GHY vs EPU

Comparison between PGIM Global High Yield Fund Inc (GHY, ETF) and ISHARES MSCI PERU AND GLOBAL EXPOSURE ETF (EPU, ETF).

5-Year PerformanceEPU has outperformed GHY, delivering a return of +28.2% compared to +4.8%

GHY vs EPU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GHY(ETF)	EPU(ETF)
Net Assets	$532M	$531M
Expense Ratio	N/A	0.59%
Max Drawdown	55.57%	64.62%
Sharpe Ratio	-0.46	2.02
5Y Beta	0.43	0.87
P/E Ratio	N/A	17.52
Forward P/E	N/A	19.63
PEG Ratio	N/A	0.06
5Y Dividends CAGR	0.00%	20.19%
5Y EPS CAGR	N/A	31.93%
Debt to Equity	N/A	59.94%

Net Assets

Winner

GHY

$532M

EPU

$531M

Expense Ratio

GHY

N/A

EPU

0.59%

Max Drawdown

Winner

GHY

55.57%

EPU

64.62%

Sharpe Ratio

GHY

-0.46

Winner

EPU

2.02

5Y Beta

Winner

GHY

0.43

EPU

0.87

P/E Ratio

GHY

N/A

EPU

17.52

Forward P/E

GHY

N/A

EPU

19.63

PEG Ratio

GHY

N/A

EPU

0.06

5Y Dividends CAGR

GHY

0.00%

Winner

EPU

20.19%

5Y EPS CAGR

GHY

N/A

EPU

31.93%

Debt to Equity

GHY

N/A

EPU

59.94%

GHY vs EPU - Historical Returns

Returns include dividend reinvestment.

Period	GHY	EPU
1 month	+0.32%	+3.99%
3 months	+1.81%	+6.85%
6 months	+2.70%	+26.87%
1 year	-1.87%	+84.36%
5 years(CAGR)	+4.83%	+28.16%
10 years(CAGR)	+7.00%	+15.06%
Max(CAGR)	+5.48%	+10.75%

GHY

+0.32%

Winner

EPU

+3.99%

GHY

+1.81%

Winner

EPU

+6.85%

GHY

+2.70%

Winner

EPU

+26.87%

GHY

-1.87%

Winner

EPU

+84.36%

5Y(CAGR)

GHY

+4.83%

Winner

EPU

+28.16%

10Y(CAGR)

GHY

+7.00%

Winner

EPU

+15.06%

Max(CAGR)

GHY

+5.48%

Winner

EPU

+10.75%

GHY vs EPU - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	GHY	EPU
2026	-0.22%	+20.42%
2025	+8.75%	+85.21%
2024	+18.99%	+23.00%
2023	+16.12%	+24.05%
2022	-19.80%	+0.48%
2021	+13.81%	-12.88%
2020	+6.26%	-4.80%
2019	+25.23%	+6.71%
2018	-4.14%	-13.92%
2017	+4.57%	+28.47%
2016	+14.99%	+64.99%
2015	-2.05%	-35.82%
2014	+1.79%	-3.94%
2013	-5.63%	-26.81%
2012	+0.20%	+20.98%
2011	N/A	-22.39%
2010	N/A	+54.49%
2009	N/A	+34.33%

GHY vs EPU Drawdown Comparison

The maximum drawdown for GHY was -41.30%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The maximum drawdown for EPU was -60.62%, occurring on Jan 19, 2016. Recovery took 1263 trading sessions.

The current GHY drawdown is -5.32%. The current EPU drawdown is -6.69%.

Rank	GHY	EPU
#1	-41.30% Feb 19, 2020 - Dec 2, 2020	-60.62% Jan 17, 2013 - Jan 24, 2018
#2	-29.44% Sep 13, 2021 - Jun 12, 2024	-50.96% Apr 19, 2018 - Mar 8, 2024
#3	-16.36% Mar 25, 2025 - Jun 12, 2025	-31.96% Dec 7, 2010 - Jan 14, 2013
#4	-14.81% Jun 17, 2014 - Jun 6, 2016	-20.85% Feb 27, 2026 - Mar 20, 2026
#5	-13.72% Jan 16, 2013 - Jun 13, 2014	-17.30% Jan 11, 2010 - Aug 2, 2010
#6	-11.93% Feb 13, 2026 - Mar 30, 2026	-14.82% Mar 25, 2025 - May 6, 2025
#7	-7.87% Jul 9, 2025 - Feb 12, 2026	-12.39% May 20, 2024 - Sep 26, 2024
#8	-7.75% Oct 11, 2017 - Jan 30, 2019	-9.88% Oct 28, 2024 - Mar 17, 2025
#9	-6.76% Aug 31, 2016 - Jan 11, 2017	-9.75% Oct 22, 2009 - Jan 6, 2010
#10	-4.13% Jun 30, 2021 - Aug 5, 2021	-9.28% Jan 26, 2018 - Apr 18, 2018
#11	-4.05% Nov 8, 2024 - Nov 22, 2024	-8.27% Jan 29, 2026 - Feb 25, 2026
#12	-3.80% Dec 6, 2024 - Jan 6, 2025	-7.82% Oct 16, 2025 - Dec 1, 2025
#13	-3.64% Jul 18, 2019 - Sep 12, 2019	-7.19% Jul 1, 2009 - Jul 20, 2009
#14	-3.46% Jan 27, 2025 - Feb 5, 2025	-5.96% Nov 8, 2010 - Dec 2, 2010
#15	-3.19% Jun 20, 2016 - Jul 14, 2016	-4.88% Oct 14, 2010 - Nov 2, 2010

Correlation

Correlation between GHY and EPU is 0.75 which considered as a strong positive correlation - the stocks tend to move together.

0.75

-101

Dividend Comparison (2009 - 2026)

GHY vs EPU dividend yield comparison.

Year	GHY	EPU
2026	4.45%	0.00%
2025	10.21%	1.63%
2024	10.23%	5.78%
2023	11.09%	4.17%
2022	11.62%	5.56%
2021	8.35%	3.13%
2020	8.67%	1.91%
2019	8.04%	2.67%
2018	7.72%	1.53%
2017	7.77%	3.30%
2016	8.53%	0.85%
2015	10.07%	1.90%
2014	11.02%	1.66%
2013	8.65%	1.72%
2012	0.00%	3.54%
2011	0.00%	2.83%
2010	0.00%	1.69%
2009	0.00%	0.40%