SVOL vs GHY

Comparison between SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF) and PGIM Global High Yield Fund Inc (GHY, ETF).

5-Year PerformanceSVOL has outperformed GHY, delivering a return of +7.2% compared to +4.5%

SVOL vs GHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SVOL(ETF)	GHY(ETF)
Net Assets	$523M	$522M
Expense Ratio	0.66%	N/A
Max Drawdown	50.81%	55.57%
Sharpe Ratio	0.68	-0.57
5Y Beta	1.51	0.44
5Y Dividends CAGR	N/A	0.00%

Net Assets

Winner

SVOL

$523M

GHY

$522M

Expense Ratio

SVOL

0.66%

GHY

N/A

Max Drawdown

Winner

SVOL

50.81%

GHY

55.57%

Sharpe Ratio

Winner

SVOL

0.68

GHY

-0.57

5Y Beta

SVOL

1.51

Winner

GHY

0.44

5Y Dividends CAGR

SVOL

N/A

GHY

0.00%

SVOL vs GHY - Historical Returns

Returns include dividend reinvestment.

Period	SVOL	GHY
1 month	+4.70%	+0.55%
3 months	+7.17%	-0.31%
6 months	+6.84%	-3.98%
1 year	+14.59%	-3.23%
5 years(CAGR)	+7.21%	+4.46%
10 years(CAGR)	N/A	+6.70%
Max(CAGR)	+8.61%	+5.43%

Winner

SVOL

+4.70%

GHY

+0.55%

Winner

SVOL

+7.17%

GHY

-0.31%

Winner

SVOL

+6.84%

GHY

-3.98%

Winner

SVOL

+14.59%

GHY

-3.23%

5Y(CAGR)

Winner

SVOL

+7.21%

GHY

+4.46%

10Y(CAGR)

SVOL

N/A

GHY

+6.70%

Max(CAGR)

Winner

SVOL

+8.61%

GHY

+5.43%

SVOL vs GHY - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	SVOL	GHY
2026	+6.15%	+0.18%
2025	+2.74%	+8.75%
2024	+6.52%	+18.99%
2023	+22.95%	+16.12%
2022	-5.04%	-19.80%
2021	+12.25%	+13.81%
2020	N/A	+6.26%
2019	N/A	+25.23%
2018	N/A	-4.14%
2017	N/A	+4.57%
2016	N/A	+14.99%
2015	N/A	-2.05%
2014	N/A	+1.79%
2013	N/A	-5.63%
2012	N/A	+0.20%

SVOL vs GHY Drawdown Comparison

The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. Recovery took 351 trading sessions.

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

The current SVOL drawdown is -0.54%. The current GHY drawdown is -4.95%.

Rank	SVOL	GHY
#1	-33.48% Feb 19, 2025 - Jul 15, 2026	-41.30% Feb 19, 2020 - Dec 2, 2020
#2	-15.56% Jan 12, 2022 - May 8, 2023	-29.44% Sep 13, 2021 - Jun 12, 2024
#3	-10.91% Jul 12, 2024 - Aug 15, 2024	-16.36% Mar 25, 2025 - Jun 12, 2025
#4	-8.52% Nov 4, 2021 - Jan 4, 2022	-14.81% Jun 17, 2014 - Jun 6, 2016
#5	-6.89% Dec 4, 2024 - Jan 23, 2025	-13.72% Jan 16, 2013 - Jun 13, 2014
#6	-5.11% Jul 2, 2021 - Aug 10, 2021	-11.93% Feb 13, 2026 - Mar 30, 2026
#7	-4.99% Sep 2, 2021 - Oct 14, 2021	-7.87% Jul 9, 2025 - Feb 12, 2026
#8	-4.66% Aug 27, 2024 - Nov 13, 2024	-7.75% Oct 11, 2017 - Jan 30, 2019
#9	-4.61% Sep 14, 2023 - Nov 6, 2023	-6.76% Aug 31, 2016 - Jan 11, 2017
#10	-3.96% Jul 15, 2026 - Aug 10, 2026	-4.13% Jun 30, 2021 - Aug 5, 2021
#11	-3.79% Mar 27, 2024 - May 3, 2024	-4.05% Nov 8, 2024 - Nov 22, 2024
#12	-2.85% Jun 11, 2021 - Jun 24, 2021	-3.80% Dec 6, 2024 - Jan 6, 2025
#13	-2.14% Jan 4, 2022 - Jan 12, 2022	-3.64% Jul 18, 2019 - Sep 12, 2019
#14	-2.10% May 14, 2021 - May 26, 2021	-3.46% Jan 27, 2025 - Feb 5, 2025
#15	-1.84% Aug 12, 2021 - Aug 27, 2021	-3.19% Jun 20, 2016 - Jul 14, 2016

Correlation

Correlation between SVOL and GHY is 0.75 which considered as a strong positive correlation - the stocks tend to move together.

0.75

-101

Dividend Comparison (2013 - 2026)

SVOL vs GHY dividend yield comparison.

Year	SVOL	GHY
2026	12.14%	6.31%
2025	19.82%	10.21%
2024	16.79%	10.23%
2023	16.36%	11.09%
2022	18.32%	11.62%
2021	4.65%	8.35%
2020	0.00%	8.67%
2019	0.00%	8.04%
2018	0.00%	7.72%
2017	0.00%	7.77%
2016	0.00%	8.53%
2015	0.00%	10.07%
2014	0.00%	11.02%
2013	0.00%	8.65%