EDV vs SJNK

Comparison between VANGUARD EXTENDED DURATION TREASURY INDEX FUND ETF SHARES (EDV, ETF) and SPDR BLOOMBERG SHORT TERM HIGH YIELD BOND ETF (SJNK, ETF).

5-Year PerformanceSJNK has outperformed EDV, delivering a return of +4.9% compared to -9.8%

EDV vs SJNK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EDV(ETF)	SJNK(ETF)
Net Assets	$4.70B	$4.70B
Expense Ratio	0.05%	0.40%
Max Drawdown	65.00%	30.59%
Sharpe Ratio	-0.14	1.24
5Y Beta	0.10	0.22
5Y Dividends CAGR	-15.25%	7.08%

Net Assets

EDV

$4.70B

SJNK

$4.70B

Expense Ratio

Winner

EDV

0.05%

SJNK

0.40%

Max Drawdown

EDV

65.00%

Winner

SJNK

30.59%

Sharpe Ratio

EDV

-0.14

Winner

SJNK

1.24

5Y Beta

Winner

EDV

0.10

SJNK

0.22

5Y Dividends CAGR

EDV

-15.25%

Winner

SJNK

7.08%

EDV vs SJNK - Historical Returns

Returns include dividend reinvestment.

Period	EDV	SJNK
1 month	-1.16%	+0.53%
3 months	-1.17%	+0.80%
6 months	-4.16%	+2.72%
1 year	+1.92%	+8.08%
5 years(CAGR)	-9.82%	+4.93%
10 years(CAGR)	-3.00%	+5.70%
Max(CAGR)	+2.78%	+4.68%

EDV

-1.16%

Winner

SJNK

+0.53%

EDV

-1.17%

Winner

SJNK

+0.80%

EDV

-4.16%

Winner

SJNK

+2.72%

EDV

+1.92%

Winner

SJNK

+8.08%

5Y(CAGR)

EDV

-9.82%

Winner

SJNK

+4.93%

10Y(CAGR)

EDV

-3.00%

Winner

SJNK

+5.70%

Max(CAGR)

EDV

+2.78%

Winner

SJNK

+4.68%

EDV vs SJNK - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	EDV	SJNK
2026	-0.07%	+1.40%
2025	+0.65%	+7.46%
2024	-11.90%	+8.41%
2023	-0.67%	+11.44%
2022	-37.20%	-5.43%
2021	-6.39%	+5.29%
2020	+22.12%	+5.55%
2019	+17.73%	+9.62%
2018	-1.95%	-0.41%
2017	+13.13%	+4.89%
2016	+0.12%	+14.71%
2015	-6.57%	-6.64%
2014	+43.90%	-1.25%
2013	-17.96%	+6.17%
2012	+4.50%	+6.47%
2011	+58.84%	N/A
2010	+10.90%	N/A
2009	-31.11%	N/A
2008	+50.57%	N/A
2007	+3.23%	N/A

EDV vs SJNK Drawdown Comparison

The maximum drawdown for EDV was -59.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SJNK was -19.74%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current EDV drawdown is -54.25%.

Rank	EDV	SJNK
#1	-59.94% Mar 9, 2020 - Oct 19, 2023	-19.74% Feb 20, 2020 - Oct 9, 2020
#2	-41.16% Dec 26, 2008 - Sep 21, 2011	-15.03% Jul 7, 2014 - Aug 29, 2016
#3	-29.70% Jul 24, 2012 - Dec 10, 2014	-10.18% Dec 27, 2021 - Jul 13, 2023
#4	-24.19% Jul 8, 2016 - Aug 1, 2019	-5.36% Oct 1, 2018 - Feb 5, 2019
#5	-23.47% Jan 30, 2015 - Jun 16, 2016	-4.92% May 21, 2013 - Sep 19, 2013
#6	-16.61% Oct 3, 2011 - Dec 19, 2011	-4.77% Feb 28, 2025 - May 12, 2025
#7	-15.59% Dec 19, 2011 - May 17, 2012	-3.04% May 3, 2012 - Jun 29, 2012
#8	-12.90% Jan 23, 2008 - Mar 20, 2008	-2.79% Oct 24, 2016 - Dec 6, 2016
#9	-12.32% Mar 20, 2008 - Sep 3, 2008	-2.47% Sep 14, 2023 - Nov 3, 2023
#10	-11.41% Aug 28, 2019 - Feb 21, 2020	-1.90% Jan 23, 2018 - Apr 12, 2018
#11	-10.57% Oct 27, 2008 - Nov 20, 2008	-1.73% Jan 22, 2026 - Apr 8, 2026
#12	-9.87% Sep 17, 2008 - Oct 6, 2008	-1.68% Mar 20, 2024 - May 3, 2024
#13	-8.45% Sep 22, 2011 - Oct 3, 2011	-1.60% Oct 12, 2020 - Nov 4, 2020
#14	-6.88% Oct 6, 2008 - Oct 23, 2008	-1.59% Nov 5, 2021 - Dec 27, 2021
#15	-6.24% Jun 1, 2012 - Jul 16, 2012	-1.57% Mar 1, 2017 - Apr 20, 2017

Correlation

Correlation between EDV and SJNK is -0.04 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.04

-101

Dividend Comparison (2007 - 2026)

EDV vs SJNK dividend yield comparison.

Year	EDV	SJNK
2026	1.19%	2.30%
2025	4.94%	7.12%
2024	4.65%	7.47%
2023	3.81%	7.20%
2022	3.28%	5.85%
2021	1.95%	4.21%
2020	5.54%	5.34%
2019	3.51%	5.64%
2018	2.90%	5.69%
2017	2.92%	5.64%
2016	5.32%	5.65%
2015	4.24%	5.81%
2014	3.12%	5.46%
2013	5.03%	5.34%
2012	7.54%	5.00%
2011	5.12%	0.00%
2010	4.67%	0.00%
2009	19.33%	0.00%
2008	2.61%	0.00%
2007	0.36%	0.00%