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GHYB vs. SJNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYB vs. SJNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and SPDR Bloomberg Short Term High Yield Bond ETF (SJNK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHYB achieves a 1.55% return, which is significantly lower than SJNK's 1.65% return.


GHYB

1D
-0.02%
1M
0.58%
YTD
1.55%
6M
1.70%
1Y
6.43%
3Y*
8.96%
5Y*
3.95%
10Y*

SJNK

1D
-0.08%
1M
0.45%
YTD
1.65%
6M
1.85%
1Y
5.90%
3Y*
8.37%
5Y*
4.77%
10Y*
5.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYB vs. SJNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
1.55%9.38%7.76%12.13%-11.02%3.21%6.38%14.55%-2.01%0.27%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
1.65%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%0.91%

Correlation

The correlation between GHYB and SJNK is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2017

0.89

The correlation between GHYB and SJNK has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

GHYB vs. SJNK — Risk / Return Rank

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

GHYB
GHYB Risk / Return Rank: 6060
Overall Rank
GHYB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 6262
Sortino Ratio Rank
GHYB Omega Ratio Rank: 6363
Omega Ratio Rank
GHYB Calmar Ratio Rank: 5252
Calmar Ratio Rank
GHYB Martin Ratio Rank: 6464
Martin Ratio Rank

SJNK
SJNK Risk / Return Rank: 6666
Overall Rank
SJNK Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6363
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6161
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7171
Calmar Ratio Rank
SJNK Martin Ratio Rank: 7979
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.

GHYB vs. SJNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and SPDR Bloomberg Short Term High Yield Bond ETF (SJNK). 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.


GHYBSJNKDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.35

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

3.43

-1.01

Martin ratioReturn relative to average drawdown

10.98

14.73

-3.75

GHYB vs. SJNK - Sharpe Ratio Comparison

The current GHYB Sharpe Ratio is 1.84, which is comparable to the SJNK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GHYB and SJNK, 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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Drawdowns

GHYB vs. SJNK - Drawdown Comparison

The maximum GHYB drawdown since its inception was -21.48%, which is greater than SJNK's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for GHYB and SJNK.


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Drawdown Indicators


GHYBSJNKDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-19.74%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-1.73%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-4.77%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-10.18%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-0.10%

-0.16%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.55%

-1.63%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.40%

+0.19%

Volatility

GHYB vs. SJNK - Volatility Comparison

Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) has a higher volatility of 0.93% compared to SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) at 0.87%. This indicates that GHYB's price experiences larger fluctuations and is considered to be riskier than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYBSJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.87%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.52%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

3.24%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

5.84%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

6.47%

+1.79%

GHYB vs. SJNK - Expense Ratio Comparison

GHYB has a 0.34% expense ratio, which is lower than SJNK's 0.40% expense ratio.


Dividends

GHYB vs. SJNK - Dividend Comparison

GHYB's dividend yield for the trailing twelve months is around 6.79%, less than SJNK's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
6.79%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%0.00%0.00%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
7.00%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%

Frequently Asked Questions


With a correlation of 0.90, GHYB and SJNK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GHYB has higher volatility (0.93%) compared to SJNK (0.87%). In terms of maximum drawdown, GHYB dropped -21.48% vs SJNK's -19.74%.

On 5-year performance, SJNK leads with 4.77% vs 3.95% for GHYB. On fees, GHYB is cheaper at 0.34% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SJNK has performed better with a 4.77% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GHYB is cheaper with a 0.34% expense ratio, compared with 0.40% for SJNK.

SJNK has the higher dividend yield at 7.00%, compared with 6.79% for GHYB.

GHYB tracks FTSE Goldman Sachs High Yield Corporate Bond Index, while SJNK tracks Bloomberg U.S. High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.34% for GHYB and 0.40% for SJNK.

GHYB currently has the higher Sharpe Ratio (1.84 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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