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RGHYX vs. SJNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGHYX vs. SJNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC BlueBay High Yield Bond Fund (RGHYX) and SPDR Bloomberg Short Term High Yield Bond ETF (SJNK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RGHYX achieves a 1.70% return, which is significantly lower than SJNK's 2.14% return. Over the past 10 years, RGHYX has outperformed SJNK with an annualized return of 5.87%, while SJNK has yielded a comparatively lower 5.29% annualized return.


RGHYX

1D
0.35%
1M
-0.16%
6M
0.90%
YTD
1.70%
1Y
5.12%
3Y*
8.28%
5Y*
4.47%
10Y*
5.87%
ALL TIME*
6.07%

SJNK

1D
0.28%
1M
0.21%
6M
1.70%
YTD
2.14%
1Y
4.99%
3Y*
7.95%
5Y*
4.92%
10Y*
5.29%
ALL TIME*
4.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$82.43M$64.40M$60.77M

RGHYX vs. SJNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGHYX
RBC BlueBay High Yield Bond Fund
1.70%9.02%7.14%12.88%-8.48%3.72%9.65%15.83%-0.73%6.72%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
2.14%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%5.27%

Correlation

The correlation between RGHYX and SJNK is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (10Y)
Provides a long-term view across more market conditions.

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2012

0.59

The correlation between RGHYX and SJNK shifts across timeframes, from 0.59 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RGHYX vs. SJNK — Risk / Return Rank

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

RGHYX
RGHYX Risk / Return Rank: 7373
Overall Rank
RGHYX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RGHYX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RGHYX Omega Ratio Rank: 8585
Omega Ratio Rank
RGHYX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RGHYX Martin Ratio Rank: 6565
Martin Ratio Rank

SJNK
SJNK Risk / Return Rank: 6767
Overall Rank
SJNK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6464
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6161
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7474
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8181
Martin Ratio Rank
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.

RGHYX vs. SJNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay High Yield Bond Fund (RGHYX) and SPDR Bloomberg Short Term High Yield Bond ETF (SJNK). 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.


RGHYXSJNKDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratioReturn relative to maximum drawdown

2.03

2.90

-0.86

Martin ratioReturn relative to average drawdown

9.11

12.06

-2.95

RGHYX vs. SJNK - Sharpe Ratio Comparison

The current RGHYX Sharpe Ratio is 2.01, which is comparable to the SJNK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RGHYX and SJNK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RGHYX vs. SJNK - Drawdown Comparison

The maximum RGHYX drawdown since its inception was -17.38%, smaller than the maximum SJNK drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for RGHYX and SJNK.


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Drawdown Indicators


RGHYXSJNKDifference

Max Drawdown

Largest peak-to-trough decline

-17.38%

-19.74%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-1.73%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.01%

-4.77%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-10.18%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-17.38%

-19.74%

+2.36%

Current Drawdown

Current decline from peak

-0.36%

0.00%

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.46%

-1.62%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.41%

+0.18%

Volatility

RGHYX vs. SJNK - Volatility Comparison

RBC BlueBay High Yield Bond Fund (RGHYX) and SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) have volatilities of 0.74% and 0.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGHYXSJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.74%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

2.59%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

3.24%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

5.84%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

6.44%

-1.79%

RGHYX vs. SJNK - Expense Ratio Comparison

RGHYX has a 0.57% expense ratio, which is higher than SJNK's 0.40% expense ratio.


Dividends

RGHYX vs. SJNK - Dividend Comparison

RGHYX's dividend yield for the trailing twelve months is around 6.28%, less than SJNK's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
RGHYX
RBC BlueBay High Yield Bond Fund
6.28%6.68%6.91%6.22%6.04%5.29%5.54%4.88%6.79%3.88%4.44%4.38%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
7.00%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%

Frequently Asked Questions


RGHYX and SJNK 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.

SJNK has higher volatility (0.74%) compared to RGHYX (0.74%). In terms of maximum drawdown, RGHYX dropped -17.38% vs SJNK's -19.74%.

RGHYX currently has the higher Sharpe Ratio (2.01 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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