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SJNK vs. HIGH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SJNK vs. HIGH - 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 Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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SJNK vs. HIGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
-0.23%7.68%8.24%11.63%0.44%
HIGH
Simplify Enhanced Income ETF
-2.89%4.35%1.52%7.70%0.27%

Returns By Period

In the year-to-date period, SJNK achieves a -0.23% return, which is significantly higher than HIGH's -2.89% return.


SJNK

1D
0.77%
1M
-0.50%
YTD
-0.23%
6M
0.95%
1Y
6.54%
3Y*
7.78%
5Y*
4.72%
10Y*
5.82%

HIGH

1D
-0.12%
1M
-0.90%
YTD
-2.89%
6M
-4.38%
1Y
4.90%
3Y*
2.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SJNK vs. HIGH - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is lower than HIGH's 0.51% expense ratio.


Return for Risk

SJNK vs. HIGH — Risk / Return Rank

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

SJNK
SJNK Risk / Return Rank: 7878
Overall Rank
SJNK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SJNK Sortino Ratio Rank: 7676
Sortino Ratio Rank
SJNK Omega Ratio Rank: 8383
Omega Ratio Rank
SJNK Calmar Ratio Rank: 7171
Calmar Ratio Rank
SJNK Martin Ratio Rank: 8787
Martin Ratio Rank

HIGH
HIGH Risk / Return Rank: 2323
Overall Rank
HIGH Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 2626
Sortino Ratio Rank
HIGH Omega Ratio Rank: 2626
Omega Ratio Rank
HIGH Calmar Ratio Rank: 2525
Calmar Ratio Rank
HIGH Martin Ratio Rank: 1919
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. HIGH - 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 Simplify Enhanced Income ETF (HIGH). 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.


SJNKHIGHDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.30

+0.96

Sortino ratio

Return per unit of downside risk

1.87

0.71

+1.16

Omega ratio

Gain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratio

Return relative to maximum drawdown

1.73

0.51

+1.22

Martin ratio

Return relative to average drawdown

9.87

0.85

+9.02

SJNK vs. HIGH - Sharpe Ratio Comparison

The current SJNK Sharpe Ratio is 1.26, which is higher than the HIGH Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SJNK and HIGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SJNKHIGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.30

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.32

+0.46

Correlation

The correlation between SJNK and HIGH is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SJNK vs. HIGH - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.14%, less than HIGH's 8.15% yield.


TTM20252024202320222021202020192018201720162015
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.14%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%
HIGH
Simplify Enhanced Income ETF
8.15%7.71%8.34%9.40%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SJNK vs. HIGH - Drawdown Comparison

The maximum SJNK drawdown since its inception was -19.74%, which is greater than HIGH's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for SJNK and HIGH.


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Drawdown Indicators


SJNKHIGHDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

-9.50%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-9.50%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-0.82%

-9.46%

+8.64%

Average Drawdown

Average peak-to-trough decline

-1.65%

-2.07%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

5.71%

-5.04%

Volatility

SJNK vs. HIGH - Volatility Comparison

SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a higher volatility of 1.83% compared to Simplify Enhanced Income ETF (HIGH) at 0.57%. This indicates that SJNK's price experiences larger fluctuations and is considered to be riskier than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJNKHIGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

0.57%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

5.32%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

16.32%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

9.75%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

9.75%

-3.26%