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SPHY vs DFAX

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF) and DIMENSIONAL WORLD EX U.S. CORE EQUITY 2 ETF (DFAX, ETF).

5-Year PerformanceDFAX has outperformed SPHY, delivering a return of +10.3% compared to +4.4%

SPHY vs DFAX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPHY
$12B
Winner
DFAX
$12B
Expense Ratio
Winner
SPHY
0.05%
DFAX
0.28%
Max Drawdown
Winner
SPHY
23.35%
DFAX
30.88%
Sharpe Ratio
SPHY
0.49
Winner
DFAX
1.44
5Y Beta
Winner
SPHY
0.23
DFAX
0.74
5Y Dividends CAGR
SPHY
1.56%
DFAX
N/A

SPHY vs DFAX - Historical Returns

Returns include dividend reinvestment.

1M
SPHY
+0.28%
Winner
DFAX
+3.50%
3M
SPHY
+1.25%
Winner
DFAX
+2.99%
6M
SPHY
+1.71%
Winner
DFAX
+7.93%
1Y
SPHY
+5.73%
Winner
DFAX
+29.05%
5Y(CAGR)
SPHY
+4.37%
Winner
DFAX
+10.25%
10Y(CAGR)
SPHY
+4.96%
DFAX
N/A
Max(CAGR)
SPHY
+4.95%
Winner
DFAX
+10.25%

SPHY vs DFAX - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearSPHYDFAX
2026+2.39%+15.41%
2025+8.31%+35.62%
2024+8.81%+5.82%
2023+12.80%+15.89%
2022-10.48%-14.97%
2021+5.74%-2.69%
2020+6.44%N/A
2019+13.55%N/A
2018-2.69%N/A
2017+6.73%N/A
2016+11.15%N/A
2015-3.64%N/A
2014+6.53%N/A
2013-1.34%N/A
2012+7.21%N/A

SPHY vs DFAX Drawdown Comparison

The maximum drawdown for SPHY was -21.97%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The maximum drawdown for DFAX was -28.13%, occurring on Oct 12, 2022. Recovery took 624 trading sessions.

RankSPHYDFAX
#1-21.97%
Feb 14, 2020 - Oct 8, 2020
-28.13%
Sep 13, 2021 - Mar 7, 2024
#2-15.29%
Dec 28, 2021 - Dec 14, 2023
-13.89%
Mar 19, 2025 - May 2, 2025
#3-8.30%
Apr 16, 2015 - Apr 25, 2016
-11.11%
Feb 25, 2026 - May 6, 2026
#4-7.23%
May 2, 2013 - Feb 24, 2014
-9.41%
Sep 26, 2024 - Mar 17, 2025
#5-4.86%
Feb 26, 2025 - May 12, 2025
-7.96%
Jul 12, 2024 - Aug 23, 2024
#6-4.21%
Dec 29, 2017 - Feb 15, 2019
-5.54%
Jun 2, 2026 - Aug 7, 2026
#7-4.17%
Oct 24, 2016 - Jan 18, 2017
-4.58%
Nov 12, 2025 - Dec 10, 2025
#8-2.48%
Aug 21, 2014 - Jan 14, 2015
-4.21%
Apr 9, 2024 - May 6, 2024
#9-2.41%
Feb 20, 2026 - Apr 8, 2026
-3.83%
Aug 23, 2024 - Sep 19, 2024
#10-2.36%
Nov 9, 2021 - Dec 23, 2021
-3.45%
May 11, 2026 - May 26, 2026
#11-2.29%
Mar 27, 2024 - May 3, 2024
-3.40%
Jul 23, 2025 - Aug 12, 2025
#12-2.28%
Jan 29, 2013 - Apr 16, 2013
-3.37%
Oct 6, 2025 - Oct 24, 2025
#13-2.07%
Sep 17, 2012 - Oct 11, 2012
-3.19%
May 17, 2024 - Jul 11, 2024
#14-1.99%
Mar 1, 2017 - Apr 10, 2017
-2.48%
Jun 12, 2025 - Jun 26, 2025
#15-1.84%
Feb 27, 2015 - Apr 15, 2015
-2.21%
Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between SPHY and DFAX is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2012 - 2026)

SPHY vs DFAX dividend yield comparison.

YearSPHYDFAX
20264.14%1.17%
20257.38%2.58%
20247.80%2.98%
20237.30%3.01%
20226.47%3.30%
20215.13%1.40%
20205.63%0.00%
20195.73%0.00%
20184.09%0.00%
20174.41%0.00%
20164.27%0.00%
20154.29%0.00%
20143.98%0.00%
20134.41%0.00%
20122.17%0.00%

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