PortfoliosLab logoPortfoliosLab logo
SPHY vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. MYHA - 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 My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


SPHY

1D
0.17%
1M
0.21%
6M
1.54%
YTD
2.06%
1Y
6.09%
3Y*
8.63%
5Y*
4.26%
10Y*
4.91%

MYHA

1D
0.07%
1M
0.28%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between SPHY and MYHA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.90

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPHY vs. MYHA — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 6969
Overall Rank
SPHY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7171
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7878
Martin Ratio Rank

MYHA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MYHA - 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 My2027 High Yield Corporate Bond ETF (MYHA). 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.


SPHYMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.54

Martin ratioReturn relative to average drawdown

11.51

SPHY vs. MYHA - Sharpe Ratio Comparison


Loading charts...

Drawdowns

SPHY vs. MYHA - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for SPHY and MYHA.


Loading charts...

Drawdown Indicators


SPHYMYHADifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-0.69%

-21.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

-0.21%

0.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-2.27%

-0.11%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

SPHY vs. MYHA - Volatility Comparison


Loading charts...

Volatility by Period


SPHYMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

1.83%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

1.83%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

1.83%

+6.01%

SPHY vs. MYHA - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than MYHA's 0.39% expense ratio.


Dividends

SPHY vs. MYHA - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.24%, more than MYHA's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.90, SPHY and MYHA 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.

On fees, SPHY is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.39% for MYHA.

SPHY has the higher dividend yield at 7.24%, compared with 2.06% for MYHA.

Their fees differ too: 0.05% for SPHY and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for SPHY and MYHA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer