AMJ vs. JPLD

Last updated Apr 1, 2026

Compare and contrast key facts about J.P. Morgan Alerian MLP Index ETN (AMJ) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).

AMJ and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMJ is a passively managed fund by JPMorgan that tracks the performance of the Alerian MLP Index. It was launched on Apr 2, 2009. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.

Performance

AMJ vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Alerian MLP Index ETN (AMJ) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

AMJ vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AMJ J.P. Morgan Alerian MLP Index ETN	0.00%	0.00%	13.32%	8.18%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	0.38%	6.01%	6.49%	3.23%

Returns By Period

AMJ

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPLD

• 1D: -0.08%
• 1M: -0.74%
• YTD: 0.38%
• 6M: 1.58%
• 1Y: 4.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMJ vs. JPLD - Expense Ratio Comparison

AMJ has a 0.85% expense ratio, which is higher than JPLD's 0.24% expense ratio.

AMJ

J.P. Morgan Alerian MLP Index ETN

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

Return for Risk

AMJ vs. JPLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPLD

JPLD Risk / Return Rank: 97
JPLD Sharpe Ratio Rank: 97
JPLD Sortino Ratio Rank: 98
JPLD Omega Ratio Rank: 97
JPLD Calmar Ratio Rank: 95
JPLD Martin Ratio Rank: 97

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.

AMJ vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Alerian MLP Index ETN (AMJ) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AMJ	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	3.28	—

Correlation

The correlation between AMJ and JPLD is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AMJ vs. JPLD - Dividend Comparison

AMJ has not paid dividends to shareholders, while JPLD's dividend yield for the trailing twelve months is around 4.22%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMJ J.P. Morgan Alerian MLP Index ETN	0.00%	0.00%	1.49%	6.54%	6.33%	7.31%	10.87%	8.30%	8.38%	6.96%	6.57%	7.93%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.22%	4.24%	4.47%	1.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	AMJ	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	—	-1.17%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.17%	—
Current Drawdown Current decline from peak	—	-0.74%	—
Average Drawdown Average peak-to-trough decline	—	-0.14%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.24%	—

Volatility

Volatility by Period

	AMJ	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.79%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	1.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	1.86%	—