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GVI vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GVI vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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GVI vs. JPLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GVI achieves a -0.03% return, which is significantly lower than JPLD's 0.38% return.


GVI

1D
0.17%
1M
-1.20%
YTD
-0.03%
6M
1.07%
1Y
4.24%
3Y*
4.05%
5Y*
1.12%
10Y*
1.85%

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GVI vs. JPLD - Expense Ratio Comparison

GVI has a 0.20% 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%.


Return for Risk

GVI vs. JPLD — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 8282
Overall Rank
GVI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
GVI Omega Ratio Rank: 7676
Omega Ratio Rank
GVI Calmar Ratio Rank: 8484
Calmar Ratio Rank
GVI Martin Ratio Rank: 8282
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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.

GVI vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) 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.


GVIJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.63

-1.08

Sortino ratio

Return per unit of downside risk

2.35

4.05

-1.70

Omega ratio

Gain probability vs. loss probability

1.29

1.55

-0.26

Calmar ratio

Return relative to maximum drawdown

2.43

4.03

-1.60

Martin ratio

Return relative to average drawdown

8.93

19.92

-10.99

GVI vs. JPLD - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.55, which is lower than the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of GVI and JPLD, 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


GVIJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.63

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

3.28

-2.51

Correlation

The correlation between GVI and JPLD is 0.75, 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

GVI vs. JPLD - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.54%, less than JPLD's 4.22% yield.


TTM20252024202320222021202020192018201720162015
GVI
iShares Intermediate Government/Credit Bond ETF
3.54%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.22%4.24%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GVI vs. JPLD - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for GVI and JPLD.


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Drawdown Indicators


GVIJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-1.17%

-11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-1.17%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-1.20%

-0.74%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.87%

-0.14%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.24%

+0.25%

Volatility

GVI vs. JPLD - Volatility Comparison

iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 1.09% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that GVI'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


GVIJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.54%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

0.99%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

1.79%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.86%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

1.86%

+1.66%