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OHYFX vs. HYDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OHYFX vs. HYDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Fund (OHYFX) and iShares High Yield Bond Factor ETF (HYDB). The values are adjusted to include any dividend payments, if applicable.

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OHYFX vs. HYDB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OHYFX
JPMorgan High Yield Fund
-0.68%8.37%8.64%11.80%-10.32%6.76%2.85%13.47%-2.84%2.38%
HYDB
iShares High Yield Bond Factor ETF
-0.40%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%

Returns By Period

In the year-to-date period, OHYFX achieves a -0.68% return, which is significantly lower than HYDB's -0.40% return.


OHYFX

1D
0.47%
1M
-1.22%
YTD
-0.68%
6M
0.92%
1Y
6.48%
3Y*
8.31%
5Y*
4.13%
10Y*
5.34%

HYDB

1D
0.24%
1M
-1.25%
YTD
-0.40%
6M
0.62%
1Y
6.18%
3Y*
8.91%
5Y*
4.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OHYFX vs. HYDB - Expense Ratio Comparison

OHYFX has a 0.65% expense ratio, which is higher than HYDB's 0.35% expense ratio.


Return for Risk

OHYFX vs. HYDB — Risk / Return Rank

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

OHYFX
OHYFX Risk / Return Rank: 9292
Overall Rank
OHYFX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
OHYFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
OHYFX Omega Ratio Rank: 9595
Omega Ratio Rank
OHYFX Calmar Ratio Rank: 8888
Calmar Ratio Rank
OHYFX Martin Ratio Rank: 9292
Martin Ratio Rank

HYDB
HYDB Risk / Return Rank: 5757
Overall Rank
HYDB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYDB Omega Ratio Rank: 6565
Omega Ratio Rank
HYDB Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6060
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.

OHYFX vs. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Fund (OHYFX) and iShares High Yield Bond Factor ETF (HYDB). 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.


OHYFXHYDBDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.05

+1.08

Sortino ratio

Return per unit of downside risk

2.88

1.51

+1.38

Omega ratio

Gain probability vs. loss probability

1.52

1.25

+0.27

Calmar ratio

Return relative to maximum drawdown

2.47

1.30

+1.16

Martin ratio

Return relative to average drawdown

11.74

6.28

+5.46

OHYFX vs. HYDB - Sharpe Ratio Comparison

The current OHYFX Sharpe Ratio is 2.13, which is higher than the HYDB Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of OHYFX and HYDB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OHYFXHYDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.05

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.65

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.69

+0.55

Correlation

The correlation between OHYFX and HYDB 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

OHYFX vs. HYDB - Dividend Comparison

OHYFX's dividend yield for the trailing twelve months is around 6.04%, less than HYDB's 7.20% yield.


TTM20252024202320222021202020192018201720162015
OHYFX
JPMorgan High Yield Fund
6.04%6.46%7.18%6.46%6.02%4.74%4.63%5.75%6.19%5.67%5.51%6.23%
HYDB
iShares High Yield Bond Factor ETF
7.20%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%

Drawdowns

OHYFX vs. HYDB - Drawdown Comparison

The maximum OHYFX drawdown since its inception was -29.34%, which is greater than HYDB's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for OHYFX and HYDB.


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Drawdown Indicators


OHYFXHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-29.34%

-21.58%

-7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-4.84%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.77%

-14.28%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.27%

Current Drawdown

Current decline from peak

-1.49%

-1.56%

+0.07%

Average Drawdown

Average peak-to-trough decline

-2.46%

-2.43%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

1.00%

-0.45%

Volatility

OHYFX vs. HYDB - Volatility Comparison

The current volatility for JPMorgan High Yield Fund (OHYFX) is 1.42%, while iShares High Yield Bond Factor ETF (HYDB) has a volatility of 2.23%. This indicates that OHYFX experiences smaller price fluctuations and is considered to be less risky than HYDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OHYFXHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

2.23%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

2.92%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

5.89%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

7.02%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

7.82%

-2.25%