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THYF vs. JPIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THYF and JPIE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

THYF vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. High Yield ETF (THYF) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

16.00%18.00%20.00%22.00%24.00%26.00%December2025FebruaryMarchAprilMay
22.15%
19.27%
THYF
JPIE

Key characteristics

Sharpe Ratio

THYF:

1.16

JPIE:

2.97

Sortino Ratio

THYF:

1.64

JPIE:

4.03

Omega Ratio

THYF:

1.27

JPIE:

1.75

Calmar Ratio

THYF:

1.24

JPIE:

4.36

Martin Ratio

THYF:

6.00

JPIE:

19.91

Ulcer Index

THYF:

1.05%

JPIE:

0.38%

Daily Std Dev

THYF:

5.40%

JPIE:

2.51%

Max Drawdown

THYF:

-5.24%

JPIE:

-9.96%

Current Drawdown

THYF:

-2.29%

JPIE:

-0.65%

Returns By Period

In the year-to-date period, THYF achieves a -0.40% return, which is significantly lower than JPIE's 1.67% return.


THYF

YTD

-0.40%

1M

-1.23%

6M

0.97%

1Y

6.63%

5Y*

N/A

10Y*

N/A

JPIE

YTD

1.67%

1M

-0.37%

6M

2.63%

1Y

7.53%

5Y*

N/A

10Y*

N/A

*Annualized

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THYF vs. JPIE - Expense Ratio Comparison

THYF has a 0.56% expense ratio, which is higher than JPIE's 0.41% expense ratio.


Expense ratio chart for THYF: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THYF: 0.56%
Expense ratio chart for JPIE: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPIE: 0.41%

Risk-Adjusted Performance

THYF vs. JPIE — Risk-Adjusted Performance Rank

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

THYF
The Risk-Adjusted Performance Rank of THYF is 8585
Overall Rank
The Sharpe Ratio Rank of THYF is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of THYF is 8383
Sortino Ratio Rank
The Omega Ratio Rank of THYF is 8888
Omega Ratio Rank
The Calmar Ratio Rank of THYF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of THYF is 8787
Martin Ratio Rank

JPIE
The Risk-Adjusted Performance Rank of JPIE is 9797
Overall Rank
The Sharpe Ratio Rank of JPIE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIE is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JPIE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of JPIE is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JPIE is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THYF vs. JPIE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. High Yield ETF (THYF) 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.


The chart of Sharpe ratio for THYF, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.00
THYF: 1.16
JPIE: 2.97
The chart of Sortino ratio for THYF, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.00
THYF: 1.64
JPIE: 4.03
The chart of Omega ratio for THYF, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
THYF: 1.27
JPIE: 1.75
The chart of Calmar ratio for THYF, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.00
THYF: 1.24
JPIE: 4.36
The chart of Martin ratio for THYF, currently valued at 6.00, compared to the broader market0.0020.0040.0060.00
THYF: 6.00
JPIE: 19.91

The current THYF Sharpe Ratio is 1.16, which is lower than the JPIE Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of THYF and JPIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00December2025FebruaryMarchAprilMay
1.16
2.97
THYF
JPIE

Dividends

THYF vs. JPIE - Dividend Comparison

THYF's dividend yield for the trailing twelve months is around 7.36%, more than JPIE's 5.46% yield.


TTM2024202320222021
THYF
T. Rowe Price U.S. High Yield ETF
7.36%7.30%8.02%1.50%0.00%
JPIE
JPMorgan Income ETF
5.46%6.11%5.70%4.49%0.63%

Drawdowns

THYF vs. JPIE - Drawdown Comparison

The maximum THYF drawdown since its inception was -5.24%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for THYF and JPIE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.29%
-0.65%
THYF
JPIE

Volatility

THYF vs. JPIE - Volatility Comparison

T. Rowe Price U.S. High Yield ETF (THYF) has a higher volatility of 4.34% compared to JPMorgan Income ETF (JPIE) at 1.70%. This indicates that THYF'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.


0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
4.34%
1.70%
THYF
JPIE