BBHY vs. SIHY
BBHY (JPMorgan BetaBuilders USD High Yield Corporate Bond ETF) and SIHY (Harbor Scientific Alpha High-Yield ETF) are both High Yield Bonds funds - BBHY tracks the ICE BofA US High Yield Index while SIHY tracks the ICE BofA US High Yield. Both are passively managed. Over the past 3 years, BBHY returned 8.81%/yr vs 9.70%/yr for SIHY. Their correlation of 0.90 suggests significant overlap in exposure. BBHY charges 0.15%/yr vs 0.48%/yr for SIHY.
Performance
BBHY vs. SIHY - Performance Comparison
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Returns By Period
In the year-to-date period, BBHY achieves a 1.90% return, which is significantly lower than SIHY's 2.37% return.
BBHY
- 1D
- 0.10%
- 1M
- 0.29%
- YTD
- 1.90%
- 6M
- 1.89%
- 1Y
- 6.28%
- 3Y*
- 8.81%
- 5Y*
- 3.99%
- 10Y*
- —
SIHY
- 1D
- 0.07%
- 1M
- 0.88%
- YTD
- 2.37%
- 6M
- 2.46%
- 1Y
- 7.25%
- 3Y*
- 9.70%
- 5Y*
- —
- 10Y*
- —
BBHY vs. SIHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 1.90% | 8.51% | 7.81% | 11.98% | -10.37% | 0.16% |
SIHY Harbor Scientific Alpha High-Yield ETF | 2.37% | 8.13% | 8.67% | 13.31% | -7.73% | 0.18% |
Correlation
The correlation between BBHY and SIHY is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021 | 0.90 |
The correlation between BBHY and SIHY shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBHY vs. SIHY — Risk / Return Rank
BBHY
SIHY
BBHY vs. SIHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and Harbor Scientific Alpha High-Yield ETF (SIHY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBHY | SIHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.30 | +0.36 |
| Martin ratioReturn relative to average drawdown | 11.84 | 9.48 | +2.35 |
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Drawdowns
BBHY vs. SIHY - Drawdown Comparison
The maximum BBHY drawdown since its inception was -24.98%, which is greater than SIHY's maximum drawdown of -13.30%. Use the drawdown chart below to compare losses from any high point for BBHY and SIHY.
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Drawdown Indicators
| BBHY | SIHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -13.30% | -11.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.37% | -3.17% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -5.00% | -5.36% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -15.32% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.24% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -2.74% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.77% | -0.24% |
Volatility
BBHY vs. SIHY - Volatility Comparison
The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 1.00%, while Harbor Scientific Alpha High-Yield ETF (SIHY) has a volatility of 1.20%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than SIHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBHY | SIHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 1.20% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.94% | 3.16% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 4.21% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.28% | 7.54% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.51% | 7.54% | -0.03% |
BBHY vs. SIHY - Expense Ratio Comparison
BBHY has a 0.15% expense ratio, which is lower than SIHY's 0.48% expense ratio.
Dividends
BBHY vs. SIHY - Dividend Comparison
BBHY's dividend yield for the trailing twelve months is around 6.92%, less than SIHY's 7.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 6.92% | 7.24% | 7.18% | 6.49% | 5.92% | 4.06% | 4.73% | 4.99% | 5.02% | 4.81% | 1.42% |
SIHY Harbor Scientific Alpha High-Yield ETF | 7.22% | 7.61% | 7.54% | 7.06% | 6.31% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BBHY and SIHY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIHY has higher volatility (1.20%) compared to BBHY (1.00%). In terms of maximum drawdown, BBHY dropped -24.98% vs SIHY's -13.30%.
On 3-year performance, SIHY leads with 9.70% vs 8.81% for BBHY. On fees, BBHY is cheaper at 0.15% per year. On volatility, BBHY has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SIHY has performed better with a 9.70% return vs 8.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBHY is cheaper with a 0.15% expense ratio, compared with 0.48% for SIHY.
SIHY has the higher dividend yield at 7.22%, compared with 6.92% for BBHY.
BBHY tracks ICE BofA US High Yield Index, while SIHY tracks ICE BofA US High Yield. They also come from different issuers: JPMorgan and Harbor. Their fees differ too: 0.15% for BBHY and 0.48% for SIHY.
SIHY currently has the higher Sharpe Ratio (1.73 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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