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NHYB vs. PHYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NHYB vs. PHYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen High Yield Corporate Bond ETF (NHYB) and Putnam ESG High Yield ETF - (PHYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NHYB achieves a 1.99% return, which is significantly lower than PHYD's 2.32% return.


NHYB

1D
0.04%
1M
0.33%
YTD
1.99%
6M
1.95%
1Y
3Y*
5Y*
10Y*

PHYD

1D
0.17%
1M
-0.58%
YTD
2.32%
6M
2.38%
1Y
6.47%
3Y*
8.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHYB vs. PHYD - Yearly Performance Comparison


2026 (YTD)2025
NHYB
Nuveen High Yield Corporate Bond ETF
1.99%1.24%
PHYD
Putnam ESG High Yield ETF -
2.32%1.95%

Correlation

The correlation between NHYB and PHYD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.76

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Return for Risk

NHYB vs. PHYD — Risk / Return Rank

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

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


PHYD
PHYD Risk / Return Rank: 8585
Overall Rank
PHYD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PHYD Sortino Ratio Rank: 9090
Sortino Ratio Rank
PHYD Omega Ratio Rank: 8787
Omega Ratio Rank
PHYD Calmar Ratio Rank: 8080
Calmar Ratio Rank
PHYD Martin Ratio Rank: 8484
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.

NHYB vs. PHYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen High Yield Corporate Bond ETF (NHYB) and Putnam ESG High Yield ETF - (PHYD). 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.


NHYBPHYDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.66

Martin ratioReturn relative to average drawdown

14.79

NHYB vs. PHYD - Sharpe Ratio Comparison


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Drawdowns

NHYB vs. PHYD - Drawdown Comparison

The maximum NHYB drawdown since its inception was -2.40%, smaller than the maximum PHYD drawdown of -4.33%. Use the drawdown chart below to compare losses from any high point for NHYB and PHYD.


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Drawdown Indicators


NHYBPHYDDifference

Max Drawdown

Largest peak-to-trough decline

-2.40%

-4.33%

+1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.14%

Current Drawdown

Current decline from peak

-0.12%

-0.79%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.36%

-0.62%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

NHYB vs. PHYD - Volatility Comparison


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Volatility by Period


NHYBPHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

3.36%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

4.58%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.61%

4.58%

-0.97%

NHYB vs. PHYD - Expense Ratio Comparison

NHYB has a 0.08% expense ratio, which is lower than PHYD's 0.55% expense ratio.


Dividends

NHYB vs. PHYD - Dividend Comparison

NHYB's dividend yield for the trailing twelve months is around 4.24%, less than PHYD's 8.52% yield.


PositionTTM202520242023
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%0.00%0.00%
PHYD
Putnam ESG High Yield ETF -
8.52%6.63%6.80%6.15%

Frequently Asked Questions


NHYB and PHYD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.55% for PHYD.

PHYD has the higher dividend yield at 8.52%, compared with 4.24% for NHYB.

They also come from different issuers: Nuveen and Putnam. Their fees differ too: 0.08% for NHYB and 0.55% for PHYD.

Portfolio Optimizer

Find the right allocation for NHYB and PHYD

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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