PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for JPHY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares JPMorgan High Yield Research Enhanced ETF's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how JPHY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLRTPacific Global Senior Loan ETF4.03
IBHEiShares iBonds 2025 Term High Yield & Income ETF3.51
BSJQInvesco BulletShares 2026 High Yield Corp Bond ETF3.39
XHYEBondBloxx US High Yield Energy Sector ETF3.18
BRHYiShares High Yield Active ETF2.74
FSYDFidelity Sustainable High Yield ETF2.64
LDRHiShares iBonds 1-5 Year High Yield and Income Ladder ETF2.60
PHYDPutnam ESG High Yield ETF -2.57
FDHYFidelity High Yield Factor ETF2.55
HYBLSPDR Blackstone High Income ETF2.54
JPHYJPMorgan High Yield Research Enhanced ETF

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JPHY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JPHY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sharpe Ratio Calculator

How does JPHY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio