PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for NHYB. 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 Nuveen High Yield Corporate Bond ETF's Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how NHYB'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 27, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FLRTPacific Global Senior Loan ETF5.14
BSJQInvesco BulletShares 2026 High Yield Corp Bond ETF4.68
HYZDWisdomTree Interest Rate Hedged High Yield Bond Fund3.73
LDRHiShares iBonds 1-5 Year High Yield and Income Ladder ETF3.66
PHYDPutnam ESG High Yield ETF -3.62
HYGWiShares High Yield Corporate Bond Buywrite Strategy ETF3.25
FDHYFidelity High Yield Factor ETF3.24
FSYDFidelity Sustainable High Yield ETF3.21
JPHYJPMorgan High Yield Research Enhanced ETF3.20
IBHGiShares iBonds 2027 Term High Yield and Income ETF3.12
NHYBNuveen High Yield Corporate Bond ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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


Loading charts...

Sortino Ratio Calculator

IHow does NHYB fit in your portfolio?

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

Analyze Your Portfolio