.74% | -3.43% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -7.63% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.22% | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.32% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -2.26% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 0.76% | -0.08% |
Volatility
THY vs. EIFAX - Volatility Comparison
Agility Shares Dynamic Tactical Income ETF (THY) has a higher volatility of 0.97% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.70%. This indicates that THY's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| THY | EIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.70% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 1.98% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 2.59% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 3.15% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 4.46% | +0.01% |
THY vs. EIFAX - Expense Ratio Comparison
THY has a 1.36% expense ratio, which is higher than EIFAX's 0.47% expense ratio.
Dividends
THY vs. EIFAX - Dividend Comparison
THY's dividend yield for the trailing twelve months is around 5.43%, less than EIFAX's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIFAX Eaton Vance Floating-Rate Advantage Fund | 7.64% | 8.09% | 8.91% | 7.02% | 5.92% | 4.03% | 4.51% | 5.58% | 5.10% | 4.46% | 5.02% | 5.29% |
THY Agility Shares Dynamic Tactical Income ETF | 5.43% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THY and EIFAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THY has higher volatility (0.97%) compared to EIFAX (0.70%). In terms of maximum drawdown, THY dropped -8.56% vs EIFAX's -40.28%.
EIFAX currently has the higher Sharpe Ratio (1.35 vs 1.21), 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.
Find the right allocation for THY and EIFAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer