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Redemption, Call, and Worst Yields

Fixed-income terms for redemption yield, yield to average life, yield to call, yield to maturity, and yield to worst.

Redemption, call, and worst yields estimate bond return under different repayment assumptions.

Use this branch when a bond can mature, be called, amortize, or be evaluated under a worst-case redemption scenario. These measures are especially important for callable, amortizing, mortgage-backed, and premium bonds.

Key Terms in This Branch

TermWhat it assumes
Yield to MaturityThe bond is held to final maturity under the stated cash-flow assumptions.
Yield to CallThe bond is redeemed on a specified call date.
Yield to WorstThe lowest yield among specified call, maturity, or redemption scenarios.
Yield to Average LifeReturn based on an average principal repayment life rather than final maturity alone.
Redemption YieldYield based on expected redemption value and timing.

What to Verify

Read the call schedule, maturity date, sinking-fund terms, amortization schedule, price, coupon, settlement date, and reinvestment assumptions. For callable premium bonds, yield to maturity may overstate the return if the issuer can redeem earlier at a lower effective yield.

Common Mistakes

  • Using yield to maturity when yield to call or yield to worst is more relevant.
  • Ignoring call protection and make-whole provisions.
  • Assuming the issuer will choose the path most favorable to the investor.
  • Comparing redemption yields without checking price, settlement date, and embedded options.

In this section

Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.

Redemption Yield

Redemption yield estimates a bond's annualized return from coupon income plus gain or loss to a redemption date.

Yield to Average Life

Yield to average life estimates bond yield using weighted-average principal repayment timing instead of final maturity alone.

YTC

Yield to call estimates a callable bond's annualized return if the issuer redeems it on a stated call date.

YTM

Bond return measure that links price, coupons, and principal repayment under a hold-to-maturity assumption.

YTW

Yield to worst is the lowest non-default yield from a bond's maturity, call, or other contractual redemption outcomes.

Revised on Sunday, June 21, 2026