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SPHY vs. RITGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPHY vs. RITGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and American Funds American High-Income Trust® Class R-6 (RITGX). The values are adjusted to include any dividend payments, if applicable.

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SPHY vs. RITGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHY
SPDR Portfolio High Yield Bond ETF
-0.07%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%
RITGX
American Funds American High-Income Trust® Class R-6
-0.47%8.69%9.91%12.54%-10.10%8.74%7.44%12.28%-1.46%7.70%

Returns By Period

In the year-to-date period, SPHY achieves a -0.07% return, which is significantly higher than RITGX's -0.47% return. Over the past 10 years, SPHY has underperformed RITGX with an annualized return of 5.32%, while RITGX has yielded a comparatively higher 6.57% annualized return.


SPHY

1D
0.25%
1M
-0.69%
YTD
-0.07%
6M
1.01%
1Y
7.16%
3Y*
8.49%
5Y*
4.36%
10Y*
5.32%

RITGX

1D
0.62%
1M
-1.61%
YTD
-0.47%
6M
0.81%
1Y
6.69%
3Y*
9.12%
5Y*
4.93%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPHY vs. RITGX - Expense Ratio Comparison

SPHY has a 0.10% expense ratio, which is lower than RITGX's 0.32% expense ratio.


Return for Risk

SPHY vs. RITGX — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 7575
Overall Rank
SPHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7979
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPHY Martin Ratio Rank: 8282
Martin Ratio Rank

RITGX
RITGX Risk / Return Rank: 8484
Overall Rank
RITGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RITGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RITGX Omega Ratio Rank: 8888
Omega Ratio Rank
RITGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
RITGX Martin Ratio Rank: 8686
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. RITGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and American Funds American High-Income Trust® Class R-6 (RITGX). 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.


SPHYRITGXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.60

-0.29

Sortino ratio

Return per unit of downside risk

1.94

2.09

-0.16

Omega ratio

Gain probability vs. loss probability

1.31

1.38

-0.07

Calmar ratio

Return relative to maximum drawdown

1.81

2.15

-0.34

Martin ratio

Return relative to average drawdown

9.48

9.13

+0.35

SPHY vs. RITGX - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.31, which is comparable to the RITGX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SPHY and RITGX, 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


SPHYRITGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.60

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.99

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

1.20

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.18

-0.56

Correlation

The correlation between SPHY and RITGX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPHY vs. RITGX - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.37%, more than RITGX's 6.21% yield.


TTM20252024202320222021202020192018201720162015
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%
RITGX
American Funds American High-Income Trust® Class R-6
6.21%6.63%6.66%6.80%4.50%4.65%6.19%6.56%6.68%6.36%5.36%7.29%

Drawdowns

SPHY vs. RITGX - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, roughly equal to the maximum RITGX drawdown of -21.20%. Use the drawdown chart below to compare losses from any high point for SPHY and RITGX.


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Drawdown Indicators


SPHYRITGXDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-21.20%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-3.38%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-13.75%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

-21.20%

-0.77%

Current Drawdown

Current decline from peak

-1.06%

-1.81%

+0.75%

Average Drawdown

Average peak-to-trough decline

-2.32%

-2.25%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.80%

-0.02%

Volatility

SPHY vs. RITGX - Volatility Comparison

SPDR Portfolio High Yield Bond ETF (SPHY) has a higher volatility of 2.23% compared to American Funds American High-Income Trust® Class R-6 (RITGX) at 1.37%. This indicates that SPHY's price experiences larger fluctuations and is considered to be riskier than RITGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHYRITGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

1.37%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.39%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

4.34%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

4.98%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.97%

5.52%

+2.45%