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SIHY vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIHY vs. MYHA - Performance Comparison

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

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Returns By Period


SIHY

1D
-0.11%
1M
0.56%
6M
1.80%
YTD
2.53%
1Y
7.12%
3Y*
9.00%
5Y*
10Y*

MYHA

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

SIHY vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between SIHY and MYHA is 0.76, 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 Feb 26, 2026

0.76

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Return for Risk

SIHY vs. MYHA — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6969
Overall Rank
SIHY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 7777
Sortino Ratio Rank
SIHY Omega Ratio Rank: 7373
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6969
Martin Ratio Rank

MYHA

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

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.

SIHY vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) 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.


SIHYMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.26

Martin ratioReturn relative to average drawdown

9.41

SIHY vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

SIHY vs. MYHA - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for SIHY and MYHA.


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Drawdown Indicators


SIHYMYHADifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-0.69%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-2.71%

-0.11%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

SIHY vs. MYHA - Volatility Comparison


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Volatility by Period


SIHYMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

1.80%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

1.80%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

1.80%

+5.70%

SIHY vs. MYHA - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than MYHA's 0.39% expense ratio.


Dividends

SIHY vs. MYHA - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.13%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%
SIHY
Harbor Scientific Alpha High-Yield ETF
7.13%7.61%7.54%7.06%6.31%1.30%

Frequently Asked Questions


SIHY and MYHA have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

MYHA is cheaper with a 0.39% expense ratio, compared with 0.48% for SIHY.

SIHY has the higher dividend yield at 7.13%, compared with 2.06% for MYHA.

They also come from different issuers: Harbor and State Street. Their fees differ too: 0.48% for SIHY and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for SIHY and MYHA

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