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ZTOP vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTOP vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m High Yield 100 ETF (ZTOP) 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, ZTOP achieves a 1.64% return, which is significantly lower than HYGH's 2.94% return.


ZTOP

1D
0.10%
1M
0.31%
YTD
1.64%
6M
2.30%
1Y
6.44%
3Y*
5Y*
10Y*

HYGH

1D
0.10%
1M
0.66%
YTD
2.94%
6M
3.59%
1Y
7.78%
3Y*
9.83%
5Y*
6.97%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTOP vs. HYGH - Yearly Performance Comparison


Correlation

The correlation between ZTOP and HYGH is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.63

The correlation between ZTOP and HYGH has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

ZTOP vs. HYGH — Risk / Return Rank

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

ZTOP
ZTOP Risk / Return Rank: 6262
Overall Rank
ZTOP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ZTOP Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZTOP Omega Ratio Rank: 6767
Omega Ratio Rank
ZTOP Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZTOP Martin Ratio Rank: 6565
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 7676
Overall Rank
HYGH Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7373
Sortino Ratio Rank
HYGH Omega Ratio Rank: 6969
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8686
Calmar Ratio Rank
HYGH 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.

ZTOP vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m High Yield 100 ETF (ZTOP) 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.


ZTOPHYGHDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.40

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

2.56

4.82

-2.26

Martin ratioReturn relative to average drawdown

11.67

18.86

-7.19

ZTOP vs. HYGH - Sharpe Ratio Comparison

The current ZTOP Sharpe Ratio is 1.97, which is comparable to the HYGH Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ZTOP 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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Sharpe Ratios by Period


ZTOPHYGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.14

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

2.50

0.56

+1.95

Drawdowns

ZTOP vs. HYGH - Drawdown Comparison

The maximum ZTOP drawdown since its inception was -2.52%, smaller than the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for ZTOP and HYGH.


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Drawdown Indicators


ZTOPHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-2.52%

-23.88%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-1.62%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.88%

Current Drawdown

Current decline from peak

-0.17%

-0.13%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.29%

-2.23%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.41%

+0.14%

Volatility

ZTOP vs. HYGH - Volatility Comparison

F/m High Yield 100 ETF (ZTOP) has a higher volatility of 1.03% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.61%. This indicates that ZTOP'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


ZTOPHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

0.61%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.84%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

3.65%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

7.07%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

8.35%

-4.87%

ZTOP vs. HYGH - Expense Ratio Comparison

ZTOP has a 0.39% expense ratio, which is lower than HYGH's 0.53% expense ratio.


Dividends

ZTOP vs. HYGH - Dividend Comparison

ZTOP's dividend yield for the trailing twelve months is around 6.24%, less than HYGH's 6.62% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.62%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
ZTOP
F/m High Yield 100 ETF
6.24%4.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZTOP and HYGH have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZTOP has higher volatility (1.03%) compared to HYGH (0.61%). In terms of maximum drawdown, ZTOP dropped -2.52% vs HYGH's -23.88%.

On 1-year performance, HYGH leads with 7.78% vs 6.44% for ZTOP. On fees, ZTOP is cheaper at 0.39% per year. On volatility, HYGH has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HYGH has performed better with a 7.78% return vs 6.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZTOP is cheaper with a 0.39% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.62%, compared with 6.24% for ZTOP.

They also come from different issuers: F/m Investments and iShares. Their fees differ too: 0.39% for ZTOP and 0.53% for HYGH.

HYGH currently has the higher Sharpe Ratio (2.14 vs 1.97), 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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