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HYI vs SPY

Comparison between Western Asset High Yield Defined Opportunity Fund Inc (HYI, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed HYI, delivering a return of +13.3% compared to +1.5%

HYI vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
HYI
$150M
Winner
SPY
$735B
Expense Ratio
HYI
N/A
SPY
0.09%
Max Drawdown
Winner
HYI
48.50%
SPY
56.47%
Sharpe Ratio
HYI
-0.64
Winner
SPY
1.62
5Y Beta
Winner
HYI
0.25
SPY
1.00
P/E Ratio
HYI
N/A
SPY
28.99
Forward P/E
HYI
N/A
SPY
22.37
5Y Dividends CAGR
HYI
1.72%
Winner
SPY
5.43%
5Y EPS CAGR
HYI
N/A
SPY
26.05%
Debt to Equity
HYI
N/A
SPY
32.40%
P/S Ratio
HYI
N/A
SPY
3.74
P/B Ratio
HYI
N/A
SPY
5.61

HYI vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
HYI
-1.62%
Winner
SPY
+1.90%
3M
HYI
-1.87%
Winner
SPY
+8.55%
6M
HYI
+0.13%
Winner
SPY
+8.18%
1Y
HYI
-1.19%
Winner
SPY
+25.79%
5Y(CAGR)
HYI
+1.53%
Winner
SPY
+13.32%
10Y(CAGR)
HYI
+5.25%
Winner
SPY
+15.19%
Max(CAGR)
HYI
+4.58%
Winner
SPY
+8.47%

HYI vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearHYISPY
2026-1.26%+8.26%
2025+3.47%+18.00%
2024+7.19%+25.59%
2023+7.84%+26.72%
2022-13.47%-18.64%
2021+10.82%+30.52%
2020+7.09%+17.28%
2019+26.70%+31.09%
2018-6.90%-5.24%
2017+8.07%+20.78%
2016+17.18%+13.59%
2015-2.30%+1.31%
2014-4.39%+14.56%
2013+3.50%+29.00%
2012+18.60%+14.17%
2011-0.27%+0.85%
2010-7.98%+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

HYI vs SPY Drawdown Comparison

The maximum drawdown for HYI was -36.03%, occurring on Mar 23, 2020. Recovery took 197 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current HYI drawdown is -5.83%. The current SPY drawdown is -2.90%.

RankHYISPY
#1-36.03%
Feb 18, 2020 - Nov 25, 2020
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-26.34%
Nov 5, 2021 - Feb 18, 2025
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-18.70%
Jul 8, 2011 - Jan 25, 2012
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-18.60%
Jun 30, 2014 - Jul 11, 2016
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-10.69%
May 15, 2013 - May 8, 2014
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-10.68%
Sep 27, 2012 - Mar 13, 2013
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-9.67%
Oct 17, 2018 - Feb 1, 2019
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-8.88%
Nov 1, 2010 - May 12, 2011
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-8.19%
Sep 16, 2025 - Mar 30, 2026
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.44%
Mar 30, 2012 - Jul 9, 2012
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.52%
Sep 30, 2016 - Jan 3, 2017
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-5.74%
Feb 25, 2025 - May 29, 2025
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-4.59%
Oct 13, 2017 - Oct 17, 2018
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-4.13%
Aug 1, 2019 - Sep 18, 2019
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-4.01%
May 3, 2019 - Jun 19, 2019
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between HYI and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (1999 - 2026)

HYI vs SPY dividend yield comparison.

YearHYISPY
20264.51%0.24%
202510.22%1.07%
20249.64%1.21%
20239.40%1.40%
20229.09%1.65%
20217.19%1.20%
20207.35%1.52%
20196.87%1.75%
20188.10%2.04%
20177.81%1.80%
20168.73%2.03%
20159.36%2.06%
20148.75%1.87%
20138.98%1.81%
20129.52%2.18%
201110.65%2.05%
20100.80%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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