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JPHY vs. IBHJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPHY vs. IBHJ - 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 2030 Term High Yield and Income ETF (IBHJ). 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 2.07% return, which is significantly higher than IBHJ's 1.50% return.


JPHY

1D
-0.09%
1M
0.44%
YTD
2.07%
6M
2.33%
1Y
3Y*
5Y*
10Y*

IBHJ

1D
-0.34%
1M
0.50%
YTD
1.50%
6M
2.06%
1Y
7.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPHY vs. IBHJ - Yearly Performance Comparison


Correlation

The correlation between JPHY and IBHJ is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.82

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Return for Risk

JPHY vs. IBHJ — Risk / Return Rank

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

JPHY

IBHJ
IBHJ Risk / Return Rank: 5959
Overall Rank
IBHJ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBHJ Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBHJ Omega Ratio Rank: 5656
Omega Ratio Rank
IBHJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBHJ Martin Ratio Rank: 7272
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. IBHJ - 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 2030 Term High Yield and Income ETF (IBHJ). 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. IBHJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JPHYIBHJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

1.53

+0.64

Drawdowns

JPHY vs. IBHJ - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum IBHJ drawdown of -4.93%. Use the drawdown chart below to compare losses from any high point for JPHY and IBHJ.


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Drawdown Indicators


JPHYIBHJDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-4.93%

+3.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Current Drawdown

Current decline from peak

-0.09%

-0.39%

+0.30%

Average Drawdown

Average peak-to-trough decline

-0.21%

-0.62%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

JPHY vs. IBHJ - Volatility Comparison


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Volatility by Period


JPHYIBHJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

4.07%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

5.95%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

5.95%

-2.91%

JPHY vs. IBHJ - Expense Ratio Comparison

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


Dividends

JPHY vs. IBHJ - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 5.92%, less than IBHJ's 6.68% yield.


PositionTTM202520242023
IBHJ
iShares iBonds 2030 Term High Yield and Income ETF
6.68%6.64%6.87%3.66%
JPHY
JPMorgan High Yield Research Enhanced ETF
5.92%3.32%0.00%0.00%

Frequently Asked Questions


JPHY and IBHJ have a correlation of 0.82, 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 IBHJ.

IBHJ has the higher dividend yield at 6.68%, compared with 5.92% for JPHY.

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

Portfolio Optimizer

Find the right allocation for JPHY and IBHJ

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