JAGG vs. BND
Compare and contrast key facts about JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) and Vanguard Total Bond Market ETF (BND).
JAGG and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JAGG is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Dec 12, 2018. 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. Both JAGG and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JAGG vs. BND - Performance Comparison
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JAGG vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 0.10% | 7.27% | 1.26% | 5.41% | -13.26% | -1.79% | 7.31% | 8.31% | 1.00% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | 0.90% |
Returns By Period
In the year-to-date period, JAGG achieves a 0.10% return, which is significantly higher than BND's 0.09% return.
JAGG
- 1D
- -0.01%
- 1M
- -1.36%
- YTD
- 0.10%
- 6M
- 0.81%
- 1Y
- 4.21%
- 3Y*
- 3.61%
- 5Y*
- 0.14%
- 10Y*
- —
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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JAGG vs. BND - Expense Ratio Comparison
Both JAGG and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
JAGG vs. BND — Risk / Return Rank
JAGG
BND
JAGG vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) 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.
| JAGG | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.93 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.32 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.75 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.65 | 4.78 | -0.13 |
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
| JAGG | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.93 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.04 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.59 | -0.26 |
Correlation
The correlation between JAGG and BND is 0.95, 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
JAGG vs. BND - Dividend Comparison
JAGG's dividend yield for the trailing twelve months is around 4.28%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.28% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% | 0.00% | 0.00% | 0.00% |
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
JAGG vs. BND - Drawdown Comparison
The maximum JAGG drawdown since its inception was -18.73%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for JAGG and BND.
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Drawdown Indicators
| JAGG | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.73% | -18.58% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -2.44% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -17.91% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -2.91% | -2.54% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -3.07% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.90% | +0.07% |
Volatility
JAGG vs. BND - Volatility Comparison
JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) has a higher volatility of 1.83% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that JAGG'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
| JAGG | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.63% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 2.52% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 4.30% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 6.00% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.84% | 5.52% | +0.32% |