CPHY vs. YLD
CPHY (F/m Compoundr High Yield Bond ETF) and YLD (Principal Active High Yield ETF) are both High Yield Bonds funds. CPHY is passively managed, while YLD is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. CPHY charges 0.35%/yr vs 0.39%/yr for YLD.
Performance
CPHY vs. YLD - Performance Comparison
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Returns By Period
In the year-to-date period, CPHY achieves a 0.61% return, which is significantly lower than YLD's 3.27% return.
CPHY
- 1D
- -0.08%
- 1M
- 0.53%
- YTD
- 0.61%
- 6M
- 0.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YLD
- 1D
- -0.05%
- 1M
- 0.84%
- YTD
- 3.27%
- 6M
- 3.45%
- 1Y
- 7.14%
- 3Y*
- 9.07%
- 5Y*
- 4.91%
- 10Y*
- 5.76%
CPHY vs. YLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CPHY F/m Compoundr High Yield Bond ETF | 0.61% | 2.43% |
YLD Principal Active High Yield ETF | 3.27% | 1.90% |
Correlation
The correlation between CPHY and YLD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 12, 2025 | 0.76 |
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Return for Risk
CPHY vs. YLD — Risk / Return Rank
CPHY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
YLD
CPHY vs. YLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m Compoundr High Yield Bond ETF (CPHY) and Principal Active High Yield ETF (YLD). 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.
| CPHY | YLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.63 | — |
| Martin ratioReturn relative to average drawdown | — | 12.43 | — |
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Drawdowns
CPHY vs. YLD - Drawdown Comparison
The maximum CPHY drawdown since its inception was -2.51%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for CPHY and YLD.
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Drawdown Indicators
| CPHY | YLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.51% | -28.34% | +25.83% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.98% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.62% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.34% | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.08% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -0.56% | -2.69% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.58% | — |
Volatility
CPHY vs. YLD - Volatility Comparison
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Volatility by Period
| CPHY | YLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.05% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 4.38% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.58% | 6.39% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.58% | 8.20% | -4.62% |
CPHY vs. YLD - Expense Ratio Comparison
CPHY has a 0.35% expense ratio, which is lower than YLD's 0.39% expense ratio.
Dividends
CPHY vs. YLD - Dividend Comparison
CPHY has not paid dividends to shareholders, while YLD's dividend yield for the trailing twelve months is around 7.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPHY F/m Compoundr High Yield Bond ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YLD Principal Active High Yield ETF | 7.24% | 7.33% | 7.12% | 6.46% | 6.51% | 3.92% | 4.40% | 4.81% | 5.42% | 6.28% | 4.47% | 2.56% |
Frequently Asked Questions
CPHY and YLD have a correlation of 0.76, 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 0.39% for YLD.
YLD has the higher dividend yield at 7.24%, compared with 0.00% for CPHY.
They also come from different issuers: F/m Investments and Principal. Their fees differ too: 0.35% for CPHY and 0.39% for YLD.
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