PortfoliosLab logoPortfoliosLab logo
MHY vs. SPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MHY vs. SPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Man Active High Yield ETF (MHY) and SPDR Portfolio High Yield Bond ETF (SPHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MHY achieves a 2.83% return, which is significantly higher than SPHY's 1.24% return.


MHY

1D
0.01%
1M
0.39%
YTD
2.83%
6M
3.41%
1Y
3Y*
5Y*
10Y*

SPHY

1D
-0.39%
1M
0.03%
YTD
1.24%
6M
1.59%
1Y
6.89%
3Y*
8.82%
5Y*
4.33%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MHY vs. SPHY - Yearly Performance Comparison


2026 (YTD)2025
MHY
Man Active High Yield ETF
2.83%1.74%
SPHY
SPDR Portfolio High Yield Bond ETF
1.24%1.26%

Correlation

The correlation between MHY and SPHY is 0.80, 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 Sep 19, 2025

0.80

Compare stocks, funds, or ETFs

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


Return for Risk

MHY vs. SPHY — Risk / Return Rank

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

MHY

SPHY
SPHY Risk / Return Rank: 6262
Overall Rank
SPHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6262
Omega Ratio Rank
SPHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7070
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.

MHY vs. SPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Man Active High Yield ETF (MHY) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.

MHY vs. SPHY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MHYSPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

2.23

0.63

+1.59

Drawdowns

MHY vs. SPHY - Drawdown Comparison

The maximum MHY drawdown since its inception was -1.58%, smaller than the maximum SPHY drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for MHY and SPHY.


Loading charts...

Drawdown Indicators


MHYSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-1.58%

-21.97%

+20.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-0.23%

-0.52%

+0.29%

Average Drawdown

Average peak-to-trough decline

-0.31%

-2.29%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

MHY vs. SPHY - Volatility Comparison


Loading charts...

Volatility by Period


MHYSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

3.69%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

7.17%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

7.89%

-4.93%

MHY vs. SPHY - Expense Ratio Comparison

MHY has a 0.69% expense ratio, which is higher than SPHY's 0.05% expense ratio.


Dividends

MHY vs. SPHY - Dividend Comparison

MHY's dividend yield for the trailing twelve months is around 3.60%, less than SPHY's 7.29% yield.


PositionTTM20252024202320222021202020192018201720162015
MHY
Man Active High Yield ETF
3.60%3.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.29%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


MHY and SPHY have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPHY is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.69% for MHY.

SPHY has the higher dividend yield at 7.29%, compared with 3.60% for MHY.

They also come from different issuers: Man Group and State Street. Their fees differ too: 0.69% for MHY and 0.05% for SPHY.

Portfolio Optimizer

Find the right allocation for MHY and SPHY

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

Open Portfolio Optimizer