PortfoliosLab logoPortfoliosLab logo
JPHY vs. ANGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPHY vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JPHY vs. ANGL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JPHY achieves a 0.38% return, which is significantly higher than ANGL's -0.56% return.


JPHY

1D
0.22%
1M
-0.10%
YTD
0.38%
6M
1.54%
1Y
3Y*
5Y*
10Y*

ANGL

1D
0.65%
1M
-2.01%
YTD
-0.56%
6M
0.13%
1Y
6.50%
3Y*
7.37%
5Y*
3.32%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPHY vs. ANGL - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than ANGL's 0.35% expense ratio.


Return for Risk

JPHY vs. ANGL — Risk / Return Rank

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

JPHY

ANGL
ANGL Risk / Return Rank: 5353
Overall Rank
ANGL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5050
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6363
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4646
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5252
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.

JPHY vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


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

JPHY vs. ANGL - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JPHYANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

0.73

+1.15

Correlation

The correlation between JPHY and ANGL 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

JPHY vs. ANGL - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 4.91%, less than ANGL's 6.42% yield.


TTM20252024202320222021202020192018201720162015
JPHY
JPMorgan High Yield Research Enhanced ETF
4.91%3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.42%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%

Drawdowns

JPHY vs. ANGL - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for JPHY and ANGL.


Loading graphics...

Drawdown Indicators


JPHYANGLDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-29.31%

+27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-0.43%

-2.38%

+1.95%

Average Drawdown

Average peak-to-trough decline

-0.23%

-3.33%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

JPHY vs. ANGL - Volatility Comparison


Loading graphics...

Volatility by Period


JPHYANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

6.54%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

7.61%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

9.30%

-6.21%