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JPMorgan Corporate Bond Research Enhanced ETF (JIG...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46641Q4495
CUSIP46641Q449
IssuerJPMorgan Chase
Inception DateDec 12, 2018
RegionDeveloped Markets (Broad)
CategoryCorporate Bonds, Actively Managed
Index TrackedNo Index (Active)
Asset ClassBond

Expense Ratio

The JPMorgan Corporate Bond Research Enhanced ETF features an expense ratio of 0.14%, falling within the medium range.


Expense ratio chart for JIGB: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan Corporate Bond Research Enhanced ETF

Popular comparisons: JIGB vs. XHLF

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
6.98%
17.79%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan Corporate Bond Research Enhanced ETF had a return of -3.08% year-to-date (YTD) and 1.38% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.08%5.05%
1 month-2.39%-4.27%
6 months6.98%18.82%
1 year1.38%21.22%
5 years (annualized)0.34%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.39%-1.42%1.35%
2023-2.76%-1.88%6.02%4.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JIGB is 24, indicating that it is in the bottom 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of JIGB is 2424
JPMorgan Corporate Bond Research Enhanced ETF(JIGB)
The Sharpe Ratio Rank of JIGB is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of JIGB is 2323Sortino Ratio Rank
The Omega Ratio Rank of JIGB is 2323Omega Ratio Rank
The Calmar Ratio Rank of JIGB is 2222Calmar Ratio Rank
The Martin Ratio Rank of JIGB is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Corporate Bond Research Enhanced ETF (JIGB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JIGB
Sharpe ratio
The chart of Sharpe ratio for JIGB, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.24
Sortino ratio
The chart of Sortino ratio for JIGB, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.000.40
Omega ratio
The chart of Omega ratio for JIGB, currently valued at 1.04, compared to the broader market1.001.502.001.04
Calmar ratio
The chart of Calmar ratio for JIGB, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.000.09
Martin ratio
The chart of Martin ratio for JIGB, currently valued at 0.68, compared to the broader market0.0010.0020.0030.0040.0050.000.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21

Sharpe Ratio

The current JPMorgan Corporate Bond Research Enhanced ETF Sharpe ratio is 0.24. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.24
1.66
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Corporate Bond Research Enhanced ETF granted a 4.81% dividend yield in the last twelve months. The annual payout for that period amounted to $2.12 per share.


PeriodTTM202320222021202020192018
Dividend$2.12$1.95$1.51$1.89$2.39$1.97$0.10

Dividend yield

4.81%4.22%3.39%3.47%4.14%3.60%0.20%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.21$0.23
2023$0.00$0.14$0.16$0.16$0.16$0.18$0.15$0.17$0.18$0.19$0.16$0.31
2022$0.00$0.11$0.12$0.12$0.12$0.12$0.15$0.12$0.12$0.13$0.13$0.27
2021$0.00$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.73
2020$0.15$0.14$0.00$0.15$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.99
2019$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.16$0.16$0.15$0.17
2018$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.42%
-5.46%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Corporate Bond Research Enhanced 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 Corporate Bond Research Enhanced ETF was 22.48%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current JPMorgan Corporate Bond Research Enhanced ETF drawdown is 13.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.48%Jan 4, 2021454Oct 20, 2022
-16.5%Mar 9, 202010Mar 20, 202061Jun 17, 202071
-2.77%Aug 7, 202041Oct 5, 202033Nov 19, 202074
-2.54%Aug 29, 201911Sep 13, 201915Oct 4, 201926
-1.89%Dec 30, 20197Jan 8, 202014Jan 29, 202021

Volatility

Volatility Chart

The current JPMorgan Corporate Bond Research Enhanced ETF volatility is 2.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.15%
3.15%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)