SYFI vs. JPIE
SYFI (AB Short Duration High Yield ETF) and JPIE (JPMorgan Income ETF) are both exchange-traded funds - SYFI is a High Yield Bonds fund actively managed by AllianceBernstein, while JPIE is a Multisector Bonds fund actively managed by JPMorgan. Both are actively managed. Over the past year, SYFI returned 6.00% vs 5.35% for JPIE. A 0.52 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.
Performance
SYFI vs. JPIE - Performance Comparison
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Returns By Period
In the year-to-date period, SYFI achieves a 1.83% return, which is significantly higher than JPIE's 1.49% return.
SYFI
- 1D
- -0.03%
- 1M
- 0.38%
- YTD
- 1.83%
- 6M
- 2.09%
- 1Y
- 6.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPIE
- 1D
- 0.02%
- 1M
- 0.50%
- YTD
- 1.49%
- 6M
- 1.65%
- 1Y
- 5.35%
- 3Y*
- 6.60%
- 5Y*
- —
- 10Y*
- —
SYFI vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SYFI AB Short Duration High Yield ETF | 1.83% | 7.19% | 5.12% |
JPIE JPMorgan Income ETF | 1.49% | 7.39% | 4.47% |
Correlation
The correlation between SYFI and JPIE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2024 | 0.52 |
The correlation between SYFI and JPIE shifts across timeframes, from 0.52 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SYFI vs. JPIE — Risk / Return Rank
SYFI
JPIE
SYFI vs. JPIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Short Duration High Yield ETF (SYFI) and JPMorgan Income ETF (JPIE). 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.
| SYFI | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.74 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.68 | -1.58 |
| Martin ratioReturn relative to average drawdown | 14.12 | 22.79 | -8.67 |
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Drawdowns
SYFI vs. JPIE - Drawdown Comparison
The maximum SYFI drawdown since its inception was -4.49%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for SYFI and JPIE.
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Drawdown Indicators
| SYFI | JPIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.49% | -9.96% | +5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -1.94% | -1.15% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.40% | — |
Current DrawdownCurrent decline from peak | -0.15% | -0.33% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -2.07% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.24% | +0.19% |
Volatility
SYFI vs. JPIE - Volatility Comparison
AB Short Duration High Yield ETF (SYFI) has a higher volatility of 0.83% compared to JPMorgan Income ETF (JPIE) at 0.59%. This indicates that SYFI's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYFI | JPIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.59% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 1.34% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.23% | 1.61% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.21% | 3.51% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.21% | 3.51% | +0.70% |
SYFI vs. JPIE - Expense Ratio Comparison
Both SYFI and JPIE have an expense ratio of 0.40%.
Dividends
SYFI vs. JPIE - Dividend Comparison
SYFI's dividend yield for the trailing twelve months is around 6.11%, more than JPIE's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 5.62% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% |
SYFI AB Short Duration High Yield ETF | 6.11% | 6.20% | 3.26% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYFI and JPIE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYFI has higher volatility (0.83%) compared to JPIE (0.59%). In terms of maximum drawdown, SYFI dropped -4.49% vs JPIE's -9.96%.
On 1-year performance, SYFI leads with 6.00% vs 5.35% for JPIE. Both ETFs have the same 0.40% expense ratio. On volatility, JPIE has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SYFI has performed better with a 6.00% return vs 5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SYFI and JPIE have the same expense ratio: 0.40% per year.
SYFI has the higher dividend yield at 6.11%, compared with 5.62% for JPIE.
SYFI is categorized as High Yield Bonds, while JPIE is Multisector Bonds. They also come from different issuers: AllianceBernstein and JPMorgan.
JPIE currently has the higher Sharpe Ratio (3.33 vs 1.87), 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.
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