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CGHY vs. SPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGHY vs. SPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group High Yield Bond ETF (CGHY) and SPDR Portfolio High Yield Bond ETF (SPHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGHY achieves a 1.65% return, which is significantly higher than SPHY's 1.24% return.


CGHY

1D
-0.45%
1M
-0.11%
YTD
1.65%
6M
2.15%
1Y
3Y*
5Y*
10Y*

SPHY

1D
-0.39%
1M
-0.31%
YTD
1.24%
6M
1.59%
1Y
6.84%
3Y*
8.82%
5Y*
4.33%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGHY vs. SPHY - Yearly Performance Comparison


Correlation

The correlation between CGHY and SPHY is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.81

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Return for Risk

CGHY vs. SPHY — Risk / Return Rank

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

CGHY

SPHY
SPHY Risk / Return Rank: 6262
Overall Rank
SPHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6262
Omega Ratio Rank
SPHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7070
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.

CGHY vs. SPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group High Yield Bond ETF (CGHY) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CGHY vs. SPHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGHYSPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.74

0.63

+1.11

Drawdowns

CGHY vs. SPHY - Drawdown Comparison

The maximum CGHY drawdown since its inception was -2.38%, smaller than the maximum SPHY drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for CGHY and SPHY.


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Drawdown Indicators


CGHYSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-2.38%

-21.97%

+19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-0.59%

-0.52%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.31%

-2.29%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

CGHY vs. SPHY - Volatility Comparison


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Volatility by Period


CGHYSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

3.69%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.36%

7.17%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

7.89%

-4.53%

CGHY vs. SPHY - Expense Ratio Comparison

CGHY has a 0.39% expense ratio, which is higher than SPHY's 0.05% expense ratio.


Dividends

CGHY vs. SPHY - Dividend Comparison

CGHY's dividend yield for the trailing twelve months is around 5.10%, less than SPHY's 7.29% yield.


PositionTTM20252024202320222021202020192018201720162015
CGHY
Capital Group High Yield Bond ETF
5.10%3.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.29%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


CGHY and SPHY have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPHY is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.39% for CGHY.

SPHY has the higher dividend yield at 7.29%, compared with 5.10% for CGHY.

They also come from different issuers: Capital Group and State Street. Their fees differ too: 0.39% for CGHY and 0.05% for SPHY.

Portfolio Optimizer

Find the right allocation for CGHY and SPHY

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