THYF vs GSG
Comparison between T. ROWE PRICE U.S. HIGH YIELD ETF (THYF, ETF) and iShares S&P GSCI Commodity-Indexed Trust (GSG, ETF).
THYF vs GSG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
THYF
$844M
GSG
$839M
Expense Ratio
Winner
THYF
0.50%
GSG
0.75%
Max Drawdown
Winner
THYF
9.22%
GSG
89.62%
Sharpe Ratio
THYF
0.33
Winner
GSG
1.58
5Y Beta
THYF
0.20
Winner
GSG
0.12
THYF vs GSG - Historical Returns
Returns include dividend reinvestment.
1M
THYF
-0.17%
Winner
GSG
+14.47%
3M
THYF
+0.96%
Winner
GSG
+1.28%
6M
THYF
+1.10%
Winner
GSG
+33.84%
1Y
THYF
+4.91%
Winner
GSG
+46.64%
5Y(CAGR)
THYF
N/A
GSG
+15.61%
10Y(CAGR)
THYF
N/A
GSG
+8.67%
Max(CAGR)
Winner
THYF
+8.22%
GSG
-1.96%
THYF vs GSG - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | THYF | GSG |
|---|---|---|
| 2026 | +1.62% | +43.65% |
| 2025 | +7.53% | +4.87% |
| 2024 | +9.22% | +9.67% |
| 2023 | +11.09% | -2.53% |
| 2022 | +1.52% | +23.57% |
| 2021 | N/A | +39.79% |
| 2020 | N/A | -24.31% |
| 2019 | N/A | +15.05% |
| 2018 | N/A | -14.36% |
| 2017 | N/A | +5.58% |
| 2016 | N/A | +10.98% |
| 2015 | N/A | -32.94% |
| 2014 | N/A | -31.19% |
| 2013 | N/A | -2.13% |
| 2012 | N/A | -4.01% |
| 2011 | N/A | -3.96% |
| 2010 | N/A | +4.28% |
| 2009 | N/A | +7.46% |
| 2008 | N/A | -47.66% |
| 2007 | N/A | +37.34% |
| 2006 | N/A | -18.64% |
THYF vs GSG Drawdown Comparison
The maximum drawdown for THYF was -5.24%, occurring on Mar 20, 2023. Recovery took 110 trading sessions.
The maximum drawdown for GSG was -89.62%, occurring on Apr 28, 2020. This drawdown has not yet recovered.
The current THYF drawdown is -0.71%. The current GSG drawdown is -56.61%.
| Rank | THYF | GSG |
|---|---|---|
| #1 | -5.24% Feb 2, 2023 - Jul 13, 2023 | -89.62% Jul 2, 2008 - Apr 28, 2020 |
| #2 | -5.07% Feb 28, 2025 - May 30, 2025 | -30.43% Aug 2, 2006 - Nov 2, 2007 |
| #3 | -4.20% Sep 1, 2023 - Nov 22, 2023 | -9.48% Mar 13, 2008 - Apr 15, 2008 |
| #4 | -3.58% Dec 13, 2022 - Jan 6, 2023 | -8.78% Jan 2, 2008 - Feb 14, 2008 |
| #5 | -2.80% Feb 19, 2026 - Apr 14, 2026 | -7.74% Nov 20, 2007 - Dec 26, 2007 |
| #6 | -2.58% Oct 28, 2022 - Nov 11, 2022 | -6.56% May 21, 2008 - Jun 6, 2008 |
| #7 | -1.47% Mar 27, 2024 - May 3, 2024 | -5.02% Apr 28, 2008 - May 5, 2008 |
| #8 | -1.40% Jul 31, 2023 - Aug 31, 2023 | -4.51% Nov 2, 2007 - Nov 20, 2007 |
| #9 | -1.38% Sep 22, 2025 - Oct 27, 2025 | -3.32% Jun 6, 2008 - Jun 12, 2008 |
| #10 | -1.32% Dec 27, 2023 - Jan 25, 2024 | -2.65% Jun 18, 2008 - Jun 26, 2008 |
| #11 | -1.25% Nov 23, 2022 - Nov 30, 2022 | -2.40% Mar 3, 2008 - Mar 5, 2008 |
| #12 | -1.23% Jan 13, 2023 - Feb 1, 2023 | -2.21% Apr 22, 2008 - Apr 28, 2008 |
| #13 | -1.06% Jan 7, 2025 - Jan 21, 2025 | -1.71% Feb 26, 2008 - Feb 28, 2008 |
| #14 | -1.01% Dec 2, 2022 - Dec 13, 2022 | -1.27% Feb 28, 2008 - Mar 3, 2008 |
| #15 | -1.01% Oct 27, 2025 - Nov 28, 2025 | -1.21% Jun 12, 2008 - Jun 18, 2008 |
Correlation
Correlation between THYF and GSG is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.65
-101
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