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Jpmorgan Active Bond ETF (JBND)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
JPMorgan
Inception Date
Oct 11, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jpmorgan Active Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Jpmorgan Active Bond ETF (JBND) has returned 0.11% so far this year and 4.97% over the past 12 months.


Jpmorgan Active Bond ETF

1D
0.20%
1M
-1.86%
YTD
0.11%
6M
1.44%
1Y
4.97%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2023, JBND's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Oct 2024 at -2.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, JBND closed higher 54% of trading days. The best single day was Nov 14, 2023 with a return of +1.1%, while the worst single day was Apr 7, 2025 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.09%1.91%-1.86%0.11%
20250.63%2.39%0.16%0.41%-0.68%1.54%-0.15%1.28%1.03%0.71%0.82%-0.20%8.21%
20240.19%-1.23%0.95%-2.22%1.74%1.22%2.49%1.61%1.50%-2.53%1.02%-1.44%3.19%
2023-0.52%4.33%3.83%7.76%

Benchmark Metrics

Jpmorgan Active Bond ETF has an annualized alpha of 7.48%, beta of 0.03, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 13, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.79%) than losses (17.83%) — typical of diversified or defensive assets.
  • Beta of 0.03 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.48%
Beta
0.03
0.01
Upside Capture
29.79%
Downside Capture
17.83%

Expense Ratio

JBND has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JBND ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JBND Risk / Return Rank: 6262
Overall Rank
JBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JBND Sortino Ratio Rank: 6464
Sortino Ratio Rank
JBND Omega Ratio Rank: 5252
Omega Ratio Rank
JBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
JBND Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and compare them to a chosen benchmark (S&P 500 Index).


JBNDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.90

+0.27

Sortino ratio

Return per unit of downside risk

1.67

1.39

+0.29

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.98

1.40

+0.58

Martin ratio

Return relative to average drawdown

5.40

6.61

-1.21

Explore JBND risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Jpmorgan Active Bond ETF provided a 4.39% dividend yield over the last twelve months, with an annual payout of $2.36 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$2.36$2.39$2.40$0.53

Dividend yield

4.39%4.42%4.58%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for Jpmorgan Active Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.19$0.17$0.36
2025$0.00$0.20$0.19$0.19$0.21$0.21$0.19$0.21$0.18$0.20$0.19$0.41$2.39
2024$0.00$0.20$0.20$0.22$0.22$0.20$0.18$0.20$0.18$0.19$0.21$0.40$2.40
2023$0.12$0.41$0.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Jpmorgan Active Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Jpmorgan Active Bond ETF was 4.48%, occurring on Jan 13, 2025. Recovery took 56 trading sessions.

The current Jpmorgan Active Bond ETF drawdown is 1.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.48%Sep 17, 202481Jan 13, 202556Apr 3, 2025137
-3.23%Feb 2, 202458Apr 25, 202434Jun 13, 202492
-2.64%Mar 2, 202620Mar 27, 2026
-2.62%Apr 7, 20255Apr 11, 202551Jun 26, 202556
-1.94%Oct 16, 20234Oct 19, 202310Nov 2, 202314

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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