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THY vs. HYGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

THY vs. HYGH

Last updated May 12, 2025

Compare and contrast key facts about Agility Shares Dynamic Tactical Income ETF (THY) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH).

THY and HYGH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. HYGH is an actively managed fund by iShares. It was launched on May 27, 2014.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THY or HYGH.

Correlation

The correlation between THY and HYGH is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

THY vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Dynamic Tactical Income ETF (THY) 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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Key characteristics

Daily Std Dev

THY:

1.90%

HYGH:

4.29%

Max Drawdown

THY:

-0.09%

HYGH:

-0.24%

Current Drawdown

THY:

-0.07%

HYGH:

0.00%

Returns By Period

THY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HYGH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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THY vs. HYGH - Expense Ratio Comparison

THY has a 1.36% expense ratio, which is higher than HYGH's 0.53% expense ratio.

THY
Agility Shares Dynamic Tactical Income ETF
HYGH
iShares Interest Rate Hedged High Yield Bond ETF

Risk-Adjusted Performance

THY vs. HYGH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
THY
The Risk-Adjusted Performance Rank of THY is 7575
Overall Rank
The Sharpe Ratio Rank of THY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of THY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of THY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of THY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of THY is 6969
Martin Ratio Rank
HYGH
The Risk-Adjusted Performance Rank of HYGH is 8282
Overall Rank
The Sharpe Ratio Rank of HYGH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGH is 7575
Sortino Ratio Rank
The Omega Ratio Rank of HYGH is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HYGH is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HYGH is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THY vs. HYGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.

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Dividends

THY vs. HYGH - Dividend Comparison

THY has not paid dividends to shareholders, while HYGH's dividend yield for the trailing twelve months is around 7.53%.

TTM20242023202220212020201920182017201620152014
THY
Agility Shares Dynamic Tactical Income ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF		7.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

THY vs. HYGH - Drawdown Comparison

The maximum THY drawdown since its inception was -0.09%, smaller than the maximum HYGH drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for THY and HYGH. For additional features, visit the drawdowns tool.

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Volatility

THY vs. HYGH - Volatility Comparison

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