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SJNK vs. DIAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJNK vs. DIAL - 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 Columbia Diversified Fixed Income Allocation ETF (DIAL). 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 1.65% return, which is significantly higher than DIAL's 1.30% return.


SJNK

1D
0.08%
1M
0.21%
YTD
1.65%
6M
1.65%
1Y
5.61%
3Y*
8.31%
5Y*
4.76%
10Y*
5.65%

DIAL

1D
0.05%
1M
0.58%
YTD
1.30%
6M
0.88%
1Y
5.50%
3Y*
5.93%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJNK vs. DIAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJNK
SPDR Bloomberg Short Term High Yield Bond ETF
1.65%7.68%8.24%11.63%-5.50%5.06%5.82%9.49%-0.27%0.16%
DIAL
Columbia Diversified Fixed Income Allocation ETF
1.30%9.93%1.69%8.54%-16.13%-1.14%9.08%14.05%-1.98%0.15%

Correlation

The correlation between SJNK and DIAL is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.75

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2017

0.53

Over the past year, SJNK and DIAL have become more correlated (0.74) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

SJNK vs. DIAL — Risk / Return Rank

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

SJNK
SJNK Risk / Return Rank: 7070
Overall Rank
SJNK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 6767
Sortino Ratio Rank
SJNK Omega Ratio Rank: 6565
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7474
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8181
Martin Ratio Rank

DIAL
DIAL Risk / Return Rank: 4141
Overall Rank
DIAL Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 4343
Sortino Ratio Rank
DIAL Omega Ratio Rank: 4040
Omega Ratio Rank
DIAL Calmar Ratio Rank: 3636
Calmar Ratio Rank
DIAL Martin Ratio Rank: 4343
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. DIAL - 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 Columbia Diversified Fixed Income Allocation ETF (DIAL). 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.


SJNKDIALDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratioReturn relative to maximum drawdown

3.26

1.65

+1.60

Martin ratioReturn relative to average drawdown

13.99

6.28

+7.71

SJNK vs. DIAL - Sharpe Ratio Comparison

The current SJNK Sharpe Ratio is 1.74, which is higher than the DIAL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SJNK and DIAL, 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. DIAL - Drawdown Comparison

The maximum SJNK drawdown since its inception was -19.74%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SJNK and DIAL.


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Drawdown Indicators


SJNKDIALDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

-22.19%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-3.34%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.77%

-7.01%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-10.18%

-22.19%

+12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-0.16%

-0.47%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.63%

-5.51%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.88%

-0.48%

Volatility

SJNK vs. DIAL - Volatility Comparison

The current volatility for SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) is 0.85%, while Columbia Diversified Fixed Income Allocation ETF (DIAL) has a volatility of 1.33%. This indicates that SJNK experiences smaller price fluctuations and is considered to be less risky than DIAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJNKDIALDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.33%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

3.39%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

4.14%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

7.05%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

7.02%

-0.55%

SJNK vs. DIAL - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is higher than DIAL's 0.29% expense ratio.


Dividends

SJNK vs. DIAL - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.00%, more than DIAL's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DIAL
Columbia Diversified Fixed Income Allocation ETF
5.03%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%0.00%0.00%
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


SJNK and DIAL have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIAL has higher volatility (1.33%) compared to SJNK (0.85%). In terms of maximum drawdown, SJNK dropped -19.74% vs DIAL's -22.19%.

On 5-year performance, SJNK leads with 4.76% vs 0.71% for DIAL. On fees, DIAL is cheaper at 0.29% per year. On volatility, SJNK has been the lower-risk option at 0.85%. 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 4.76% return vs 0.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIAL is cheaper with a 0.29% expense ratio, compared with 0.40% for SJNK.

SJNK has the higher dividend yield at 7.00%, compared with 5.03% for DIAL.

SJNK is categorized as High Yield Bonds, while DIAL is Multisector Bonds. SJNK tracks Bloomberg U.S. High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index, while DIAL tracks Bloomberg Beta Advantage Multi-Sector Bond Index. They also come from different issuers: State Street and Ameriprise Financial. Their fees differ too: 0.40% for SJNK and 0.29% for DIAL.

SJNK currently has the higher Sharpe Ratio (1.74 vs 1.33), 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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