GVI vs. JPLD
Compare and contrast key facts about iShares Intermediate Government/Credit Bond ETF (GVI) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
GVI and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVI is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Intermediate Government/Credit Bond. It was launched on Jan 5, 2007. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Performance
GVI vs. JPLD - Performance Comparison
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GVI vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | -0.03% | 6.66% | 2.92% | 3.42% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
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*
- —
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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
GVI
JPLD
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.
| GVI | JPLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 2.63 | -1.08 |
Sortino ratioReturn per unit of downside risk | 2.35 | 4.05 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.55 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 4.03 | -1.60 |
Martin ratioReturn relative to average drawdown | 8.93 | 19.92 | -10.99 |
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
| GVI | JPLD | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| GVI | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.20% | -0.74% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -0.14% | -1.73% |
Ulcer IndexDepth 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
| GVI | JPLD | Difference | |
|---|---|---|---|
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% |