GBOSX vs. BND
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and Vanguard Total Bond Market ETF (BND).
GBOSX is managed by JPMorgan. It was launched on Sep 3, 2012. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
GBOSX vs. BND - Performance Comparison
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GBOSX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | -1.68% | 7.90% | 3.53% | 6.96% | -6.04% | 1.37% | 7.77% | 10.57% | -1.89% | 6.72% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, GBOSX achieves a -1.68% return, which is significantly lower than BND's 0.09% return. Over the past 10 years, GBOSX has outperformed BND with an annualized return of 3.94%, while BND has yielded a comparatively lower 1.68% annualized return.
GBOSX
- 1D
- 0.52%
- 1M
- -3.01%
- YTD
- -1.68%
- 6M
- -0.69%
- 1Y
- 4.91%
- 3Y*
- 4.74%
- 5Y*
- 2.31%
- 10Y*
- 3.94%
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%
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GBOSX vs. BND - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
GBOSX vs. BND — Risk / Return Rank
GBOSX
BND
GBOSX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) and Vanguard Total Bond Market ETF (BND). 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.
| GBOSX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.93 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.32 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.75 | -0.44 |
Martin ratioReturn relative to average drawdown | 6.14 | 4.78 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBOSX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.93 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.04 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 0.30 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.59 | +0.52 |
Correlation
The correlation between GBOSX and BND is 0.36, 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
GBOSX vs. BND - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.90%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | 4.90% | 4.79% | 4.41% | 3.92% | 3.68% | 2.61% | 3.29% | 4.06% | 5.74% | 3.32% | 4.80% | 5.12% |
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% |
Drawdowns
GBOSX vs. BND - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for GBOSX and BND.
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Drawdown Indicators
| GBOSX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.48% | -18.58% | +7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -2.44% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -17.91% | +7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -11.48% | -18.58% | +7.10% |
Current DrawdownCurrent decline from peak | -3.40% | -2.54% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -3.07% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.90% | -0.06% |
Volatility
GBOSX vs. BND - Volatility Comparison
JPMorgan Global Bond Opportunities Fund (GBOSX) has a higher volatility of 2.17% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that GBOSX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBOSX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 1.63% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 2.52% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 4.30% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 6.00% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 5.52% | -2.10% |