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JPHY vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPHY vs. IBHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JPHY

1D
-0.02%
1M
0.48%
YTD
2.25%
6M
2.36%
1Y
3Y*
5Y*
10Y*

IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.96%
3Y*
5.93%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPHY vs. IBHE - Yearly Performance Comparison


Correlation

The correlation between JPHY and IBHE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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Return for Risk

JPHY vs. IBHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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.


JPHYIBHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.32

Calmar ratioReturn relative to maximum drawdown

25.02

Martin ratioReturn relative to average drawdown

98.47

JPHY vs. IBHE - Sharpe Ratio Comparison


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Drawdowns

JPHY vs. IBHE - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for JPHY and IBHE.


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Drawdown Indicators


JPHYIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-26.91%

+25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.21%

-1.42%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

JPHY vs. IBHE - Volatility Comparison


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Volatility by Period


JPHYIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

0.74%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

4.87%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.01%

11.52%

-8.51%

JPHY vs. IBHE - Expense Ratio Comparison

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


Dividends

JPHY vs. IBHE - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 5.91%, while IBHE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.29%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
JPHY
JPMorgan High Yield Research Enhanced ETF
5.91%3.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPHY and IBHE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPHY is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPHY is cheaper with a 0.24% expense ratio, compared with 0.35% for IBHE.

JPHY has the higher dividend yield at 5.91%, compared with 2.29% for IBHE.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.24% for JPHY and 0.35% for IBHE.

Portfolio Optimizer

Find the right allocation for JPHY and IBHE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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