BWDTX vs. JCPB
Compare and contrast key facts about Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and JPMorgan Core Plus Bond ETF (JCPB).
BWDTX is managed by Boyd Watterson. It was launched on Jul 28, 2016. JCPB is an actively managed fund by JPMorgan Chase. It was launched on Jan 28, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWDTX or JCPB.
Key characteristics
| BWDTX | JCPB | |
|---|---|---|
| YTD Return | 6.20% | 3.03% |
| 1Y Return | 9.33% | 10.12% |
| 3Y Return (Ann) | 4.27% | -1.23% |
| 5Y Return (Ann) | 3.98% | 0.97% |
| Sharpe Ratio | 5.59 | 1.70 |
| Sortino Ratio | 9.84 | 2.54 |
| Omega Ratio | 2.54 | 1.30 |
| Calmar Ratio | 13.24 | 0.73 |
| Martin Ratio | 49.52 | 6.74 |
| Ulcer Index | 0.19% | 1.44% |
| Daily Std Dev | 1.69% | 5.74% |
| Max Drawdown | -10.06% | -16.67% |
| Current Drawdown | -0.30% | -4.54% |
Correlation
The correlation between BWDTX and JCPB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BWDTX vs. JCPB - Performance Comparison
In the year-to-date period, BWDTX achieves a 6.20% return, which is significantly higher than JCPB's 3.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BWDTX vs. JCPB - Expense Ratio Comparison
Both BWDTX and JCPB have an expense ratio of 0.40%.
Risk-Adjusted Performance
BWDTX vs. JCPB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) and JPMorgan Core Plus Bond ETF (JCPB). 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.
Dividends
BWDTX vs. JCPB - Dividend Comparison
BWDTX's dividend yield for the trailing twelve months is around 5.60%, more than JCPB's 5.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BWDTX Boyd Watterson Limited Duration Enhanced Income Fund | 5.60% | 5.51% | 3.77% | 2.97% | 3.18% | 3.47% | 4.17% | 2.90% | 1.35% |
JCPB JPMorgan Core Plus Bond ETF | 5.05% | 4.32% | 3.00% | 2.19% | 2.97% | 3.23% | 0.00% | 0.00% | 0.00% |
Drawdowns
BWDTX vs. JCPB - Drawdown Comparison
The maximum BWDTX drawdown since its inception was -10.06%, smaller than the maximum JCPB drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for BWDTX and JCPB. For additional features, visit the drawdowns tool.
Volatility
BWDTX vs. JCPB - Volatility Comparison
The current volatility for Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) is 0.48%, while JPMorgan Core Plus Bond ETF (JCPB) has a volatility of 1.65%. This indicates that BWDTX experiences smaller price fluctuations and is considered to be less risky than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.