STPZ vs GHY

Comparison between PIMCO 1-5 YEAR U.S. TIPS INDEX EXCHANGE-TRADED FUND (STPZ, ETF) and PGIM Global High Yield Fund Inc (GHY, ETF).

5-Year PerformanceGHY has outperformed STPZ, delivering a return of +4.6% compared to +2.6%

STPZ vs GHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STPZ(ETF)	GHY(ETF)
Net Assets	$527M	$531M
Expense Ratio	0.20%	N/A
Max Drawdown	11.29%	55.57%
Sharpe Ratio	-0.61	-0.24
5Y Beta	-0.01	0.43
5Y Dividends CAGR	10.09%	1.61%

Net Assets

STPZ

$527M

Winner

GHY

$531M

Expense Ratio

STPZ

0.20%

GHY

N/A

Max Drawdown

Winner

STPZ

11.29%

GHY

55.57%

Sharpe Ratio

STPZ

-0.61

Winner

GHY

-0.24

5Y Beta

Winner

STPZ

-0.01

GHY

0.43

5Y Dividends CAGR

Winner

STPZ

10.09%

GHY

1.61%

STPZ vs GHY - Historical Returns

Returns include dividend reinvestment.

Period	STPZ	GHY
1 month	+0.28%	+0.28%
3 months	-0.20%	+0.85%
6 months	+1.21%	-3.62%
1 year	+2.91%	-0.19%
5 years(CAGR)	+2.61%	+4.65%
10 years(CAGR)	+2.80%	+6.80%
Max(CAGR)	+2.41%	+5.45%

Winner

STPZ

+0.28%

GHY

+0.28%

STPZ

-0.20%

Winner

GHY

+0.85%

Winner

STPZ

+1.21%

GHY

-3.62%

Winner

STPZ

+2.91%

GHY

-0.19%

5Y(CAGR)

STPZ

+2.61%

Winner

GHY

+4.65%

10Y(CAGR)

STPZ

+2.80%

Winner

GHY

+6.80%

Max(CAGR)

STPZ

+2.41%

Winner

GHY

+5.45%

STPZ vs GHY - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	STPZ	GHY
2026	+1.38%	-0.03%
2025	+6.31%	+8.75%
2024	+4.32%	+18.99%
2023	+4.29%	+16.12%
2022	-4.34%	-19.80%
2021	+5.44%	+13.81%
2020	+5.16%	+6.26%
2019	+4.77%	+25.23%
2018	+0.03%	-4.14%
2017	+0.53%	+4.57%
2016	+2.87%	+14.99%
2015	-0.45%	-2.05%
2014	-1.43%	+1.79%
2013	-2.04%	-5.63%
2012	+2.35%	+0.20%
2011	+4.67%	N/A
2010	+3.43%	N/A
2009	+3.53%	N/A

STPZ vs GHY Drawdown Comparison

The maximum drawdown for STPZ was -6.77%, occurring on Mar 18, 2020. Recovery took 66 trading sessions.

The maximum drawdown for GHY was -41.30%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current STPZ drawdown is -0.59%. The current GHY drawdown is -5.14%.

Rank	STPZ	GHY
#1	-6.77% Mar 4, 2020 - Jun 8, 2020	-41.30% Feb 19, 2020 - Dec 2, 2020
#2	-6.69% Mar 11, 2022 - Jun 4, 2024	-29.44% Sep 13, 2021 - Jun 12, 2024
#3	-4.65% Sep 14, 2012 - Feb 19, 2019	-16.36% Mar 25, 2025 - Jun 12, 2025
#4	-2.55% Nov 17, 2021 - Mar 1, 2022	-14.81% Jun 17, 2014 - Jun 6, 2016
#5	-2.00% Aug 10, 2011 - Nov 7, 2011	-13.72% Jan 16, 2013 - Jun 13, 2014
#6	-1.89% Oct 14, 2010 - Jan 13, 2011	-11.93% Feb 13, 2026 - Mar 30, 2026
#7	-1.35% Apr 30, 2025 - Jul 11, 2025	-7.87% Jul 9, 2025 - Feb 12, 2026
#8	-1.19% May 6, 2010 - Jul 30, 2010	-7.75% Oct 11, 2017 - Jan 30, 2019
#9	-1.15% Nov 7, 2011 - Jan 26, 2012	-6.76% Aug 31, 2016 - Jan 11, 2017
#10	-1.12% Sep 24, 2024 - Jan 27, 2025	-4.13% Jun 30, 2021 - Aug 5, 2021
#11	-1.11% Apr 3, 2025 - Apr 28, 2025	-4.05% Nov 8, 2024 - Nov 22, 2024
#12	-1.11% Feb 27, 2012 - Aug 7, 2012	-3.80% Dec 6, 2024 - Jan 6, 2025
#13	-1.09% Jan 31, 2011 - Feb 22, 2011	-3.64% Jul 18, 2019 - Sep 12, 2019
#14	-1.09% Aug 2, 2011 - Aug 10, 2011	-3.46% Jan 27, 2025 - Feb 5, 2025
#15	-0.93% Mar 17, 2026 - Apr 13, 2026	-3.19% Jun 20, 2016 - Jul 14, 2016

Correlation

Correlation between STPZ and GHY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2009 - 2026)

STPZ vs GHY dividend yield comparison.

Year	STPZ	GHY
2026	2.88%	5.38%
2025	3.65%	10.21%
2024	1.97%	10.23%
2023	1.63%	11.09%
2022	5.88%	11.62%
2021	3.65%	8.35%
2020	1.86%	8.67%
2019	1.76%	8.04%
2018	2.23%	7.72%
2017	1.51%	7.77%
2016	0.65%	8.53%
2015	0.49%	10.07%
2014	0.86%	11.02%
2013	0.09%	8.65%
2012	1.00%	0.00%
2011	3.09%	0.00%
2010	1.11%	0.00%
2009	0.69%	0.00%