PortfoliosLab logoPortfoliosLab logo
SJNK vs. AHITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SJNK vs. AHITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and American Funds American High-Income Trust (AHITX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SJNK vs. AHITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
-0.02%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%5.27%
AHITX
American Funds American High-Income Trust
-0.53%8.28%9.45%11.43%-10.38%8.32%7.01%11.86%-1.80%7.30%

Returns By Period

In the year-to-date period, SJNK achieves a -0.02% return, which is significantly higher than AHITX's -0.53% return. Both investments have delivered pretty close results over the past 10 years, with SJNK having a 5.84% annualized return and AHITX not far ahead at 6.12%.


SJNK

1D
0.21%
1M
-0.31%
YTD
-0.02%
6M
0.97%
1Y
6.59%
3Y*
7.86%
5Y*
4.76%
10Y*
5.84%

AHITX

1D
0.62%
1M
-1.61%
YTD
-0.53%
6M
0.64%
1Y
6.32%
3Y*
8.48%
5Y*
4.42%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SJNK vs. AHITX - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is lower than AHITX's 0.69% expense ratio.


Return for Risk

SJNK vs. AHITX — Risk / Return Rank

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

SJNK
SJNK Risk / Return Rank: 7474
Overall Rank
SJNK Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 7272
Sortino Ratio Rank
SJNK Omega Ratio Rank: 8080
Omega Ratio Rank
SJNK Calmar Ratio Rank: 6767
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8484
Martin Ratio Rank

AHITX
AHITX Risk / Return Rank: 8181
Overall Rank
AHITX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AHITX Sortino Ratio Rank: 7777
Sortino Ratio Rank
AHITX Omega Ratio Rank: 8686
Omega Ratio Rank
AHITX Calmar Ratio Rank: 8181
Calmar Ratio Rank
AHITX Martin Ratio Rank: 8383
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.

SJNK vs. AHITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and American Funds American High-Income Trust (AHITX). 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.


SJNKAHITXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.53

-0.26

Sortino ratio

Return per unit of downside risk

1.88

1.99

-0.10

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratio

Return relative to maximum drawdown

1.77

2.03

-0.27

Martin ratio

Return relative to average drawdown

10.05

8.61

+1.44

SJNK vs. AHITX - Sharpe Ratio Comparison

The current SJNK Sharpe Ratio is 1.27, which is comparable to the AHITX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SJNK and AHITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SJNKAHITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.53

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.90

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

1.12

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.42

-0.64

Correlation

The correlation between SJNK and AHITX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SJNK vs. AHITX - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.13%, more than AHITX's 5.86% yield.


TTM20252024202320222021202020192018201720162015
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.13%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%
AHITX
American Funds American High-Income Trust
5.86%6.26%6.25%5.87%4.17%4.27%5.81%6.19%6.31%5.99%5.05%6.92%

Drawdowns

SJNK vs. AHITX - Drawdown Comparison

The maximum SJNK drawdown since its inception was -19.74%, smaller than the maximum AHITX drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for SJNK and AHITX.


Loading graphics...

Drawdown Indicators


SJNKAHITXDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

-34.81%

+15.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-3.38%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-10.18%

-13.93%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

-21.22%

+1.48%

Current Drawdown

Current decline from peak

-0.61%

-1.81%

+1.20%

Average Drawdown

Average peak-to-trough decline

-1.65%

-2.68%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.80%

-0.13%

Volatility

SJNK vs. AHITX - Volatility Comparison

SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a higher volatility of 1.83% compared to American Funds American High-Income Trust (AHITX) at 1.37%. This indicates that SJNK's price experiences larger fluctuations and is considered to be riskier than AHITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SJNKAHITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.37%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

2.35%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.22%

4.30%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

4.93%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

5.48%

+1.01%