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DVY vs. OHYFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVY vs. OHYFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and JPMorgan High Yield Fund (OHYFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVY achieves a 8.28% return, which is significantly higher than OHYFX's -0.37% return. Over the past 10 years, DVY has outperformed OHYFX with an annualized return of 10.27%, while OHYFX has yielded a comparatively lower 5.36% annualized return.


DVY

1D
0.42%
1M
-1.30%
YTD
8.28%
6M
7.99%
1Y
21.97%
3Y*
13.11%
5Y*
9.60%
10Y*
10.27%

OHYFX

1D
0.00%
1M
-1.07%
YTD
-0.37%
6M
1.08%
1Y
7.81%
3Y*
8.37%
5Y*
4.19%
10Y*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVY vs. OHYFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVY
iShares Select Dividend ETF
8.28%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%
OHYFX
JPMorgan High Yield Fund
-0.37%8.37%8.64%11.80%-10.32%6.76%2.85%13.47%-2.84%6.66%

Correlation

The correlation between DVY and OHYFX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


DVY vs. OHYFX - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is lower than OHYFX's 0.65% expense ratio.


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Return for Risk

DVY vs. OHYFX — Risk / Return Rank

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

DVY
DVY Risk / Return Rank: 5151
Overall Rank
DVY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 5656
Sortino Ratio Rank
DVY Omega Ratio Rank: 5454
Omega Ratio Rank
DVY Calmar Ratio Rank: 4242
Calmar Ratio Rank
DVY Martin Ratio Rank: 4949
Martin Ratio Rank

OHYFX
OHYFX Risk / Return Rank: 9191
Overall Rank
OHYFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OHYFX Sortino Ratio Rank: 9292
Sortino Ratio Rank
OHYFX Omega Ratio Rank: 9595
Omega Ratio Rank
OHYFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OHYFX Martin Ratio Rank: 9292
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.

DVY vs. OHYFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and JPMorgan High Yield Fund (OHYFX). 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.


DVYOHYFXDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.13

-1.06

Sortino ratio

Return per unit of downside risk

1.54

2.88

-1.34

Omega ratio

Gain probability vs. loss probability

1.22

1.52

-0.30

Calmar ratio

Return relative to maximum drawdown

1.42

2.59

-1.18

Martin ratio

Return relative to average drawdown

6.07

12.12

-6.05

DVY vs. OHYFX - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 1.07, which is lower than the OHYFX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DVY and OHYFX, 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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Sharpe Ratios by Period


DVYOHYFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.13

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.89

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.96

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.25

-0.77

Drawdowns

DVY vs. OHYFX - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than OHYFX's maximum drawdown of -29.34%. Use the drawdown chart below to compare losses from any high point for DVY and OHYFX.


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Drawdown Indicators


DVYOHYFXDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-29.34%

-33.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-2.10%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-13.77%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-23.27%

-18.32%

Current Drawdown

Current decline from peak

-3.23%

-1.18%

-2.05%

Average Drawdown

Average peak-to-trough decline

-8.84%

-2.46%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

0.56%

+2.29%

Volatility

DVY vs. OHYFX - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 3.31% compared to JPMorgan High Yield Fund (OHYFX) at 1.42%. This indicates that DVY's price experiences larger fluctuations and is considered to be riskier than OHYFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYOHYFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

1.42%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

1.90%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

3.14%

+12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

4.72%

+10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

5.57%

+12.45%

Dividends

DVY vs. OHYFX - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.46%, less than OHYFX's 6.02% yield.


TTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF
3.46%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
OHYFX
JPMorgan High Yield Fund
6.02%6.46%7.18%6.46%6.02%4.74%4.63%5.75%6.19%5.67%5.51%6.23%