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SPHY vs. FFRHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPHY achieves a 1.85% return, which is significantly higher than FFRHX's 1.60% return. Over the past 10 years, SPHY has outperformed FFRHX with an annualized return of 5.21%, while FFRHX has yielded a comparatively lower 4.90% annualized return.


SPHY

1D
0.04%
1M
1.11%
YTD
1.85%
6M
2.41%
1Y
7.35%
3Y*
8.90%
5Y*
4.36%
10Y*
5.21%

FFRHX

1D
-0.11%
1M
-0.00%
YTD
1.60%
6M
1.98%
1Y
5.89%
3Y*
7.24%
5Y*
5.35%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. FFRHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHY
SPDR Portfolio High Yield Bond ETF
1.85%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%
FFRHX
Fidelity Floating Rate High Income Fund
1.60%5.47%7.10%12.63%-1.55%5.01%1.69%8.63%0.10%3.91%

Correlation

The correlation between SPHY and FFRHX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2012

0.23

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Return for Risk

SPHY vs. FFRHX — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 7373
Overall Rank
SPHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7575
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7979
Martin Ratio Rank

FFRHX
FFRHX Risk / Return Rank: 9494
Overall Rank
FFRHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9797
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 9494
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.

SPHY vs. FFRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and Fidelity Floating Rate High Income Fund (FFRHX). 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.


SPHYFFRHXDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.38

1.86

-0.48

Calmar ratioReturn relative to maximum drawdown

2.94

4.87

-1.92

Martin ratioReturn relative to average drawdown

13.29

17.02

-3.73

SPHY vs. FFRHX - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.91, which is comparable to the FFRHX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SPHY and FFRHX, 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

SPHY vs. FFRHX - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, roughly equal to the maximum FFRHX drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for SPHY and FFRHX.


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Drawdown Indicators


SPHYFFRHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-22.20%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-1.19%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-3.29%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-5.90%

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

-22.20%

+0.23%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-2.29%

-1.15%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.34%

+0.19%

Volatility

SPHY vs. FFRHX - Volatility Comparison

SPDR Portfolio High Yield Bond ETF (SPHY) has a higher volatility of 1.16% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.64%. This indicates that SPHY's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHYFFRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.64%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

1.63%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

2.37%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

2.88%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

4.14%

+3.73%

SPHY vs. FFRHX - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than FFRHX's 0.67% expense ratio.


Dividends

SPHY vs. FFRHX - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.24%, more than FFRHX's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FFRHX
Fidelity Floating Rate High Income Fund
7.10%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


SPHY and FFRHX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHY has higher volatility (1.16%) compared to FFRHX (0.64%). In terms of maximum drawdown, SPHY dropped -21.97% vs FFRHX's -22.20%.

FFRHX currently has the higher Sharpe Ratio (2.45 vs 1.91), 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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