PortfoliosLab logoPortfoliosLab logo
JPHY vs. PSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPHY vs. PSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) and PGIM Short Duration High Yield ETF (PSH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JPHY vs. PSH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JPHY achieves a 0.38% return, which is significantly lower than PSH's 0.76% return.


JPHY

1D
0.22%
1M
-0.10%
YTD
0.38%
6M
1.54%
1Y
3Y*
5Y*
10Y*

PSH

1D
0.35%
1M
0.20%
YTD
0.76%
6M
1.82%
1Y
6.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPHY vs. PSH - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than PSH's 0.45% expense ratio.


Return for Risk

JPHY vs. PSH — Risk / Return Rank

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

JPHY

PSH
PSH Risk / Return Rank: 8585
Overall Rank
PSH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PSH Sortino Ratio Rank: 8888
Sortino Ratio Rank
PSH Omega Ratio Rank: 9090
Omega Ratio Rank
PSH Calmar Ratio Rank: 7979
Calmar Ratio Rank
PSH Martin Ratio Rank: 8686
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. PSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) and PGIM Short Duration High Yield ETF (PSH). 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. PSH - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JPHYPSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

2.20

-0.33

Correlation

The correlation between JPHY and PSH is 0.65, 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. PSH - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 4.91%, less than PSH's 6.98% yield.


Drawdowns

JPHY vs. PSH - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum PSH drawdown of -3.06%. Use the drawdown chart below to compare losses from any high point for JPHY and PSH.


Loading graphics...

Drawdown Indicators


JPHYPSHDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-3.06%

+1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.27%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

JPHY vs. PSH - Volatility Comparison


Loading graphics...

Volatility by Period


JPHYPSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

3.94%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

3.30%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

3.30%

-0.21%