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CDC vs. JNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDC vs. JNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and State Street SPDR Bloomberg High Yield Bond ETF (JNK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDC achieves a 12.82% return, which is significantly higher than JNK's 1.83% return. Over the past 10 years, CDC has outperformed JNK with an annualized return of 10.40%, while JNK has yielded a comparatively lower 5.05% annualized return.


CDC

1D
0.41%
1M
-0.21%
YTD
12.82%
6M
12.38%
1Y
20.49%
3Y*
12.60%
5Y*
6.42%
10Y*
10.40%

JNK

1D
-0.09%
1M
0.60%
YTD
1.83%
6M
2.14%
1Y
6.86%
3Y*
8.93%
5Y*
3.65%
10Y*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDC vs. JNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
12.82%8.96%14.48%-4.99%-7.86%33.05%12.88%19.64%-5.97%15.77%
JNK
State Street SPDR Bloomberg High Yield Bond ETF
1.83%8.76%7.71%12.42%-12.19%4.00%4.95%14.88%-3.28%6.49%

Correlation

The correlation between CDC and JNK is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2014

0.57

The correlation between CDC and JNK shifts across timeframes, from 0.40 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CDC vs. JNK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CDC
CDC Risk / Return Rank: 6868
Overall Rank
CDC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 6969
Sortino Ratio Rank
CDC Omega Ratio Rank: 6060
Omega Ratio Rank
CDC Calmar Ratio Rank: 7474
Calmar Ratio Rank
CDC Martin Ratio Rank: 7171
Martin Ratio Rank

JNK
JNK Risk / Return Rank: 5959
Overall Rank
JNK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JNK Sortino Ratio Rank: 5959
Sortino Ratio Rank
JNK Omega Ratio Rank: 5757
Omega Ratio Rank
JNK Calmar Ratio Rank: 5757
Calmar Ratio Rank
JNK Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDC vs. JNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and State Street SPDR Bloomberg High Yield Bond ETF (JNK). 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.


CDCJNKDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

3.63

2.75

+0.88

Martin ratioReturn relative to average drawdown

12.77

12.05

+0.72

CDC vs. JNK - Sharpe Ratio Comparison

The current CDC Sharpe Ratio is 2.07, which is comparable to the JNK Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CDC and JNK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDC vs. JNK - Drawdown Comparison

The maximum CDC drawdown since its inception was -21.37%, smaller than the maximum JNK drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for CDC and JNK.


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Drawdown Indicators


CDCJNKDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-38.48%

+17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-2.51%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

-5.02%

-7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-16.67%

-4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-22.89%

+1.52%

Current Drawdown

Current decline from peak

-1.49%

-0.16%

-1.33%

Average Drawdown

Average peak-to-trough decline

-5.09%

-3.69%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.57%

+1.04%

Volatility

CDC vs. JNK - Volatility Comparison

VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) has a higher volatility of 3.34% compared to State Street SPDR Bloomberg High Yield Bond ETF (JNK) at 1.07%. This indicates that CDC's price experiences larger fluctuations and is considered to be riskier than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDCJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

1.07%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

3.06%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

3.88%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

7.56%

+4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

8.30%

+4.93%

CDC vs. JNK - Expense Ratio Comparison

CDC has a 0.37% expense ratio, which is lower than JNK's 0.40% expense ratio.


Dividends

CDC vs. JNK - Dividend Comparison

CDC's dividend yield for the trailing twelve months is around 3.17%, less than JNK's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.17%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%
JNK
State Street SPDR Bloomberg High Yield Bond ETF
6.60%6.54%6.63%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%

Frequently Asked Questions


CDC and JNK have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDC has higher volatility (3.34%) compared to JNK (1.07%). In terms of maximum drawdown, CDC dropped -21.37% vs JNK's -38.48%.

On 10-year performance, CDC leads with 10.40% vs 5.05% for JNK. On fees, CDC is cheaper at 0.37% per year. On volatility, JNK has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CDC has performed better with a 10.40% return vs 5.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDC is cheaper with a 0.37% expense ratio, compared with 0.40% for JNK.

JNK has the higher dividend yield at 6.60%, compared with 3.17% for CDC.

CDC is categorized as Large Cap Value Equities, while JNK is High Yield Bonds. CDC tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index, while JNK tracks Bloomberg High Yield Very Liquid Index. They also come from different issuers: Crestview and State Street. Their fees differ too: 0.37% for CDC and 0.40% for JNK.

CDC currently has the higher Sharpe Ratio (2.07 vs 1.78), 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.

Portfolio Optimizer

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