PortfoliosLab logoPortfoliosLab logo
CPHY vs. HYSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPHY vs. HYSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Compoundr High Yield Bond ETF (CPHY) and Columbia Short Duration High Yield ETF (HYSD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CPHY achieves a 0.43% return, which is significantly lower than HYSD's 1.90% return.


CPHY

1D
-0.01%
1M
-0.38%
6M
-0.17%
YTD
0.43%
1Y
3Y*
5Y*
10Y*
ALL TIME*

HYSD

1D
0.05%
1M
-0.32%
6M
1.42%
YTD
1.90%
1Y
5.07%
3Y*
5Y*
10Y*
ALL TIME*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$47.80K$33.82K$41.16K
$178.36K$174.11K$125.44K

CPHY vs. HYSD - Yearly Performance Comparison


Correlation

The correlation between CPHY and HYSD is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 12, 2025

0.81

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CPHY vs. HYSD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CPHY

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


HYSD
HYSD Risk / Return Rank: 8686
Overall Rank
HYSD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HYSD Sortino Ratio Rank: 8686
Sortino Ratio Rank
HYSD Omega Ratio Rank: 8585
Omega Ratio Rank
HYSD Calmar Ratio Rank: 8888
Calmar Ratio Rank
HYSD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CPHY vs. HYSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Compoundr High Yield Bond ETF (CPHY) and Columbia Short Duration High Yield ETF (HYSD). 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.


CPHYHYSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.54

Martin ratioReturn relative to average drawdown

15.12

CPHY vs. HYSD - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CPHY vs. HYSD - Drawdown Comparison

The maximum CPHY drawdown since its inception was -2.51%, smaller than the maximum HYSD drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for CPHY and HYSD.


Loading charts...

Drawdown Indicators


CPHYHYSDDifference

Max Drawdown

Largest peak-to-trough decline

-2.51%

-2.69%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

Current Drawdown

Current decline from peak

-0.56%

-0.47%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.54%

-0.25%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

Volatility

CPHY vs. HYSD - Volatility Comparison


Loading charts...

Volatility by Period


CPHYHYSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

2.79%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

3.42%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

3.42%

+0.03%

CPHY vs. HYSD - Expense Ratio Comparison

CPHY has a 0.35% expense ratio, which is lower than HYSD's 0.44% expense ratio.


Dividends

CPHY vs. HYSD - Dividend Comparison

CPHY has not paid dividends to shareholders, while HYSD's dividend yield for the trailing twelve months is around 5.84%.


PositionTTM20252024
CPHY
F/m Compoundr High Yield Bond ETF
0.00%0.00%0.00%
HYSD
Columbia Short Duration High Yield ETF
5.35%5.60%1.82%

Frequently Asked Questions


CPHY and HYSD 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, CPHY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CPHY is cheaper with a 0.35% expense ratio, compared with 0.44% for HYSD.

HYSD has the higher dividend yield at 5.35%, compared with 0.00% for CPHY.

They also come from different issuers: F/m and Columbia. Their fees differ too: 0.35% for CPHY and 0.44% for HYSD.

Portfolio Optimizer

Find the right allocation for CPHY and HYSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer