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ZTOP vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTOP vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m High Yield 100 ETF (ZTOP) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTOP achieves a 1.64% return, which is significantly lower than BBHY's 1.73% return.


ZTOP

1D
0.10%
1M
0.31%
YTD
1.64%
6M
2.30%
1Y
6.44%
3Y*
5Y*
10Y*

BBHY

1D
0.15%
1M
0.49%
YTD
1.73%
6M
2.18%
1Y
7.10%
3Y*
8.76%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTOP vs. BBHY - Yearly Performance Comparison


Correlation

The correlation between ZTOP and BBHY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.92

The correlation between ZTOP and BBHY has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

ZTOP vs. BBHY — Risk / Return Rank

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

ZTOP
ZTOP Risk / Return Rank: 6262
Overall Rank
ZTOP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ZTOP Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZTOP Omega Ratio Rank: 6767
Omega Ratio Rank
ZTOP Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZTOP Martin Ratio Rank: 6565
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 6565
Overall Rank
BBHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6565
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7373
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.

ZTOP vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m High Yield 100 ETF (ZTOP) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


ZTOPBBHYDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

2.56

3.00

-0.44

Martin ratioReturn relative to average drawdown

11.67

13.50

-1.83

ZTOP vs. BBHY - Sharpe Ratio Comparison

The current ZTOP Sharpe Ratio is 1.97, which is comparable to the BBHY Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ZTOP and BBHY, 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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Sharpe Ratios by Period


ZTOPBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.97

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.50

0.64

+1.86

Drawdowns

ZTOP vs. BBHY - Drawdown Comparison

The maximum ZTOP drawdown since its inception was -2.52%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for ZTOP and BBHY.


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Drawdown Indicators


ZTOPBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-2.52%

-24.98%

+22.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.37%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-0.17%

-0.14%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.29%

-2.37%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.53%

+0.02%

Volatility

ZTOP vs. BBHY - Volatility Comparison

The current volatility for F/m High Yield 100 ETF (ZTOP) is 1.03%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 1.13%. This indicates that ZTOP experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTOPBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.13%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.85%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

3.62%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

7.26%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

7.53%

-4.05%

ZTOP vs. BBHY - Expense Ratio Comparison

ZTOP has a 0.39% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

ZTOP vs. BBHY - Dividend Comparison

ZTOP's dividend yield for the trailing twelve months is around 6.24%, less than BBHY's 6.94% yield.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.94%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
ZTOP
F/m High Yield 100 ETF
6.24%4.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, ZTOP and BBHY 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.

BBHY has higher volatility (1.13%) compared to ZTOP (1.03%). In terms of maximum drawdown, ZTOP dropped -2.52% vs BBHY's -24.98%.

On 1-year performance, BBHY leads with 7.10% vs 6.44% for ZTOP. On fees, BBHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BBHY has performed better with a 7.10% return vs 6.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.39% for ZTOP.

BBHY has the higher dividend yield at 6.94%, compared with 6.24% for ZTOP.

ZTOP tracks Bloomberg U.S. High Yield Top 100 Quality Select Equal Weighted Index, while BBHY tracks ICE BofA US High Yield Index. They also come from different issuers: F/m Investments and JPMorgan. Their fees differ too: 0.39% for ZTOP and 0.15% for BBHY.

BBHY currently has the higher Sharpe Ratio (1.97 vs 1.97), 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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