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HYXF vs. SJNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYXF vs. SJNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) 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, HYXF achieves a 1.19% return, which is significantly lower than SJNK's 1.73% return. Over the past 10 years, HYXF has underperformed SJNK with an annualized return of 5.07%, while SJNK has yielded a comparatively higher 5.56% annualized return.


HYXF

1D
-0.21%
1M
0.67%
YTD
1.19%
6M
1.61%
1Y
5.53%
3Y*
8.93%
5Y*
3.62%
10Y*
5.07%

SJNK

1D
-0.04%
1M
0.53%
YTD
1.73%
6M
1.97%
1Y
6.11%
3Y*
8.39%
5Y*
4.82%
10Y*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYXF vs. SJNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
1.19%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
1.73%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%5.27%

Correlation

The correlation between HYXF and SJNK is 0.91, 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

0.91

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

0.89

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.78

The correlation between HYXF and SJNK shifts across timeframes, from 0.78 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYXF vs. SJNK — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4646
Overall Rank
HYXF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 4444
Sortino Ratio Rank
HYXF Omega Ratio Rank: 4242
Omega Ratio Rank
HYXF Calmar Ratio Rank: 4545
Calmar Ratio Rank
HYXF Martin Ratio Rank: 5757
Martin Ratio Rank

SJNK
SJNK Risk / Return Rank: 6868
Overall Rank
SJNK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6565
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6363
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7272
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8080
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.

HYXF vs. SJNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) 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.


HYXFSJNKDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.16

3.55

-1.39

Martin ratioReturn relative to average drawdown

9.66

15.26

-5.60

HYXF vs. SJNK - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 1.45, which is comparable to the SJNK Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of HYXF 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

HYXF vs. SJNK - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum SJNK drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for HYXF and SJNK.


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Drawdown Indicators


HYXFSJNKDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-19.74%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-1.73%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-4.77%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-10.18%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-19.74%

+0.99%

Current Drawdown

Current decline from peak

-0.22%

-0.08%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.57%

-1.63%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.40%

+0.17%

Volatility

HYXF vs. SJNK - Volatility Comparison

iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) has a higher volatility of 1.14% compared to SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) at 0.87%. This indicates that HYXF'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


HYXFSJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.87%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

2.54%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.25%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

5.84%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.31%

6.48%

+1.83%

HYXF vs. SJNK - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is lower than SJNK's 0.40% expense ratio.


Dividends

HYXF vs. SJNK - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.08%, less than SJNK's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.08%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%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 0.91, HYXF 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.

HYXF has higher volatility (1.14%) compared to SJNK (0.87%). In terms of maximum drawdown, HYXF dropped -18.75% vs SJNK's -19.74%.

On 10-year performance, SJNK leads with 5.56% vs 5.07% for HYXF. On fees, HYXF is cheaper at 0.35% per year. On volatility, SJNK has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SJNK has performed better with a 5.56% return vs 5.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYXF is cheaper with a 0.35% expense ratio, compared with 0.40% for SJNK.

SJNK has the higher dividend yield at 7.00%, compared with 6.08% for HYXF.

HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while SJNK tracks Bloomberg U.S. High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for HYXF and 0.40% for SJNK.

SJNK currently has the higher Sharpe Ratio (1.89 vs 1.45), 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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