SPHY vs VONE

Comparison between SPDR PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF) and VANGUARD RUSSELL 1000 INDEX FUND ETF SHARES (VONE, ETF).

5-Year PerformanceVONE has outperformed SPHY, delivering a return of +12.6% compared to +4.5%

SPHY vs VONE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPHY(ETF)	VONE(ETF)
Net Assets	$10B	$10B
Expense Ratio	0.05%	0.06%
Max Drawdown	23.35%	34.66%
Sharpe Ratio	1.30	1.98
5Y Beta	0.23	0.97
P/E Ratio	N/A	27.48
Forward P/E	N/A	21.07
5Y Dividends CAGR	4.66%	10.37%
5Y EPS CAGR	N/A	23.62%
Debt to Equity	N/A	20.46%
P/S Ratio	N/A	3.17
P/B Ratio	N/A	4.90

Net Assets

SPHY

$10B

Winner

VONE

$10B

Expense Ratio

Winner

SPHY

0.05%

VONE

0.06%

Max Drawdown

Winner

SPHY

23.35%

VONE

34.66%

Sharpe Ratio

SPHY

1.30

Winner

VONE

1.98

5Y Beta

Winner

SPHY

0.23

VONE

0.97

P/E Ratio

SPHY

N/A

VONE

27.48

Forward P/E

SPHY

N/A

VONE

21.07

5Y Dividends CAGR

SPHY

4.66%

Winner

VONE

10.37%

5Y EPS CAGR

SPHY

N/A

VONE

23.62%

Debt to Equity

SPHY

N/A

VONE

20.46%

P/S Ratio

SPHY

N/A

VONE

3.17

P/B Ratio

SPHY

N/A

VONE

4.90

SPHY vs VONE - Historical Returns

Returns include dividend reinvestment.

Period	SPHY	VONE
1 month	+0.50%	+8.56%
3 months	+0.58%	+6.05%
6 months	+2.89%	+10.09%
1 year	+8.91%	+30.88%
5 years(CAGR)	+4.46%	+12.58%
10 years(CAGR)	+5.31%	+15.24%
Max(CAGR)	+4.97%	+14.55%

SPHY

+0.50%

Winner

VONE

+8.56%

SPHY

+0.58%

Winner

VONE

+6.05%

SPHY

+2.89%

Winner

VONE

+10.09%

SPHY

+8.91%

Winner

VONE

+30.88%

5Y(CAGR)

SPHY

+4.46%

Winner

VONE

+12.58%

10Y(CAGR)

SPHY

+5.31%

Winner

VONE

+15.24%

Max(CAGR)

SPHY

+4.97%

Winner

VONE

+14.55%

SPHY vs VONE - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	SPHY	VONE
2026	+1.42%	+7.73%
2025	+8.31%	+17.53%
2024	+8.81%	+25.33%
2023	+12.80%	+27.20%
2022	-10.48%	-19.55%
2021	+5.74%	+28.14%
2020	+6.44%	+19.82%
2019	+13.55%	+31.29%
2018	-2.69%	-5.43%
2017	+6.73%	+20.61%
2016	+11.15%	+13.41%
2015	-3.64%	+0.74%
2014	+6.53%	+14.23%
2013	-1.34%	+30.39%
2012	+7.21%	+14.32%
2011	N/A	+0.15%
2010	N/A	+11.85%

SPHY vs VONE Drawdown Comparison

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

The maximum drawdown for VONE was -34.66%, occurring on Mar 23, 2020. Recovery took 120 trading sessions.

The current SPHY drawdown is -0.06%.

Rank	SPHY	VONE
#1	-21.97% Feb 14, 2020 - Oct 8, 2020	-34.66% Feb 19, 2020 - Aug 10, 2020
#2	-15.29% Dec 28, 2021 - Dec 14, 2023	-25.13% Dec 27, 2021 - Dec 13, 2023
#3	-8.30% Apr 16, 2015 - Apr 25, 2016	-19.73% Apr 29, 2011 - Feb 8, 2012
#4	-7.23% May 2, 2013 - Feb 24, 2014	-19.72% Sep 20, 2018 - Apr 12, 2019
#5	-4.86% Feb 26, 2025 - May 12, 2025	-19.06% Feb 19, 2025 - Jun 26, 2025
#6	-4.21% Dec 29, 2017 - Feb 15, 2019	-14.30% May 21, 2015 - Jun 6, 2016
#7	-4.17% Oct 24, 2016 - Jan 18, 2017	-9.93% Jan 26, 2018 - Jul 25, 2018
#8	-2.48% Aug 21, 2014 - Jan 14, 2015	-9.89% Apr 2, 2012 - Aug 16, 2012
#9	-2.41% Feb 20, 2026 - Apr 8, 2026	-9.37% Sep 2, 2020 - Nov 11, 2020
#10	-2.36% Nov 9, 2021 - Dec 23, 2021	-8.85% Jan 12, 2026 - Apr 14, 2026
#11	-2.29% Mar 27, 2024 - May 3, 2024	-8.55% Jul 16, 2024 - Sep 19, 2024
#12	-2.28% Jan 29, 2013 - Apr 16, 2013	-7.46% Sep 19, 2014 - Oct 31, 2014
#13	-2.07% Sep 17, 2012 - Oct 11, 2012	-7.21% Sep 19, 2012 - Jan 2, 2013
#14	-1.99% Mar 1, 2017 - Apr 10, 2017	-6.66% May 3, 2019 - Jun 20, 2019
#15	-1.84% Feb 27, 2015 - Apr 15, 2015	-6.07% Jul 26, 2019 - Oct 25, 2019

Correlation

Correlation between SPHY and VONE is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2010 - 2026)

SPHY vs VONE dividend yield comparison.

Year	SPHY	VONE
2026	2.35%	0.26%
2025	7.38%	1.07%
2024	7.80%	1.20%
2023	7.30%	1.40%
2022	6.47%	1.59%
2021	5.13%	1.16%
2020	5.63%	1.45%
2019	5.73%	1.65%
2018	4.09%	1.96%
2017	4.41%	1.69%
2016	4.27%	1.89%
2015	4.29%	1.89%
2014	3.98%	1.68%
2013	4.41%	1.70%
2012	2.17%	2.00%
2011	0.00%	1.63%
2010	0.00%	0.32%