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STOX vs HYI

Comparison between HORIZON CORE EQUITY ETF (STOX, ETF) and Western Asset High Yield Defined Opportunity Fund Inc (HYI, ETF).

STOX vs HYI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
STOX
$150M
HYI
$149M
Expense Ratio
STOX
0.70%
HYI
N/A
Max Drawdown
Winner
STOX
9.33%
HYI
48.50%
Sharpe Ratio
Winner
STOX
1.38
HYI
-0.63
5Y Beta
STOX
1.00
Winner
HYI
0.24
P/E Ratio
STOX
26.89
HYI
N/A
Forward P/E
STOX
21.30
HYI
N/A
PEG Ratio
STOX
0.47
HYI
N/A
5Y Dividends CAGR
STOX
N/A
HYI
1.72%
5Y EPS CAGR
STOX
25.81%
HYI
N/A
Debt to Equity
STOX
5.29%
HYI
N/A
P/S Ratio
STOX
3.67
HYI
N/A
P/B Ratio
STOX
5.79
HYI
N/A

STOX vs HYI - Historical Returns

Returns include dividend reinvestment.

1M
Winner
STOX
+0.36%
HYI
+0.29%
3M
Winner
STOX
+9.67%
HYI
+0.52%
6M
Winner
STOX
+8.67%
HYI
+1.53%
1Y
Winner
STOX
+21.61%
HYI
-0.86%
5Y(CAGR)
STOX
N/A
HYI
+1.75%
10Y(CAGR)
STOX
N/A
HYI
+5.35%
Max(CAGR)
Winner
STOX
+22.58%
HYI
+4.62%

STOX vs HYI - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

YearSTOXHYI
2026+8.02%-0.51%
2025+12.56%+3.47%
2024N/A+7.19%
2023N/A+7.84%
2022N/A-13.47%
2021N/A+10.82%
2020N/A+7.09%
2019N/A+26.70%
2018N/A-6.90%
2017N/A+8.07%
2016N/A+17.18%
2015N/A-2.30%
2014N/A-4.39%
2013N/A+3.50%
2012N/A+18.60%
2011N/A-0.27%
2010N/A-7.98%

STOX vs HYI Drawdown Comparison

The maximum drawdown for STOX was -9.33%, occurring on Mar 30, 2026. Recovery took 50 trading sessions.

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

The current STOX drawdown is -1.96%. The current HYI drawdown is -5.12%.

RankSTOXHYI
#1-9.33%
Feb 2, 2026 - Apr 15, 2026
-36.03%
Feb 18, 2020 - Nov 25, 2020
#2-5.03%
Oct 29, 2025 - Dec 10, 2025
-26.34%
Nov 5, 2021 - Feb 18, 2025
#3-3.95%
Jun 2, 2026 - Jun 10, 2026
-18.70%
Jul 8, 2011 - Jan 25, 2012
#4-3.06%
Dec 11, 2025 - Dec 23, 2025
-18.60%
Jun 30, 2014 - Jul 11, 2016
#5-2.71%
Oct 8, 2025 - Oct 20, 2025
-10.69%
May 15, 2013 - May 8, 2014
#6-2.63%
Jan 12, 2026 - Jan 27, 2026
-10.68%
Sep 27, 2012 - Mar 13, 2013
#7-1.93%
Jul 30, 2025 - Aug 6, 2025
-9.67%
Oct 17, 2018 - Feb 1, 2019
#8-1.85%
May 14, 2026 - May 26, 2026
-8.88%
Nov 1, 2010 - May 12, 2011
#9-1.52%
Aug 14, 2025 - Aug 28, 2025
-8.19%
Sep 16, 2025 - Mar 30, 2026
#10-1.35%
Aug 28, 2025 - Sep 4, 2025
-7.44%
Mar 30, 2012 - Jul 9, 2012
#11-1.30%
Sep 22, 2025 - Oct 1, 2025
-6.52%
Sep 30, 2016 - Jan 3, 2017
#12-1.18%
Jun 30, 2025 - Jul 17, 2025
-5.74%
Feb 25, 2025 - May 29, 2025
#13-1.15%
Apr 17, 2026 - Apr 22, 2026
-4.59%
Oct 13, 2017 - Oct 17, 2018
#14-1.11%
Dec 24, 2025 - Jan 6, 2026
-4.13%
Aug 1, 2019 - Sep 18, 2019
#15-0.91%
Oct 20, 2025 - Oct 24, 2025
-4.01%
May 3, 2019 - Jun 19, 2019

Correlation

Correlation between STOX and HYI is -0.54 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.54
-101

Dividend Comparison (2010 - 2026)

STOX vs HYI dividend yield comparison.

YearSTOXHYI
20260.00%4.47%
20250.19%10.22%
20240.00%9.64%
20230.00%9.40%
20220.00%9.09%
20210.00%7.19%
20200.00%7.35%
20190.00%6.87%
20180.00%8.10%
20170.00%7.81%
20160.00%8.73%
20150.00%9.36%
20140.00%8.75%
20130.00%8.98%
20120.00%9.52%
20110.00%10.65%
20100.00%0.80%

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