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JPHY vs. GHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPHY vs. GHYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares US & Intl High Yield Corp Bond ETF (GHYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPHY achieves a 2.24% return, which is significantly higher than GHYG's 0.24% return.


JPHY

1D
0.02%
1M
0.26%
YTD
2.24%
6M
2.21%
1Y
6.32%
3Y*
5Y*
10Y*

GHYG

1D
0.11%
1M
-0.75%
YTD
0.24%
6M
0.16%
1Y
4.12%
3Y*
8.72%
5Y*
3.28%
10Y*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPHY vs. GHYG - Yearly Performance Comparison


Correlation

The correlation between JPHY and GHYG is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.77

The correlation between JPHY and GHYG has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

JPHY vs. GHYG — Risk / Return Rank

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

JPHY
JPHY Risk / Return Rank: 8484
Overall Rank
JPHY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JPHY Sortino Ratio Rank: 8686
Sortino Ratio Rank
JPHY Omega Ratio Rank: 8484
Omega Ratio Rank
JPHY Calmar Ratio Rank: 8282
Calmar Ratio Rank
JPHY Martin Ratio Rank: 9090
Martin Ratio Rank

GHYG
GHYG Risk / Return Rank: 2626
Overall Rank
GHYG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 2626
Sortino Ratio Rank
GHYG Omega Ratio Rank: 2424
Omega Ratio Rank
GHYG Calmar Ratio Rank: 2424
Calmar Ratio Rank
GHYG Martin Ratio Rank: 3030
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. GHYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares US & Intl High Yield Corp Bond ETF (GHYG). 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.


JPHYGHYGDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.44

1.16

+0.28

Calmar ratioReturn relative to maximum drawdown

3.85

1.08

+2.77

Martin ratioReturn relative to average drawdown

17.77

3.93

+13.84

JPHY vs. GHYG - Sharpe Ratio Comparison

The current JPHY Sharpe Ratio is 2.12, which is higher than the GHYG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JPHY and GHYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPHY vs. GHYG - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum GHYG drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for JPHY and GHYG.


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Drawdown Indicators


JPHYGHYGDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-27.36%

+25.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-3.84%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

Current Drawdown

Current decline from peak

-0.13%

-1.11%

+0.98%

Average Drawdown

Average peak-to-trough decline

-0.21%

-3.34%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

1.05%

-0.69%

Volatility

JPHY vs. GHYG - Volatility Comparison

The current volatility for JPMorgan High Yield Research Enhanced ETF (JPHY) is 0.61%, while iShares US & Intl High Yield Corp Bond ETF (GHYG) has a volatility of 1.17%. This indicates that JPHY experiences smaller price fluctuations and is considered to be less risky than GHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPHYGHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.17%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

3.78%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

4.67%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

7.64%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.00%

8.73%

-5.73%

JPHY vs. GHYG - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than GHYG's 0.40% expense ratio.


Dividends

JPHY vs. GHYG - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 5.91%, less than GHYG's 6.26% yield.


PositionTTM20252024202320222021202020192018201720162015
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.26%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
JPHY
JPMorgan High Yield Research Enhanced ETF
5.91%3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPHY and GHYG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHYG has higher volatility (1.17%) compared to JPHY (0.61%). In terms of maximum drawdown, JPHY dropped -1.65% vs GHYG's -27.36%.

On 1-year performance, JPHY leads with 6.32% vs 4.12% for GHYG. On fees, JPHY is cheaper at 0.24% per year. On volatility, JPHY has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JPHY has performed better with a 6.32% return vs 4.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPHY is cheaper with a 0.24% expense ratio, compared with 0.40% for GHYG.

GHYG has the higher dividend yield at 6.26%, compared with 5.91% for JPHY.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.24% for JPHY and 0.40% for GHYG.

JPHY currently has the higher Sharpe Ratio (2.12 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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