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HLIPX vs. BALT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIPX vs. BALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Plus Bond Fund (HLIPX) and Innovator Defined Wealth Shield ETF (BALT). The values are adjusted to include any dividend payments, if applicable.

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HLIPX vs. BALT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HLIPX
JPMorgan Core Plus Bond Fund
-0.31%7.98%2.64%6.38%-12.69%0.18%
BALT
Innovator Defined Wealth Shield ETF
-0.13%6.65%9.98%7.45%2.54%0.82%

Returns By Period

In the year-to-date period, HLIPX achieves a -0.31% return, which is significantly lower than BALT's -0.13% return.


HLIPX

1D
0.56%
1M
-2.43%
YTD
-0.31%
6M
0.91%
1Y
4.63%
3Y*
4.34%
5Y*
0.97%
10Y*
2.40%

BALT

1D
0.10%
1M
-0.87%
YTD
-0.13%
6M
1.97%
1Y
6.64%
3Y*
7.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLIPX vs. BALT - Expense Ratio Comparison

HLIPX has a 0.46% expense ratio, which is lower than BALT's 0.69% expense ratio.


Return for Risk

HLIPX vs. BALT — Risk / Return Rank

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

HLIPX
HLIPX Risk / Return Rank: 6464
Overall Rank
HLIPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HLIPX Sortino Ratio Rank: 6464
Sortino Ratio Rank
HLIPX Omega Ratio Rank: 4949
Omega Ratio Rank
HLIPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
HLIPX Martin Ratio Rank: 6666
Martin Ratio Rank

BALT
BALT Risk / Return Rank: 8686
Overall Rank
BALT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BALT Sortino Ratio Rank: 8787
Sortino Ratio Rank
BALT Omega Ratio Rank: 9494
Omega Ratio Rank
BALT Calmar Ratio Rank: 7676
Calmar Ratio Rank
BALT Martin Ratio Rank: 9292
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.

HLIPX vs. BALT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund (HLIPX) and Innovator Defined Wealth Shield ETF (BALT). 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.


HLIPXBALTDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.49

-0.37

Sortino ratio

Return per unit of downside risk

1.61

2.29

-0.68

Omega ratio

Gain probability vs. loss probability

1.20

1.43

-0.23

Calmar ratio

Return relative to maximum drawdown

1.81

1.91

-0.11

Martin ratio

Return relative to average drawdown

6.20

12.79

-6.59

HLIPX vs. BALT - Sharpe Ratio Comparison

The current HLIPX Sharpe Ratio is 1.12, which is comparable to the BALT Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of HLIPX and BALT, 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


HLIPXBALTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.49

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.70

-0.60

Correlation

The correlation between HLIPX and BALT is 0.10, 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

HLIPX vs. BALT - Dividend Comparison

HLIPX's dividend yield for the trailing twelve months is around 4.56%, while BALT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HLIPX
JPMorgan Core Plus Bond Fund
4.56%4.86%4.88%4.02%3.36%3.25%4.36%3.23%3.08%2.83%2.77%3.25%
BALT
Innovator Defined Wealth Shield ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HLIPX vs. BALT - Drawdown Comparison

The maximum HLIPX drawdown since its inception was -16.91%, which is greater than BALT's maximum drawdown of -4.89%. Use the drawdown chart below to compare losses from any high point for HLIPX and BALT.


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Drawdown Indicators


HLIPXBALTDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-4.89%

-12.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-3.48%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-16.91%

Current Drawdown

Current decline from peak

-2.43%

-1.05%

-1.38%

Average Drawdown

Average peak-to-trough decline

-1.94%

-0.35%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.52%

+0.34%

Volatility

HLIPX vs. BALT - Volatility Comparison

JPMorgan Core Plus Bond Fund (HLIPX) has a higher volatility of 1.75% compared to Innovator Defined Wealth Shield ETF (BALT) at 0.61%. This indicates that HLIPX's price experiences larger fluctuations and is considered to be riskier than BALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLIPXBALTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

0.61%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

1.84%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.48%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

3.36%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

3.36%

+1.26%