ASGM vs PHYD
Comparison between Virtus ETF Trust II AlphaSimplex Global Macro (ASGM, ETF) and Putnam ESG High Yield ETF (PHYD, ETF).
ASGM vs PHYD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
ASGM
$8M
PHYD
$7.70M
Expense Ratio
ASGM
0.86%
Winner
PHYD
0.55%
Max Drawdown
Winner
ASGM
6.62%
PHYD
6.72%
Sharpe Ratio
Winner
ASGM
1.85
PHYD
1.18
5Y Beta
ASGM
1.10
Winner
PHYD
0.19
ASGM vs PHYD - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ASGM
+0.22%
PHYD
-0.38%
3M
Winner
ASGM
+10.16%
PHYD
+2.15%
6M
Winner
ASGM
+20.15%
PHYD
+3.13%
1Y
Winner
ASGM
+32.47%
PHYD
+7.63%
Max(CAGR)
Winner
ASGM
+39.13%
PHYD
+7.87%
ASGM vs PHYD - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | ASGM | PHYD |
|---|---|---|
| 2026 | +17.99% | +2.34% |
| 2025 | +11.52% | +8.85% |
| 2024 | N/A | +7.90% |
| 2023 | N/A | +8.09% |
ASGM vs PHYD Drawdown Comparison
The maximum drawdown for ASGM was -6.62%, occurring on Mar 30, 2026. Recovery took 28 trading sessions.
The maximum drawdown for PHYD was -4.33%, occurring on Mar 15, 2023. Recovery took 109 trading sessions.
The current ASGM drawdown is -3.57%. The current PHYD drawdown is -0.79%.
| Rank | ASGM | PHYD |
|---|---|---|
| #1 | -6.62% Feb 27, 2026 - Apr 9, 2026 | -4.33% Feb 2, 2023 - Jul 12, 2023 |
| #2 | -6.40% Jun 2, 2026 - Jun 10, 2026 | -4.14% Feb 26, 2025 - Apr 29, 2025 |
| #3 | -5.86% Oct 27, 2025 - Dec 24, 2025 | -3.45% Aug 31, 2023 - Nov 3, 2023 |
| #4 | -5.17% Jan 29, 2026 - Feb 11, 2026 | -2.09% Feb 18, 2026 - Apr 6, 2026 |
| #5 | -3.68% Oct 8, 2025 - Oct 20, 2025 | -1.70% Mar 28, 2024 - May 6, 2024 |
| #6 | -2.61% Jan 12, 2026 - Jan 22, 2026 | -1.69% Jul 19, 2023 - Aug 30, 2023 |
| #7 | -2.36% May 14, 2026 - May 26, 2026 | -1.40% Dec 6, 2024 - Jan 24, 2025 |
| #8 | -2.29% Feb 11, 2026 - Feb 20, 2026 | -1.17% Oct 27, 2025 - Dec 3, 2025 |
| #9 | -1.53% Sep 22, 2025 - Sep 30, 2025 | -1.02% Dec 28, 2023 - Jan 12, 2024 |
| #10 | -1.38% Dec 26, 2025 - Jan 5, 2026 | -0.96% May 29, 2026 - Jun 8, 2026 |
| #11 | -1.32% Aug 28, 2025 - Sep 8, 2025 | -0.93% Oct 2, 2025 - Oct 15, 2025 |
| #12 | -1.32% Oct 20, 2025 - Oct 27, 2025 | -0.84% Oct 2, 2024 - Nov 8, 2024 |
| #13 | -1.31% Aug 13, 2025 - Aug 22, 2025 | -0.84% Jul 31, 2024 - Aug 13, 2024 |
| #14 | -1.01% Apr 30, 2026 - May 6, 2026 | -0.78% May 8, 2026 - May 26, 2026 |
| #15 | -0.85% Jan 6, 2026 - Jan 9, 2026 | -0.77% Feb 1, 2024 - Mar 1, 2024 |
Correlation
Correlation between ASGM and PHYD is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2023 - 2026)
ASGM vs PHYD dividend yield comparison.
| Year | ASGM | PHYD |
|---|---|---|
| 2026 | 0.00% | 4.74% |
| 2025 | 4.52% | 6.63% |
| 2024 | 0.00% | 6.80% |
| 2023 | 0.00% | 6.15% |
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