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JNK vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNK vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Bloomberg High Yield Bond ETF (JNK) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JNK

1D
0.18%
1M
0.16%
6M
1.59%
YTD
2.15%
1Y
6.61%
3Y*
8.36%
5Y*
3.63%
10Y*
4.73%

MYHA

1D
0.02%
1M
0.29%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNK vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between JNK and MYHA 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 (All Time)
Calculated using the full available price history since Feb 26, 2026

0.91

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Return for Risk

JNK vs. MYHA — Risk / Return Rank

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

JNK
JNK Risk / Return Rank: 7171
Overall Rank
JNK Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JNK Sortino Ratio Rank: 7474
Sortino Ratio Rank
JNK Omega Ratio Rank: 7171
Omega Ratio Rank
JNK Calmar Ratio Rank: 6666
Calmar Ratio Rank
JNK Martin Ratio Rank: 7878
Martin Ratio Rank

MYHA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg High Yield Bond ETF (JNK) and State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.


JNKMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.65

Martin ratioReturn relative to average drawdown

11.71

JNK vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

JNK vs. MYHA - Drawdown Comparison

The maximum JNK drawdown since its inception was -38.48%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for JNK and MYHA.


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Drawdown Indicators


JNKMYHADifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-0.69%

-37.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-22.89%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.68%

-0.11%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

JNK vs. MYHA - Volatility Comparison


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Volatility by Period


JNKMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

1.82%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

1.82%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.23%

1.82%

+6.41%

JNK vs. MYHA - Expense Ratio Comparison

JNK has a 0.40% expense ratio, which is higher than MYHA's 0.39% expense ratio.


Dividends

JNK vs. MYHA - Dividend Comparison

JNK's dividend yield for the trailing twelve months is around 6.61%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
JNK
State Street SPDR Bloomberg High Yield Bond ETF
6.61%6.54%6.63%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, JNK and MYHA 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.

On fees, MYHA is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYHA is cheaper with a 0.39% expense ratio, compared with 0.40% for JNK.

JNK has the higher dividend yield at 6.61%, compared with 2.06% for MYHA.

Their fees differ too: 0.40% for JNK and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for JNK and MYHA

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