EDV vs. JPLD
EDV (Vanguard Extended Duration Treasury ETF) and JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while JPLD is a Short-Term Bond fund actively managed by JPMorgan. EDV is passively managed, while JPLD is actively managed. Over the past year, EDV returned 3.37% vs 4.59% for JPLD. A 0.59 correlation means they provide meaningful diversification when combined. EDV charges 0.05%/yr vs 0.24%/yr for JPLD.
Performance
EDV vs. JPLD - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a 0.01% return, which is significantly lower than JPLD's 1.20% return.
EDV
- 1D
- -0.39%
- 1M
- 4.52%
- YTD
- 0.01%
- 6M
- 0.03%
- 1Y
- 3.37%
- 3Y*
- -4.76%
- 5Y*
- -10.27%
- 10Y*
- -3.49%
JPLD
- 1D
- -0.04%
- 1M
- 0.34%
- YTD
- 1.20%
- 6M
- 1.54%
- 1Y
- 4.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDV vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 0.01% | 0.65% | -12.78% | 0.24% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 1.20% | 6.01% | 6.49% | 3.15% |
Correlation
The correlation between EDV and JPLD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023 | 0.59 |
The correlation between EDV and JPLD has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.
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Return for Risk
EDV vs. JPLD — Risk / Return Rank
EDV
JPLD
EDV vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EDV | JPLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -4.84 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.66 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 4.54 | -4.40 |
| Martin ratioReturn relative to average drawdown | 0.31 | 21.02 | -20.71 |
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Drawdowns
EDV vs. JPLD - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for EDV and JPLD.
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Drawdown Indicators
| EDV | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -1.17% | -58.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -1.00% | -11.54% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | — | — |
Current DrawdownCurrent decline from peak | -54.12% | -0.04% | -54.08% |
Average DrawdownAverage peak-to-trough decline | -23.48% | -0.15% | -23.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 0.22% | +5.33% |
Volatility
EDV vs. JPLD - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 4.21% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.38%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDV | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 0.38% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 0.97% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 1.46% | +13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 1.83% | +19.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 1.83% | +17.99% |
EDV vs. JPLD - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDV vs. JPLD - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.95%, more than JPLD's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 4.95% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.20% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EDV and JPLD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (4.21%) compared to JPLD (0.38%). In terms of maximum drawdown, EDV dropped -59.96% vs JPLD's -1.17%.
On 1-year performance, JPLD leads with 4.59% vs 3.37% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, JPLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JPLD has performed better with a 4.59% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.24% for JPLD.
EDV has the higher dividend yield at 4.95%, compared with 4.20% for JPLD.
EDV is categorized as Government Bonds, while JPLD is Short-Term Bond. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.05% for EDV and 0.24% for JPLD.
JPLD currently has the higher Sharpe Ratio (3.17 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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