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PTBD vs. JPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTBD vs. JPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Bond ETF (PTBD) and JPMorgan High Yield Research Enhanced ETF (JPHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTBD achieves a 0.89% return, which is significantly lower than JPHY's 2.06% return.


PTBD

1D
0.10%
1M
0.42%
YTD
0.89%
6M
0.97%
1Y
3.46%
3Y*
5.04%
5Y*
-1.56%
10Y*

JPHY

1D
-0.01%
1M
0.35%
YTD
2.06%
6M
2.42%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTBD vs. JPHY - Yearly Performance Comparison


Correlation

The correlation between PTBD and JPHY is 0.71, 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 Jun 26, 2025

0.71

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Return for Risk

PTBD vs. JPHY — Risk / Return Rank

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

PTBD
PTBD Risk / Return Rank: 2626
Overall Rank
PTBD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PTBD Sortino Ratio Rank: 2525
Sortino Ratio Rank
PTBD Omega Ratio Rank: 2525
Omega Ratio Rank
PTBD Calmar Ratio Rank: 2424
Calmar Ratio Rank
PTBD Martin Ratio Rank: 3030
Martin Ratio Rank

JPHY
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.

PTBD vs. JPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Bond ETF (PTBD) and JPMorgan High Yield Research Enhanced ETF (JPHY). 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.


PTBDJPHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

4.22

PTBD vs. JPHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PTBDJPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.16

-2.05

Drawdowns

PTBD vs. JPHY - Drawdown Comparison

The maximum PTBD drawdown since its inception was -26.00%, which is greater than JPHY's maximum drawdown of -1.65%. Use the drawdown chart below to compare losses from any high point for PTBD and JPHY.


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Drawdown Indicators


PTBDJPHYDifference

Max Drawdown

Largest peak-to-trough decline

-26.00%

-1.65%

-24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

Current Drawdown

Current decline from peak

-8.96%

-0.10%

-8.86%

Average Drawdown

Average peak-to-trough decline

-10.16%

-0.21%

-9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

PTBD vs. JPHY - Volatility Comparison


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Volatility by Period


PTBDJPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

3.04%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

3.04%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

3.04%

+4.76%

PTBD vs. JPHY - Expense Ratio Comparison

PTBD has a 0.60% expense ratio, which is higher than JPHY's 0.24% expense ratio.


Dividends

PTBD vs. JPHY - Dividend Comparison

PTBD's dividend yield for the trailing twelve months is around 5.88%, which matches JPHY's 5.92% yield.


PositionTTM2025202420232022202120202019
JPHY
JPMorgan High Yield Research Enhanced ETF
5.92%3.32%0.00%0.00%0.00%0.00%0.00%0.00%
PTBD
Pacer Trendpilot US Bond ETF
5.88%5.62%6.56%6.55%6.14%2.70%2.50%0.62%

Frequently Asked Questions


PTBD and JPHY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPHY is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPHY is cheaper with a 0.24% expense ratio, compared with 0.60% for PTBD.

JPHY has the higher dividend yield at 5.92%, compared with 5.88% for PTBD.

They also come from different issuers: Pacer and JPMorgan. Their fees differ too: 0.60% for PTBD and 0.24% for JPHY.

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