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BND vs. JAGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BND vs. JAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). The values are adjusted to include any dividend payments, if applicable.

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BND vs. JAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BND
Vanguard Total Bond Market ETF
0.09%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%0.90%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.10%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%

Returns By Period

In the year-to-date period, BND achieves a 0.09% return, which is significantly lower than JAGG's 0.10% return.


BND

1D
0.04%
1M
-1.30%
YTD
0.09%
6M
0.74%
1Y
3.96%
3Y*
3.60%
5Y*
0.25%
10Y*
1.68%

JAGG

1D
-0.01%
1M
-1.36%
YTD
0.10%
6M
0.81%
1Y
4.21%
3Y*
3.61%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BND vs. JAGG - Expense Ratio Comparison

Both BND and JAGG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BND vs. JAGG — Risk / Return Rank

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

BND
BND Risk / Return Rank: 5050
Overall Rank
BND Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4646
Sortino Ratio Rank
BND Omega Ratio Rank: 3939
Omega Ratio Rank
BND Calmar Ratio Rank: 6767
Calmar Ratio Rank
BND Martin Ratio Rank: 4848
Martin Ratio Rank

JAGG
JAGG Risk / Return Rank: 4949
Overall Rank
JAGG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JAGG Sortino Ratio Rank: 4646
Sortino Ratio Rank
JAGG Omega Ratio Rank: 4141
Omega Ratio Rank
JAGG Calmar Ratio Rank: 6363
Calmar Ratio Rank
JAGG Martin Ratio Rank: 4646
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.

BND vs. JAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). 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.


BNDJAGGDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.95

-0.02

Sortino ratio

Return per unit of downside risk

1.32

1.33

-0.02

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.75

1.73

+0.02

Martin ratio

Return relative to average drawdown

4.78

4.65

+0.13

BND vs. JAGG - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 0.93, which is comparable to the JAGG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BND and JAGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNDJAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.95

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.02

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.32

+0.26

Correlation

The correlation between BND and JAGG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BND vs. JAGG - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.93%, less than JAGG's 4.28% yield.


TTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.93%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.28%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%0.00%0.00%

Drawdowns

BND vs. JAGG - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, roughly equal to the maximum JAGG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for BND and JAGG.


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Drawdown Indicators


BNDJAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-18.73%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-2.61%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-18.06%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-2.54%

-2.91%

+0.37%

Average Drawdown

Average peak-to-trough decline

-3.07%

-6.30%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.97%

-0.07%

Volatility

BND vs. JAGG - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.63%, while JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) has a volatility of 1.83%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than JAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDJAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.83%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.71%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.47%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

5.90%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

5.84%

-0.32%