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NJNK vs. CRUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NJNK vs. CRUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. High Yield ETF (NJNK) and Columbia Core Bond ETF (CRUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NJNK

1D
0.13%
1M
-0.45%
6M
1.51%
YTD
1.60%
1Y
5.36%
3Y*
5Y*
10Y*
ALL TIME*
5.96%

CRUX

1D
-0.15%
1M
-1.14%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.96M$11.06M$8.56M
$34.41K$52.42K$194.41K

NJNK vs. CRUX - Yearly Performance Comparison


Correlation

The correlation between NJNK and CRUX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.68

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Return for Risk

NJNK vs. CRUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NJNK
NJNK Risk / Return Rank: 5959
Overall Rank
NJNK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NJNK Sortino Ratio Rank: 5959
Sortino Ratio Rank
NJNK Omega Ratio Rank: 5656
Omega Ratio Rank
NJNK Calmar Ratio Rank: 5757
Calmar Ratio Rank
NJNK Martin Ratio Rank: 6767
Martin Ratio Rank

CRUX

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NJNK vs. CRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. High Yield ETF (NJNK) and Columbia Core Bond ETF (CRUX). 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.


NJNKCRUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

8.24

NJNK vs. CRUX - Sharpe Ratio Comparison


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Drawdowns

NJNK vs. CRUX - Drawdown Comparison

The maximum NJNK drawdown since its inception was -4.48%, which is greater than CRUX's maximum drawdown of -1.85%. Use the drawdown chart below to compare losses from any high point for NJNK and CRUX.


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Drawdown Indicators


NJNKCRUXDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-1.85%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

Current Drawdown

Current decline from peak

-0.52%

-1.70%

+1.18%

Average Drawdown

Average peak-to-trough decline

-0.48%

-0.69%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

NJNK vs. CRUX - Volatility Comparison


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Volatility by Period


NJNKCRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

3.93%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

3.93%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

3.93%

+0.75%

NJNK vs. CRUX - Expense Ratio Comparison

NJNK has a 0.46% expense ratio, which is higher than CRUX's 0.32% expense ratio.


Dividends

NJNK vs. CRUX - Dividend Comparison

NJNK's dividend yield for the trailing twelve months is around 6.41%, more than CRUX's 1.41% yield.


PositionTTM20252024
CRUX
Columbia Core Bond ETF
1.41%0.00%0.00%
NJNK
Columbia U.S. High Yield ETF
5.85%6.34%2.05%

Frequently Asked Questions


NJNK and CRUX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRUX is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRUX is cheaper with a 0.32% expense ratio, compared with 0.46% for NJNK.

NJNK has the higher dividend yield at 5.85%, compared with 1.41% for CRUX.

NJNK is categorized as High Yield Bonds, while CRUX is Intermediate Core Bond. Their fees differ too: 0.46% for NJNK and 0.32% for CRUX.

Portfolio Optimizer

Find the right allocation for NJNK and CRUX

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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