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JNK vs. PFFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNK vs. PFFD - Performance Comparison

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

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JNK vs. PFFD - 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%0.80%
PFFD
Global X U.S. Preferred ETF
-1.68%3.22%7.07%6.85%-20.20%5.07%8.90%17.43%-3.94%0.85%

Returns By Period

In the year-to-date period, JNK achieves a -0.43% return, which is significantly higher than PFFD's -1.68% 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%

PFFD

1D
0.88%
1M
-3.92%
YTD
-1.68%
6M
-2.29%
1Y
2.93%
3Y*
3.89%
5Y*
-0.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNK vs. PFFD - Expense Ratio Comparison

JNK has a 0.40% expense ratio, which is higher than PFFD's 0.23% expense ratio.


Return for Risk

JNK vs. PFFD — 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

PFFD
PFFD Risk / Return Rank: 2222
Overall Rank
PFFD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2121
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2121
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2222
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2121
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. PFFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays High Yield Bond ETF (JNK) and Global X U.S. Preferred ETF (PFFD). 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.


JNKPFFDDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.35

+0.93

Sortino ratio

Return per unit of downside risk

1.91

0.54

+1.38

Omega ratio

Gain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratio

Return relative to maximum drawdown

1.77

0.41

+1.36

Martin ratio

Return relative to average drawdown

9.12

1.20

+7.92

JNK vs. PFFD - Sharpe Ratio Comparison

The current JNK Sharpe Ratio is 1.28, which is higher than the PFFD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of JNK and PFFD, 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


JNKPFFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.35

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.05

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.17

+0.24

Correlation

The correlation between JNK and PFFD is 0.61, 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

JNK vs. PFFD - Dividend Comparison

JNK's dividend yield for the trailing twelve months is around 6.66%, more than PFFD's 6.52% 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%
PFFD
Global X U.S. Preferred ETF
6.52%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%0.00%0.00%

Drawdowns

JNK vs. PFFD - Drawdown Comparison

The maximum JNK drawdown since its inception was -38.48%, which is greater than PFFD's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for JNK and PFFD.


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Drawdown Indicators


JNKPFFDDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-30.93%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-5.97%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-24.45%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.89%

Current Drawdown

Current decline from peak

-1.41%

-7.42%

+6.01%

Average Drawdown

Average peak-to-trough decline

-3.73%

-6.64%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.04%

-1.23%

Volatility

JNK vs. PFFD - Volatility Comparison

The current volatility for SPDR Barclays High Yield Bond ETF (JNK) is 2.25%, while Global X U.S. Preferred ETF (PFFD) has a volatility of 2.94%. This indicates that JNK experiences smaller price fluctuations and is considered to be less risky than PFFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNKPFFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

2.94%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

5.61%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

8.41%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

10.95%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

12.84%

-4.50%