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GFGB.L vs. JGYH.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFGB.L vs. JGYH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L). The values are adjusted to include any dividend payments, if applicable.

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GFGB.L vs. JGYH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GFGB.L
VanEck Global Fallen Angel High Yield Bond UCITS ETF
0.85%2.41%7.87%4.27%-2.32%3.31%9.71%
JGYH.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)
0.25%4.09%7.92%5.18%0.63%3.10%-0.09%

Returns By Period

In the year-to-date period, GFGB.L achieves a 0.85% return, which is significantly higher than JGYH.L's 0.25% return.


GFGB.L

1D
-0.16%
1M
-1.45%
YTD
0.85%
6M
1.64%
1Y
3.78%
3Y*
4.76%
5Y*
3.69%
10Y*

JGYH.L

1D
0.05%
1M
-0.56%
YTD
0.25%
6M
2.43%
1Y
5.65%
3Y*
5.60%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFGB.L vs. JGYH.L - Expense Ratio Comparison

GFGB.L has a 0.40% expense ratio, which is higher than JGYH.L's 0.35% expense ratio.


Return for Risk

GFGB.L vs. JGYH.L — Risk / Return Rank

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

GFGB.L
GFGB.L Risk / Return Rank: 3030
Overall Rank
GFGB.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GFGB.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
GFGB.L Omega Ratio Rank: 2525
Omega Ratio Rank
GFGB.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GFGB.L Martin Ratio Rank: 3030
Martin Ratio Rank

JGYH.L
JGYH.L Risk / Return Rank: 5555
Overall Rank
JGYH.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JGYH.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
JGYH.L Omega Ratio Rank: 4343
Omega Ratio Rank
JGYH.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
JGYH.L Martin Ratio Rank: 5757
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.

GFGB.L vs. JGYH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L). 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.


GFGB.LJGYH.LDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.95

-0.38

Sortino ratio

Return per unit of downside risk

0.82

1.34

-0.52

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

1.20

2.42

-1.23

Martin ratio

Return relative to average drawdown

2.89

6.24

-3.35

GFGB.L vs. JGYH.L - Sharpe Ratio Comparison

The current GFGB.L Sharpe Ratio is 0.57, which is lower than the JGYH.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GFGB.L and JGYH.L, 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


GFGB.LJGYH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.95

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.64

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.39

+0.25

Correlation

The correlation between GFGB.L and JGYH.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GFGB.L vs. JGYH.L - Dividend Comparison

Neither GFGB.L nor JGYH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GFGB.L vs. JGYH.L - Drawdown Comparison

The maximum GFGB.L drawdown since its inception was -15.95%, which is greater than JGYH.L's maximum drawdown of -12.24%. Use the drawdown chart below to compare losses from any high point for GFGB.L and JGYH.L.


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Drawdown Indicators


GFGB.LJGYH.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.95%

-12.24%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-3.26%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.36%

-7.75%

-2.61%

Current Drawdown

Current decline from peak

-1.45%

-0.91%

-0.54%

Average Drawdown

Average peak-to-trough decline

-2.55%

-2.58%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.93%

+0.45%

Volatility

GFGB.L vs. JGYH.L - Volatility Comparison

VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) has a higher volatility of 2.07% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) at 1.82%. This indicates that GFGB.L's price experiences larger fluctuations and is considered to be riskier than JGYH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFGB.LJGYH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.82%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.54%

3.79%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

5.92%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

6.98%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

8.70%

+0.06%