PCHI vs. MYHA

Last updated Aug 2, 2026

PCHI (Polen High Income ETF) and MYHA (State Street My2027 High Yield Corporate Bond ETF) are both High Yield Bonds funds. Both are actively managed. Their 0.55 correlation means they have sometimes moved together and sometimes differently. PCHI charges 0.56%/yr vs 0.39%/yr for MYHA.

Performance

PCHI vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen High Income ETF (PCHI) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PCHI

• 1D: 0.12%
• 1M: -0.70%
• 6M: -0.16%
• YTD: 0.68%
• 1Y: 3.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.34%

MYHA

• 1D: 0.06%
• 1M: 0.19%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MYHA State Street My2027 High Yield Corporate Bond ETF	$598.17	$732.34	$5.19K
PCHI Polen High Income ETF	$47.45K	$156.37K	$145.02K

PCHI vs. MYHA - Yearly Performance Comparison

	2026 (YTD)
PCHI Polen High Income ETF	-0.01%
MYHA State Street My2027 High Yield Corporate Bond ETF	1.65%

Correlation

The correlation between PCHI and MYHA is 0.55, 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 Feb 26, 2026	0.55

Return for Risk

PCHI vs. MYHA — Risk / Return Rank

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

PCHI

PCHI Risk / Return Rank: 21
PCHI Sharpe Ratio Rank: 18
PCHI Sortino Ratio Rank: 17
PCHI Omega Ratio Rank: 24
PCHI Calmar Ratio Rank: 20
PCHI Martin Ratio Rank: 29

MYHA

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.

PCHI vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen High Income ETF (PCHI) and State Street My2027 High Yield Corporate Bond ETF (MYHA). 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.

	PCHI	MYHA	Difference
Sharpe ratio: Return per unit of total volatility	0.31	—	—
Sortino ratio: Return per unit of downside risk	0.51	—	—
Omega ratio: Gain probability vs. loss probability	1.11	—	—
Calmar ratio: Return relative to maximum drawdown	0.48	—	—
Martin ratio: Return relative to average drawdown	2.54	—	—

Drawdowns

PCHI vs. MYHA - Drawdown Comparison

The maximum PCHI drawdown since its inception was -6.41%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for PCHI and MYHA.

Drawdown Indicators

	PCHI	MYHA	Difference
Max Drawdown Largest peak-to-trough decline	-6.41%	-0.69%	-5.72%
Max Drawdown (1Y) Largest decline over 1 year	-6.41%	—	—
Current Drawdown Current decline from peak	-2.74%	0.00%	-2.74%
Average Drawdown Average peak-to-trough decline	-0.89%	-0.10%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	—	—

Volatility

Volatility by Period

	PCHI	MYHA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	1.73%	+8.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.39%	1.73%	+7.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.39%	1.73%	+7.66%

PCHI vs. MYHA - Expense Ratio Comparison

PCHI has a 0.56% expense ratio, which is higher than MYHA's 0.39% expense ratio.

Dividends

PCHI vs. MYHA - Dividend Comparison

PCHI's dividend yield for the trailing twelve months is around 7.95%, more than MYHA's 2.06% yield.

Position	TTM	2025
MYHA State Street My2027 High Yield Corporate Bond ETF	2.06%	0.00%
PCHI Polen High Income ETF	7.95%	5.62%

Frequently Asked Questions

Can I hold both PCHI and MYHA in my portfolio?

PCHI and MYHA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCHI or MYHA?

On fees, MYHA is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCHI or MYHA?

MYHA is cheaper with a 0.39% expense ratio, compared with 0.56% for PCHI.

Which ETF pays a higher dividend yield, PCHI or MYHA?

PCHI has the higher dividend yield at 7.95%, compared with 2.06% for MYHA.

What is the main difference between PCHI and MYHA?

They also come from different issuers: Polen and State Street. Their fees differ too: 0.56% for PCHI and 0.39% for MYHA.