JPHY vs. BCAT
Compare and contrast key facts about JPMorgan High Yield Research Enhanced ETF (JPHY) and BlackRock Capital Allocation Trust (BCAT).
JPHY is an actively managed fund by JPMorgan. It was launched on Sep 14, 2016.
Performance
JPHY vs. BCAT - Performance Comparison
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JPHY vs. BCAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPHY JPMorgan High Yield Research Enhanced ETF | 0.16% | 4.00% |
BCAT BlackRock Capital Allocation Trust | 5.19% | 5.48% |
Returns By Period
In the year-to-date period, JPHY achieves a 0.16% return, which is significantly lower than BCAT's 5.19% return.
JPHY
- 1D
- 0.79%
- 1M
- -0.35%
- YTD
- 0.16%
- 6M
- 1.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BCAT
- 1D
- 1.87%
- 1M
- -5.26%
- YTD
- 5.19%
- 6M
- 6.39%
- 1Y
- 22.17%
- 3Y*
- 16.08%
- 5Y*
- 6.13%
- 10Y*
- —
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Return for Risk
JPHY vs. BCAT — Risk / Return Rank
JPHY
BCAT
JPHY vs. BCAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and BlackRock Capital Allocation Trust (BCAT). 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.
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Sharpe Ratios by Period
| JPHY | BCAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.57 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 0.40 | +1.39 |
Correlation
The correlation between JPHY and BCAT is 0.45, 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
JPHY vs. BCAT - Dividend Comparison
JPHY's dividend yield for the trailing twelve months is around 4.39%, less than BCAT's 22.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPHY JPMorgan High Yield Research Enhanced ETF | 4.39% | 3.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCAT BlackRock Capital Allocation Trust | 22.92% | 23.45% | 17.48% | 10.08% | 9.01% | 6.42% | 0.48% |
Drawdowns
JPHY vs. BCAT - Drawdown Comparison
The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum BCAT drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for JPHY and BCAT.
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Drawdown Indicators
| JPHY | BCAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.65% | -36.13% | +34.48% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.03% | — |
Current DrawdownCurrent decline from peak | -0.65% | -6.25% | +5.60% |
Average DrawdownAverage peak-to-trough decline | -0.23% | -13.18% | +12.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.02% | — |
Volatility
JPHY vs. BCAT - Volatility Comparison
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Volatility by Period
| JPHY | BCAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 14.22% | -11.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.09% | 15.58% | -12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.09% | 16.02% | -12.93% |