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TYHYX vs. FQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYHYX vs. FQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer High Yield Fund (TYHYX) and Franklin Templeton SMACS: Series I (FQTIX). The values are adjusted to include any dividend payments, if applicable.

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TYHYX vs. FQTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TYHYX
Pioneer High Yield Fund
-1.37%7.99%6.55%9.17%-11.19%5.99%3.35%7.60%
FQTIX
Franklin Templeton SMACS: Series I
0.52%7.51%8.03%13.44%-14.39%8.51%3.68%4.11%

Returns By Period

In the year-to-date period, TYHYX achieves a -1.37% return, which is significantly lower than FQTIX's 0.52% return.


TYHYX

1D
0.12%
1M
-2.36%
YTD
-1.37%
6M
0.16%
1Y
5.28%
3Y*
6.35%
5Y*
2.76%
10Y*
4.92%

FQTIX

1D
0.25%
1M
-1.83%
YTD
0.52%
6M
2.66%
1Y
9.72%
3Y*
7.86%
5Y*
3.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYHYX vs. FQTIX - Expense Ratio Comparison

TYHYX has a 0.85% expense ratio, which is higher than FQTIX's 0.00% expense ratio.


Return for Risk

TYHYX vs. FQTIX — Risk / Return Rank

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

TYHYX
TYHYX Risk / Return Rank: 8080
Overall Rank
TYHYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TYHYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TYHYX Omega Ratio Rank: 8888
Omega Ratio Rank
TYHYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TYHYX Martin Ratio Rank: 7070
Martin Ratio Rank

FQTIX
FQTIX Risk / Return Rank: 9797
Overall Rank
FQTIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FQTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FQTIX Omega Ratio Rank: 9797
Omega Ratio Rank
FQTIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FQTIX Martin Ratio Rank: 9797
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.

TYHYX vs. FQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer High Yield Fund (TYHYX) and Franklin Templeton SMACS: Series I (FQTIX). 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.


TYHYXFQTIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.55

-0.95

Sortino ratio

Return per unit of downside risk

2.23

3.46

-1.24

Omega ratio

Gain probability vs. loss probability

1.38

1.61

-0.23

Calmar ratio

Return relative to maximum drawdown

1.64

3.85

-2.21

Martin ratio

Return relative to average drawdown

6.69

17.15

-10.46

TYHYX vs. FQTIX - Sharpe Ratio Comparison

The current TYHYX Sharpe Ratio is 1.60, which is lower than the FQTIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of TYHYX and FQTIX, 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


TYHYXFQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.55

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.61

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.55

+0.36

Correlation

The correlation between TYHYX and FQTIX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TYHYX vs. FQTIX - Dividend Comparison

TYHYX's dividend yield for the trailing twelve months is around 5.45%, less than FQTIX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
TYHYX
Pioneer High Yield Fund
5.45%5.91%4.13%4.10%5.23%4.44%5.23%5.17%5.13%4.97%5.12%6.29%
FQTIX
Franklin Templeton SMACS: Series I
7.03%5.70%7.86%7.64%8.10%7.15%6.89%5.63%0.00%0.00%0.00%0.00%

Drawdowns

TYHYX vs. FQTIX - Drawdown Comparison

The maximum TYHYX drawdown since its inception was -40.86%, which is greater than FQTIX's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for TYHYX and FQTIX.


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Drawdown Indicators


TYHYXFQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.86%

-24.62%

-16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.41%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-14.11%

-18.81%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-23.73%

Current Drawdown

Current decline from peak

-2.38%

-1.95%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.42%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.54%

+0.28%

Volatility

TYHYX vs. FQTIX - Volatility Comparison

The current volatility for Pioneer High Yield Fund (TYHYX) is 1.24%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 1.57%. This indicates that TYHYX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYHYXFQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.57%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

2.38%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

3.85%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

5.92%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

7.80%

-2.60%