Summary
IHYF
Prices · period metrics · 12M
NAV as of 10/07/2026
02/04/2025 → 02/04/2026
Return 5.89% Volatility 5.71% Sharpe 0.28
Official loaded data — not a live quote.

Invesco High Yield Bond Factor ETF

Symbol: IHYF

Exchange: NASDAQ

Sector: Healthcare

Category: High Yield Bond

Inception date: 02/12/2020

Latest date: 10/07/2026

Current price: $22.34

Expense ratio: 0.39%

Assets under management
$150.8M
-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

0.71%

Ann. -14.61% (Sharpe / Sortino numerator)

Volatility

6.74%

Sharpe ratio

-2.707

VaR 95%

-0.69%

CVaR 95%: -0.71%
Max drawdown: -2.35%
Sortino ratio: -5.250
Calmar ratio: -6.22

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

1.79%

Ann. -4.69% (Sharpe / Sortino numerator)

Volatility

4.40%

Sharpe ratio

-1.890

VaR 95%

-0.61%

CVaR 95%: -0.67%
Max drawdown: -3.47%
Sortino ratio: -2.542
Calmar ratio: -1.35

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

1.61%

Ann. -1.15% (Sharpe / Sortino numerator)

Volatility

4.04%

Sharpe ratio

-1.182

VaR 95%

-0.45%

CVaR 95%: -0.63%
Max drawdown: -3.47%
Sortino ratio: -1.604
Calmar ratio: -0.33

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

5.89%

Ann. 5.24% (Sharpe / Sortino numerator)

Volatility

5.71%

Sharpe ratio

0.282

VaR 95%

-0.54%

CVaR 95%: -0.88%
Max drawdown: -3.47%
Sortino ratio: 0.324
Calmar ratio: 1.51

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

12.46%

Ann. 6.87% (Sharpe / Sortino numerator)

Volatility

4.90%

Sharpe ratio

0.662

VaR 95%

-0.44%

CVaR 95%: -0.74%
Max drawdown: -5.25%
Sortino ratio: 0.789
Calmar ratio: 1.31

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

25.93%

Ann. 8.20% (Sharpe / Sortino numerator)

Volatility

4.88%

Sharpe ratio

0.937

VaR 95%

-0.43%

CVaR 95%: -0.69%
Max drawdown: -5.25%
Sortino ratio: 1.239
Calmar ratio: 1.56

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: 10/07/2025 - 10/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

Best day

0.925%

31/03/2026
Worst day

-0.722%

26/03/2026
Days with data

246

Recent price history (last 90 days)

Date Open High Low Close Volume
10/07/2026 $22.35 $22.36 $22.34 $22.34 1,601
02/07/2026 $22.36 $22.37 $22.34 $22.36 6,612
01/07/2026 $22.32 $22.34 $22.31 $22.34 2,918
30/06/2026 $22.35 $22.35 $22.33 $22.34 55,181
29/06/2026 $22.34 $22.34 $22.33 $22.34 2,076
26/06/2026 $22.31 $22.34 $22.31 $22.32 9,585
25/06/2026 $22.32 $22.36 $22.31 $22.32 8,532
24/06/2026 $22.36 $22.36 $22.33 $22.34 271,378
23/06/2026 $22.30 $22.33 $22.30 $22.32 385,012
22/06/2026 $22.33 $22.33 $22.28 $22.30 227,718