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SJNK vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJNK vs. BBHY - Performance Comparison

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

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Returns By Period

In the year-to-date period, SJNK achieves a 1.88% return, which is significantly lower than BBHY's 2.18% return.


SJNK

1D
-0.08%
1M
0.35%
6M
1.36%
YTD
1.88%
1Y
5.32%
3Y*
7.74%
5Y*
4.82%
10Y*
5.31%

BBHY

1D
-0.09%
1M
0.47%
6M
1.59%
YTD
2.18%
1Y
6.18%
3Y*
8.23%
5Y*
4.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJNK vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
1.88%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%5.27%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
2.18%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Correlation

The correlation between SJNK and BBHY is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.85

The correlation between SJNK and BBHY shifts across timeframes, from 0.85 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SJNK vs. BBHY — Risk / Return Rank

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

SJNK
SJNK Risk / Return Rank: 7373
Overall Rank
SJNK Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 7171
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6969
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7676
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8484
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7272
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


SJNKBBHYDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.09

2.61

+0.47

Martin ratioReturn relative to average drawdown

13.34

11.74

+1.60

SJNK vs. BBHY - Sharpe Ratio Comparison

The current SJNK Sharpe Ratio is 1.67, which is comparable to the BBHY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SJNK and BBHY, 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

SJNK vs. BBHY - Drawdown Comparison

The maximum SJNK drawdown since its inception was -19.74%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for SJNK and BBHY.


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Drawdown Indicators


SJNKBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

-24.98%

+5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-2.37%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.77%

-5.00%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-10.18%

-15.32%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-0.20%

-0.20%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.62%

-2.34%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.53%

-0.13%

Volatility

SJNK vs. BBHY - Volatility Comparison

The current volatility for SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) is 0.57%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 0.73%. This indicates that SJNK experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJNKBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.73%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.96%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

3.61%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

7.27%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

7.49%

-1.05%

SJNK vs. BBHY - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

SJNK vs. BBHY - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.02%, which matches BBHY's 7.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.09%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
7.02%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


With a correlation of 0.95, SJNK and BBHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBHY has higher volatility (0.73%) compared to SJNK (0.57%). In terms of maximum drawdown, SJNK dropped -19.74% vs BBHY's -24.98%.

On 5-year performance, SJNK leads with 4.82% vs 4.01% for BBHY. On fees, BBHY is cheaper at 0.15% per year. On volatility, SJNK has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SJNK has performed better with a 4.82% return vs 4.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.40% for SJNK.

BBHY has the higher dividend yield at 7.09%, compared with 7.02% for SJNK.

SJNK tracks Bloomberg U.S. High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.40% for SJNK and 0.15% for BBHY.

BBHY currently has the higher Sharpe Ratio (1.72 vs 1.67), 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.

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