PortfoliosLab logoPortfoliosLab logo
HIDE vs. JPIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIDE vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect High Inflation And Deflation ETF (HIDE) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HIDE vs. JPIE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIDE
Alpha Architect High Inflation And Deflation ETF
5.63%5.32%-0.85%2.46%-0.03%
JPIE
JPMorgan Income ETF
0.41%7.39%6.32%7.07%1.38%

Returns By Period

In the year-to-date period, HIDE achieves a 5.63% return, which is significantly higher than JPIE's 0.41% return.


HIDE

1D
0.25%
1M
0.33%
YTD
5.63%
6M
6.93%
1Y
8.64%
3Y*
4.06%
5Y*
10Y*

JPIE

1D
0.28%
1M
-0.63%
YTD
0.41%
6M
2.06%
1Y
5.76%
3Y*
6.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIDE vs. JPIE - Expense Ratio Comparison

HIDE has a 0.29% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Return for Risk

HIDE vs. JPIE — Risk / Return Rank

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

HIDE
HIDE Risk / Return Rank: 8585
Overall Rank
HIDE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HIDE Sortino Ratio Rank: 8585
Sortino Ratio Rank
HIDE Omega Ratio Rank: 8585
Omega Ratio Rank
HIDE Calmar Ratio Rank: 8383
Calmar Ratio Rank
HIDE Martin Ratio Rank: 8888
Martin Ratio Rank

JPIE
JPIE Risk / Return Rank: 9696
Overall Rank
JPIE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9898
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JPIE 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.

HIDE vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect High Inflation And Deflation ETF (HIDE) and JPMorgan Income ETF (JPIE). 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.


HIDEJPIEDifference

Sharpe ratio

Return per unit of total volatility

1.65

2.74

-1.09

Sortino ratio

Return per unit of downside risk

2.27

3.66

-1.39

Omega ratio

Gain probability vs. loss probability

1.33

1.69

-0.36

Calmar ratio

Return relative to maximum drawdown

2.34

3.40

-1.06

Martin ratio

Return relative to average drawdown

10.57

18.83

-8.27

HIDE vs. JPIE - Sharpe Ratio Comparison

The current HIDE Sharpe Ratio is 1.65, which is lower than the JPIE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of HIDE and JPIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HIDEJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.74

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.94

-0.06

Correlation

The correlation between HIDE and JPIE is 0.35, 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

HIDE vs. JPIE - Dividend Comparison

HIDE's dividend yield for the trailing twelve months is around 3.00%, less than JPIE's 5.62% yield.


TTM20252024202320222021
HIDE
Alpha Architect High Inflation And Deflation ETF
3.00%3.16%2.86%3.90%6.25%0.00%
JPIE
JPMorgan Income ETF
5.62%5.65%6.11%5.70%4.49%0.63%

Drawdowns

HIDE vs. JPIE - Drawdown Comparison

The maximum HIDE drawdown since its inception was -5.15%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for HIDE and JPIE.


Loading graphics...

Drawdown Indicators


HIDEJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-5.15%

-9.96%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-1.72%

-2.22%

Current Drawdown

Current decline from peak

-0.93%

-0.63%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.96%

-2.17%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.31%

+0.56%

Volatility

HIDE vs. JPIE - Volatility Comparison

Alpha Architect High Inflation And Deflation ETF (HIDE) has a higher volatility of 1.91% compared to JPMorgan Income ETF (JPIE) at 0.86%. This indicates that HIDE's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HIDEJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

0.86%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

1.09%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

2.11%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

3.57%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

3.57%

+0.67%