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JNK vs. FLRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNK vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Barclays High Yield Bond ETF (JNK) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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JNK vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNK
SPDR Barclays High Yield Bond ETF
-0.43%8.76%7.71%12.42%-12.19%4.00%4.95%14.88%-3.28%6.49%
FLRT
Pacific Global Senior Loan ETF
-0.24%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%

Returns By Period

In the year-to-date period, JNK achieves a -0.43% return, which is significantly lower than FLRT's -0.24% return. Over the past 10 years, JNK has outperformed FLRT with an annualized return of 5.21%, while FLRT has yielded a comparatively lower 4.93% annualized return.


JNK

1D
1.01%
1M
-1.04%
YTD
-0.43%
6M
0.92%
1Y
7.30%
3Y*
7.95%
5Y*
3.50%
10Y*
5.21%

FLRT

1D
0.22%
1M
0.50%
YTD
-0.24%
6M
1.25%
1Y
5.26%
3Y*
8.81%
5Y*
5.70%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNK vs. FLRT - Expense Ratio Comparison

JNK has a 0.40% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Return for Risk

JNK vs. FLRT — Risk / Return Rank

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

JNK
JNK Risk / Return Rank: 7878
Overall Rank
JNK Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JNK Sortino Ratio Rank: 7878
Sortino Ratio Rank
JNK Omega Ratio Rank: 8080
Omega Ratio Rank
JNK Calmar Ratio Rank: 7272
Calmar Ratio Rank
JNK Martin Ratio Rank: 8484
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
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.

JNK vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays High Yield Bond ETF (JNK) and Pacific Global Senior Loan ETF (FLRT). 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.


JNKFLRTDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.74

-0.46

Sortino ratio

Return per unit of downside risk

1.91

2.23

-0.32

Omega ratio

Gain probability vs. loss probability

1.30

1.53

-0.24

Calmar ratio

Return relative to maximum drawdown

1.77

2.10

-0.32

Martin ratio

Return relative to average drawdown

9.12

8.51

+0.61

JNK vs. FLRT - Sharpe Ratio Comparison

The current JNK Sharpe Ratio is 1.28, which is comparable to the FLRT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JNK and FLRT, 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


JNKFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.74

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

2.47

-2.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.79

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.73

-0.31

Correlation

The correlation between JNK and FLRT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JNK vs. FLRT - Dividend Comparison

JNK's dividend yield for the trailing twelve months is around 6.66%, less than FLRT's 6.92% yield.


TTM20252024202320222021202020192018201720162015
JNK
SPDR Barclays High Yield Bond ETF
6.66%6.54%6.63%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

JNK vs. FLRT - Drawdown Comparison

The maximum JNK drawdown since its inception was -38.48%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for JNK and FLRT.


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Drawdown Indicators


JNKFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-20.96%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-2.47%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-7.60%

-9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-22.89%

-20.96%

-1.93%

Current Drawdown

Current decline from peak

-1.41%

-0.93%

-0.48%

Average Drawdown

Average peak-to-trough decline

-3.73%

-1.43%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.63%

+0.18%

Volatility

JNK vs. FLRT - Volatility Comparison

SPDR Barclays High Yield Bond ETF (JNK) has a higher volatility of 2.25% compared to Pacific Global Senior Loan ETF (FLRT) at 0.47%. This indicates that JNK's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNKFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

0.47%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

1.22%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

3.04%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

2.32%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

6.24%

+2.10%