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

ETF Info

ISIN

US46641Q4495

CUSIP

46641Q449

Issuer

JPMorgan Chase

Inception Date

Dec 12, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

JIGB has an expense ratio of 0.14%, which is considered low compared to other funds.


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.


Popular comparisons:
JIGB vs. XHLF
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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.00%
7.29%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Corporate Bond Research Enhanced ETF had a return of 2.20% year-to-date (YTD) and 2.63% in the last 12 months.


JIGB

YTD

2.20%

1M

-0.44%

6M

2.00%

1Y

2.63%

5Y*

-0.22%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

The table below presents the monthly returns of JIGB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.39%-1.42%1.35%-2.64%1.81%0.76%2.21%1.85%1.71%-2.56%1.45%2.20%
20234.36%-3.37%2.95%0.61%-1.54%0.48%0.23%-0.79%-2.76%-1.88%6.02%4.32%8.42%
2022-3.46%-1.86%-2.46%-5.98%1.49%-2.92%3.88%-3.73%-5.08%-0.75%5.47%-0.93%-15.72%
2021-1.50%-2.21%-1.51%1.00%0.58%1.82%1.27%-0.26%-1.12%0.25%-0.14%-0.36%-2.23%
20202.25%1.40%-6.03%5.24%1.71%1.14%2.87%-1.77%-0.26%-0.27%2.87%0.76%9.89%
20192.74%-0.04%2.57%0.45%1.42%2.73%0.37%3.25%-0.63%0.53%0.22%-1.20%13.00%
20180.43%0.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JIGB is 27, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JIGB is 2727
Overall Rank
The Sharpe Ratio Rank of JIGB is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of JIGB is 2828
Sortino Ratio Rank
The Omega Ratio Rank of JIGB is 2828
Omega Ratio Rank
The Calmar Ratio Rank of JIGB is 2222
Calmar Ratio Rank
The Martin Ratio Rank of JIGB is 2929
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for JIGB, currently valued at 0.53, compared to the broader market0.002.004.000.531.83
The chart of Sortino ratio for JIGB, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.000.782.46
The chart of Omega ratio for JIGB, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.34
The chart of Calmar ratio for JIGB, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.232.72
The chart of Martin ratio for JIGB, currently valued at 1.81, compared to the broader market0.0020.0040.0060.0080.00100.001.8111.89
JIGB
^GSPC

The current JPMorgan Corporate Bond Research Enhanced ETF Sharpe ratio is 0.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Corporate Bond Research Enhanced ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.53
1.90
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Corporate Bond Research Enhanced ETF provided a 5.21% dividend yield over the last twelve months, with an annual payout of $2.35 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$2.35$1.95$1.51$1.89$2.39$1.97$0.10

Dividend yield

5.21%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.21$0.23$0.18$0.19$0.19$0.19$0.19$0.20$0.19$0.19$0.19$2.14
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$1.95
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$1.51
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$1.89
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$2.39
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$1.97
2018$0.10$0.10

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.70%
-3.58%
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 8.70%.


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 1.67%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
3.64%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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