PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPMorgan Income ETF (JPIE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

46641Q159

Issuer

JPMorgan

Inception Date

Oct 28, 2021

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Bond

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
JPIE vs. JEPI JPIE vs. JCPB JPIE vs. BINC JPIE vs. BND JPIE vs. JEPQ JPIE vs. USHY JPIE vs. JPST JPIE vs. SCHG JPIE vs. JBND JPIE vs. SGOV
Popular comparisons:
JPIE vs. JEPI JPIE vs. JCPB JPIE vs. BINC JPIE vs. BND JPIE vs. JEPQ JPIE vs. USHY JPIE vs. JPST JPIE vs. SCHG JPIE vs. JBND JPIE vs. SGOV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Income 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%JuneJulyAugustSeptemberOctoberNovember
3.93%
11.19%
JPIE (JPMorgan Income ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Income ETF had a return of 5.55% year-to-date (YTD) and 9.00% in the last 12 months.


JPIE

YTD

5.55%

1M

-0.22%

6M

3.92%

1Y

9.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.57%-0.58%0.94%-0.60%1.26%0.70%1.43%1.06%1.09%-0.63%5.55%
20232.27%-1.49%1.62%0.77%-0.65%-0.02%0.59%-0.30%-0.70%-0.17%2.60%2.45%7.08%
2022-1.24%-0.75%-2.02%-0.43%-0.11%-3.07%3.00%-1.66%-3.48%0.83%2.40%0.45%-6.13%
2021-0.76%1.07%0.30%

Expense Ratio

JPIE features an expense ratio of 0.41%, falling within the medium range.


Expense ratio chart for JPIE: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JPIE is 92, placing it in the top 8% of ETFs on our website 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 JPIE is 9292
Combined Rank
The Sharpe Ratio Rank of JPIE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIE is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JPIE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JPIE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of JPIE is 9494
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 Income ETF (JPIE) 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 JPIE, currently valued at 3.53, compared to the broader market0.002.004.006.003.532.54
The chart of Sortino ratio for JPIE, currently valued at 5.62, compared to the broader market-2.000.002.004.006.008.0010.0012.005.623.40
The chart of Omega ratio for JPIE, currently valued at 1.80, compared to the broader market0.501.001.502.002.503.001.801.47
The chart of Calmar ratio for JPIE, currently valued at 3.19, compared to the broader market0.005.0010.0015.003.193.66
The chart of Martin ratio for JPIE, currently valued at 23.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.6516.28
JPIE
^GSPC

The current JPMorgan Income ETF Sharpe ratio is 3.53. 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 Income 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.53
2.54
JPIE (JPMorgan Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Income ETF provided a 6.19% dividend yield over the last twelve months, with an annual payout of $2.83 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$2.83$2.60$2.03$0.32

Dividend yield

6.19%5.70%4.49%0.63%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.24$0.24$0.24$0.23$0.24$0.24$0.23$0.23$0.23$0.23$2.34
2023$0.00$0.21$0.21$0.21$0.20$0.20$0.21$0.21$0.20$0.23$0.23$0.49$2.60
2022$0.00$0.13$0.11$0.14$0.14$0.14$0.19$0.18$0.19$0.20$0.20$0.41$2.03
2021$0.32$0.32

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.63%
-1.41%
JPIE (JPMorgan Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Income 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 Income ETF was 9.96%, occurring on Oct 20, 2022. Recovery took 293 trading sessions.

The current JPMorgan Income ETF drawdown is 0.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.96%Dec 31, 2021203Oct 20, 2022293Dec 20, 2023496
-1.22%Nov 9, 202113Nov 26, 202122Dec 29, 202135
-1.13%Apr 1, 202413Apr 17, 202412May 3, 202425
-0.91%Oct 2, 202423Nov 1, 2024
-0.83%Feb 2, 20249Feb 14, 202416Mar 8, 202425

Volatility

Volatility Chart

The current JPMorgan Income ETF volatility is 0.48%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.48%
4.07%
JPIE (JPMorgan Income ETF)
Benchmark (^GSPC)