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IHY vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHY vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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IHY vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHY
VanEck Vectors International High Yield Bond ETF
-1.31%13.39%3.55%12.11%-14.34%-2.82%8.65%12.77%-4.52%12.54%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.05%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Returns By Period

In the year-to-date period, IHY achieves a -1.31% return, which is significantly lower than BBHY's -0.05% return.


IHY

1D
0.36%
1M
-1.93%
YTD
-1.31%
6M
-0.10%
1Y
8.29%
3Y*
8.02%
5Y*
1.78%
10Y*
4.15%

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHY vs. BBHY - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

IHY vs. BBHY — Risk / Return Rank

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

IHY
IHY Risk / Return Rank: 6868
Overall Rank
IHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 7272
Sortino Ratio Rank
IHY Omega Ratio Rank: 6767
Omega Ratio Rank
IHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
IHY Martin Ratio Rank: 6363
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY 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.

IHY vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


IHYBBHYDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.24

+0.08

Sortino ratio

Return per unit of downside risk

1.89

1.81

+0.08

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.78

1.68

+0.10

Martin ratio

Return relative to average drawdown

6.77

9.08

-2.31

IHY vs. BBHY - Sharpe Ratio Comparison

The current IHY Sharpe Ratio is 1.32, which is comparable to the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IHY and BBHY, 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


IHYBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.24

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.55

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.63

-0.10

Correlation

The correlation between IHY and BBHY is 0.55, 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

IHY vs. BBHY - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 5.65%, less than BBHY's 7.14% yield.


TTM20252024202320222021202020192018201720162015
IHY
VanEck Vectors International High Yield Bond ETF
5.65%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%

Drawdowns

IHY vs. BBHY - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for IHY and BBHY.


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Drawdown Indicators


IHYBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-27.63%

-24.98%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-4.34%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-15.32%

-12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

Current Drawdown

Current decline from peak

-3.33%

-1.04%

-2.29%

Average Drawdown

Average peak-to-trough decline

-5.33%

-2.41%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.80%

+0.45%

Volatility

IHY vs. BBHY - Volatility Comparison

VanEck Vectors International High Yield Bond ETF (IHY) has a higher volatility of 2.51% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 2.19%. This indicates that IHY's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.19%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

2.80%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

5.73%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

7.25%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

7.58%

+0.14%