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SJB vs. DHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJB vs. DHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short High Yield (SJB) and Dimensional High Yield Equity Fund (DHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SJB achieves a 0.48% return, which is significantly higher than DHY's -8.85% return. Over the past 10 years, SJB has underperformed DHY with an annualized return of -3.84%, while DHY has yielded a comparatively higher 6.12% annualized return.


SJB

1D
-0.20%
1M
-0.13%
YTD
0.48%
6M
0.59%
1Y
-0.45%
3Y*
-2.01%
5Y*
-0.58%
10Y*
-3.84%

DHY

1D
-0.57%
1M
-0.57%
YTD
-8.85%
6M
-10.39%
1Y
-6.76%
3Y*
6.33%
5Y*
1.82%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJB vs. DHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJB
ProShares Short High Yield
0.48%-1.87%-0.84%-5.63%9.57%-6.69%-9.23%-11.42%2.47%-6.17%
DHY
Dimensional High Yield Equity Fund
-8.85%2.19%18.18%24.13%-21.75%16.99%0.10%26.18%-16.10%17.06%

Correlation

The correlation between SJB and DHY is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.33

Correlation (3Y)
Calculated over the trailing 3-year period

-0.28

Correlation (5Y)
Calculated over the trailing 5-year period

-0.39

Correlation (10Y)
Calculated over the trailing 10-year period

-0.37

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

-0.36

The correlation between SJB and DHY shifts across timeframes, from -0.39 (5 years) to -0.28 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SJB vs. DHY — Risk / Return Rank

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

SJB
SJB Risk / Return Rank: 77
Overall Rank
SJB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SJB Sortino Ratio Rank: 77
Sortino Ratio Rank
SJB Omega Ratio Rank: 77
Omega Ratio Rank
SJB Calmar Ratio Rank: 77
Calmar Ratio Rank
SJB Martin Ratio Rank: 88
Martin Ratio Rank

DHY
DHY Risk / Return Rank: 11
Overall Rank
DHY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DHY Sortino Ratio Rank: 11
Sortino Ratio Rank
DHY Omega Ratio Rank: 11
Omega Ratio Rank
DHY Calmar Ratio Rank: 11
Calmar Ratio Rank
DHY Martin Ratio Rank: 11
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.

SJB vs. DHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short High Yield (SJB) and Dimensional High Yield Equity Fund (DHY). 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.


SJBDHYDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

0.98

0.91

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.53

+0.36

Martin ratioReturn relative to average drawdown

-0.31

-1.28

+0.97

SJB vs. DHY - Sharpe Ratio Comparison

The current SJB Sharpe Ratio is -0.12, which is higher than the DHY Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SJB and DHY, 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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Sharpe Ratios by Period


SJBDHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

-0.56

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.12

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

0.34

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.17

-0.77

Drawdowns

SJB vs. DHY - Drawdown Comparison

The maximum SJB drawdown since its inception was -58.06%, smaller than the maximum DHY drawdown of -71.47%. Use the drawdown chart below to compare losses from any high point for SJB and DHY.


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Drawdown Indicators


SJBDHYDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-71.47%

+13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-12.80%

+10.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.54%

-12.80%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-27.23%

+13.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

-41.36%

+6.79%

Current Drawdown

Current decline from peak

-57.51%

-12.03%

-45.48%

Average Drawdown

Average peak-to-trough decline

-42.48%

-12.36%

-30.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

5.28%

-3.83%

Volatility

SJB vs. DHY - Volatility Comparison

The current volatility for ProShares Short High Yield (SJB) is 1.22%, while Dimensional High Yield Equity Fund (DHY) has a volatility of 3.43%. This indicates that SJB experiences smaller price fluctuations and is considered to be less risky than DHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJBDHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

3.43%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

9.99%

-7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

12.14%

-8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

15.37%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

17.98%

-9.46%

SJB vs. DHY - Expense Ratio Comparison

SJB has a 0.95% expense ratio, which is higher than DHY's 0.04% expense ratio.


Dividends

SJB vs. DHY - Dividend Comparison

SJB's dividend yield for the trailing twelve months is around 3.44%, less than DHY's 10.63% yield.


PositionTTM20252024202320222021202020192018201720162015
DHY
Dimensional High Yield Equity Fund
10.63%9.30%8.69%9.39%10.57%7.61%8.68%9.02%11.20%9.40%10.52%12.63%
SJB
ProShares Short High Yield
3.44%3.86%5.86%4.10%0.46%0.00%0.07%1.27%0.71%0.00%0.00%0.00%

Frequently Asked Questions


SJB and DHY have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHY has higher volatility (3.43%) compared to SJB (1.22%). In terms of maximum drawdown, SJB dropped -58.06% vs DHY's -71.47%.

SJB currently has the higher Sharpe Ratio (-0.12 vs -0.56), 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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