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SPHY vs. JNK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. JNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and State Street SPDR Bloomberg High Yield Bond ETF (JNK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPHY having a 1.80% return and JNK slightly lower at 1.71%. Both investments have delivered pretty close results over the past 10 years, with SPHY having a 5.16% annualized return and JNK not far behind at 5.04%.


SPHY

1D
-0.04%
1M
0.54%
YTD
1.80%
6M
1.80%
1Y
6.21%
3Y*
9.17%
5Y*
4.28%
10Y*
5.16%

JNK

1D
-0.06%
1M
0.48%
YTD
1.71%
6M
1.71%
1Y
6.24%
3Y*
8.89%
5Y*
3.56%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. JNK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHY
SPDR Portfolio High Yield Bond ETF
1.80%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%
JNK
State Street SPDR Bloomberg High Yield Bond ETF
1.71%8.76%7.71%12.42%-12.19%4.00%4.95%14.88%-3.28%6.49%

Correlation

The correlation between SPHY and JNK is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.96

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

0.78

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

0.60

Over the past year, SPHY and JNK have become more correlated (0.97) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

SPHY vs. JNK — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 6161
Overall Rank
SPHY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6060
Omega Ratio Rank
SPHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7070
Martin Ratio Rank

JNK
JNK Risk / Return Rank: 5858
Overall Rank
JNK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
JNK Sortino Ratio Rank: 5858
Sortino Ratio Rank
JNK Omega Ratio Rank: 5555
Omega Ratio Rank
JNK Calmar Ratio Rank: 5757
Calmar Ratio Rank
JNK Martin Ratio Rank: 6666
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. JNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and State Street SPDR Bloomberg High Yield Bond ETF (JNK). 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.


SPHYJNKDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.59

2.50

+0.09

Martin ratioReturn relative to average drawdown

11.65

10.96

+0.70

SPHY vs. JNK - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.68, which is comparable to the JNK Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SPHY and JNK, 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. JNK - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, smaller than the maximum JNK drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for SPHY and JNK.


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Drawdown Indicators


SPHYJNKDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-38.48%

+16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-2.51%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-5.02%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-16.67%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

-22.89%

+0.92%

Current Drawdown

Current decline from peak

-0.21%

-0.27%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.69%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.57%

-0.04%

Volatility

SPHY vs. JNK - Volatility Comparison

The current volatility for SPDR Portfolio High Yield Bond ETF (SPHY) is 0.96%, while State Street SPDR Bloomberg High Yield Bond ETF (JNK) has a volatility of 1.07%. This indicates that SPHY experiences smaller price fluctuations and is considered to be less risky than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHYJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.07%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

3.05%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.87%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

7.56%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.86%

8.29%

-0.43%

SPHY vs. JNK - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than JNK's 0.40% expense ratio.


Dividends

SPHY vs. JNK - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.25%, more than JNK's 6.61% yield.


PositionTTM20252024202320222021202020192018201720162015
JNK
State Street SPDR Bloomberg High Yield Bond ETF
6.61%6.54%6.63%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%
SPHY
SPDR Portfolio High Yield Bond ETF
7.25%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


With a correlation of 0.97, SPHY and JNK 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.

JNK has higher volatility (1.07%) compared to SPHY (0.96%). In terms of maximum drawdown, SPHY dropped -21.97% vs JNK's -38.48%.

On 10-year performance, SPHY leads with 5.16% vs 5.04% for JNK. On fees, SPHY is cheaper at 0.05% per year. On volatility, SPHY has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHY has performed better with a 5.16% return vs 5.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.40% for JNK.

SPHY has the higher dividend yield at 7.25%, compared with 6.61% for JNK.

SPHY tracks ICE BofA US High Yield Index, while JNK tracks Bloomberg High Yield Very Liquid Index. Their fees differ too: 0.05% for SPHY and 0.40% for JNK.

SPHY currently has the higher Sharpe Ratio (1.68 vs 1.62), 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

Find the right allocation for SPHY and JNK

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