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FISR vs. SPHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISR vs. SPHY - Performance Comparison

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

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FISR vs. SPHY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
-0.07%6.32%1.01%5.28%-15.73%-1.70%5.86%6.81%
SPHY
SPDR Portfolio High Yield Bond ETF
-0.07%8.59%8.54%12.81%-10.57%5.61%6.65%6.59%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FISR at -0.07% and SPHY at -0.07%.


FISR

1D
-0.01%
1M
-1.44%
YTD
-0.07%
6M
0.55%
1Y
3.07%
3Y*
2.98%
5Y*
-0.58%
10Y*

SPHY

1D
0.25%
1M
-0.69%
YTD
-0.07%
6M
1.01%
1Y
7.16%
3Y*
8.49%
5Y*
4.36%
10Y*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISR vs. SPHY - Expense Ratio Comparison

FISR has a 0.50% expense ratio, which is higher than SPHY's 0.10% expense ratio.


Return for Risk

FISR vs. SPHY — Risk / Return Rank

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

FISR
FISR Risk / Return Rank: 3030
Overall Rank
FISR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FISR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FISR Omega Ratio Rank: 2525
Omega Ratio Rank
FISR Calmar Ratio Rank: 3737
Calmar Ratio Rank
FISR Martin Ratio Rank: 3131
Martin Ratio Rank

SPHY
SPHY Risk / Return Rank: 7575
Overall Rank
SPHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7979
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPHY Martin Ratio Rank: 8282
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.

FISR vs. SPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) 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.


FISRSPHYDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.31

-0.69

Sortino ratio

Return per unit of downside risk

0.87

1.94

-1.07

Omega ratio

Gain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratio

Return relative to maximum drawdown

1.05

1.81

-0.76

Martin ratio

Return relative to average drawdown

2.83

9.48

-6.65

FISR vs. SPHY - Sharpe Ratio Comparison

The current FISR Sharpe Ratio is 0.62, which is lower than the SPHY Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FISR and SPHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FISRSPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.31

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.61

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.63

-0.50

Correlation

The correlation between FISR and SPHY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FISR vs. SPHY - Dividend Comparison

FISR's dividend yield for the trailing twelve months is around 4.11%, less than SPHY's 7.37% yield.


TTM20252024202320222021202020192018201720162015
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.11%3.97%3.59%3.50%2.19%1.87%2.47%2.99%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Drawdowns

FISR vs. SPHY - Drawdown Comparison

The maximum FISR drawdown since its inception was -20.27%, smaller than the maximum SPHY drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for FISR and SPHY.


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Drawdown Indicators


FISRSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-21.97%

+1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-4.07%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-15.29%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-6.43%

-1.06%

-5.37%

Average Drawdown

Average peak-to-trough decline

-7.74%

-2.32%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.78%

+0.45%

Volatility

FISR vs. SPHY - Volatility Comparison

The current volatility for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) is 1.97%, while SPDR Portfolio High Yield Bond ETF (SPHY) has a volatility of 2.23%. This indicates that FISR experiences smaller price fluctuations and is considered to be less risky than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISRSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.23%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.88%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

5.50%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

7.16%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

7.97%

-1.58%