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JPHY vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPHY vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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 HYG's 1.58% return.


JPHY

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

HYG

1D
0.04%
1M
0.14%
YTD
1.58%
6M
1.56%
1Y
5.68%
3Y*
8.74%
5Y*
3.66%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPHY vs. HYG - Yearly Performance Comparison


Correlation

The correlation between JPHY and HYG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.88

The correlation between JPHY and HYG has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

JPHY vs. HYG — 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

HYG
HYG Risk / Return Rank: 5555
Overall Rank
HYG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5252
Sortino Ratio Rank
HYG Omega Ratio Rank: 5151
Omega Ratio Rank
HYG Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYG Martin Ratio Rank: 6767
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. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


JPHYHYGDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.44

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

3.85

2.44

+1.41

Martin ratioReturn relative to average drawdown

17.77

10.70

+7.07

JPHY vs. HYG - Sharpe Ratio Comparison

The current JPHY Sharpe Ratio is 2.12, which is higher than the HYG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of JPHY and HYG, 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. HYG - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum HYG drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for JPHY and HYG.


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Drawdown Indicators


JPHYHYGDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-34.25%

+32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-2.34%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

Max Drawdown (10Y)

Largest decline over 10 years

-22.03%

Current Drawdown

Current decline from peak

-0.13%

-0.20%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.21%

-3.23%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.53%

-0.17%

Volatility

JPHY vs. HYG - Volatility Comparison

The current volatility for JPMorgan High Yield Research Enhanced ETF (JPHY) is 0.61%, while iShares iBoxx $ High Yield Corporate Bond ETF (HYG) has a volatility of 1.08%. This indicates that JPHY experiences smaller price fluctuations and is considered to be less risky than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPHYHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.08%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

3.11%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

3.87%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

7.54%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.00%

8.27%

-5.27%

JPHY vs. HYG - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than HYG's 0.49% expense ratio.


Dividends

JPHY vs. HYG - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 5.91%, which matches HYG's 5.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.91%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
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 HYG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYG has higher volatility (1.08%) compared to JPHY (0.61%). In terms of maximum drawdown, JPHY dropped -1.65% vs HYG's -34.25%.

On 1-year performance, JPHY leads with 6.32% vs 5.68% for HYG. 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 5.68%. 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 0.49% for HYG.

JPHY and HYG have nearly identical dividend yields, around 5.91%.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.24% for JPHY and 0.49% for HYG.

JPHY currently has the higher Sharpe Ratio (2.12 vs 1.48), 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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