CDX vs. JBND

In the year-to-date period, CDX achieves a 7.13% return, which is significantly higher than JBND's 2.55% return.

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CDX has a 0.26% expense ratio, which is lower than JBND's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify High Yield PLUS Credit Hedge ETF (CDX) and Jpmorgan Active Bond ETF (JBND). 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.

The current CDX Sharpe Ratio is 0.74, which is lower than the JBND Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CDX and JBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CDX's dividend yield for the trailing twelve months is around 11.53%, more than JBND's 4.46% yield.

The maximum CDX drawdown since its inception was -13.24%, which is greater than JBND's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for CDX and JBND. For additional features, visit the drawdowns tool.

Simplify High Yield PLUS Credit Hedge ETF (CDX) has a higher volatility of 9.01% compared to Jpmorgan Active Bond ETF (JBND) at 1.56%. This indicates that CDX's price experiences larger fluctuations and is considered to be riskier than JBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.