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

Performance

JGYH.L vs. GFGB.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
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%
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%

Returns By Period

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


JGYH.L

1D
0.05%
1M
-0.56%
YTD
0.25%
6M
2.43%
1Y
5.65%
3Y*
5.60%
5Y*
4.48%
10Y*

GFGB.L

1D
-0.16%
1M
-1.45%
YTD
0.85%
6M
1.64%
1Y
3.78%
3Y*
4.76%
5Y*
3.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

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

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
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.

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

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


JGYH.LGFGB.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.57

+0.38

Sortino ratio

Return per unit of downside risk

1.34

0.82

+0.52

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

2.42

1.20

+1.23

Martin ratio

Return relative to average drawdown

6.24

2.89

+3.35

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

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


JGYH.LGFGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.57

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.48

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.64

-0.25

Correlation

The correlation between JGYH.L and GFGB.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

JGYH.L vs. GFGB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

JGYH.L vs. GFGB.L - Drawdown Comparison

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


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Drawdown Indicators


JGYH.LGFGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.24%

-15.95%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-4.20%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-7.75%

-10.36%

+2.61%

Current Drawdown

Current decline from peak

-0.91%

-1.45%

+0.54%

Average Drawdown

Average peak-to-trough decline

-2.58%

-2.55%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.38%

-0.45%

Volatility

JGYH.L vs. GFGB.L - Volatility Comparison

The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) is 1.82%, while VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFGB.L) has a volatility of 2.07%. This indicates that JGYH.L experiences smaller price fluctuations and is considered to be less risky than GFGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGYH.LGFGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

2.07%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

4.54%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

6.60%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

7.66%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

8.76%

-0.06%