Summary
HYBX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.99% Volatility 7.71% Sharpe 0.08
Official loaded data — not a live quote.

TCW High Yield Bond ETF

Symbol: HYBX

Exchange: NYSE

Sector: Healthcare

Category: High Yield Bond

Inception date: 26/02/1993

Latest date: 16/07/2026

Current price: $29.66

Expense ratio: 0.50%

Assets under management
$32.1M
-0.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.10%

Ann. -0.96% (Sharpe / Sortino numerator)

Volatility

9.21%

Sharpe ratio

-0.498

VaR 95%

-0.75%

CVaR 95%: -0.77%
Max drawdown: -1.98%
Sortino ratio: -1.120
Calmar ratio: -0.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.81%

Ann. -6.09% (Sharpe / Sortino numerator)

Volatility

7.81%

Sharpe ratio

-1.245

VaR 95%

-0.72%

CVaR 95%: -0.77%
Max drawdown: -3.40%
Sortino ratio: -2.690
Calmar ratio: -1.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.42%

Ann. -0.26% (Sharpe / Sortino numerator)

Volatility

7.75%

Sharpe ratio

-0.502

VaR 95%

-0.75%

CVaR 95%: -0.93%
Max drawdown: -3.40%
Sortino ratio: -0.857
Calmar ratio: -0.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.99%

Ann. 4.21% (Sharpe / Sortino numerator)

Volatility

7.71%

Sharpe ratio

0.076

VaR 95%

-0.77%

CVaR 95%: -1.02%
Max drawdown: -3.40%
Sortino ratio: 0.116
Calmar ratio: 1.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.49%

Ann. 5.43% (Sharpe / Sortino numerator)

Volatility

7.63%

Sharpe ratio

0.244

VaR 95%

-0.72%

CVaR 95%: -1.04%
Max drawdown: -3.93%
Sortino ratio: 0.339
Calmar ratio: 1.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

1.509%

22/08/2025
Worst day

-1.38%

22/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.67 $29.70 $29.66 $29.66 2,100
15/07/2026 $29.70 $29.70 $29.70 $29.70 100
14/07/2026 $29.72 $29.78 $29.72 $29.72 400
13/07/2026 $29.61 $29.61 $29.45 $29.59 4,800
10/07/2026 $29.73 $29.73 $29.73 $29.73 100
09/07/2026 $29.67 $29.81 $29.67 $29.73 1,400
08/07/2026 $29.57 $29.57 $29.50 $29.50 200
07/07/2026 $29.66 $29.70 $29.66 $29.70 300
06/07/2026 $29.67 $29.70 $29.66 $29.70 1,100
02/07/2026 $29.63 $29.68 $29.63 $29.68 600