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JAGG vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JAGG and ICSH is 0.40, 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.


-0.50.00.51.00.4

Performance

JAGG vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Aggregate Bond ETF (JAGG) and iShares Ultra Short-Term Bond ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
18.16%
JAGG
ICSH

Key characteristics

Sharpe Ratio

JAGG:

0.29

ICSH:

12.95

Sortino Ratio

JAGG:

0.44

ICSH:

32.62

Omega Ratio

JAGG:

1.05

ICSH:

7.51

Calmar Ratio

JAGG:

0.11

ICSH:

67.01

Martin Ratio

JAGG:

0.80

ICSH:

456.49

Ulcer Index

JAGG:

1.98%

ICSH:

0.01%

Daily Std Dev

JAGG:

5.47%

ICSH:

0.43%

Max Drawdown

JAGG:

-19.00%

ICSH:

-3.94%

Current Drawdown

JAGG:

-10.16%

ICSH:

-0.02%

Returns By Period

In the year-to-date period, JAGG achieves a 0.94% return, which is significantly lower than ICSH's 5.38% return.


JAGG

YTD

0.94%

1M

-0.56%

6M

0.86%

1Y

1.26%

5Y*

-0.65%

10Y*

N/A

ICSH

YTD

5.38%

1M

0.43%

6M

2.79%

1Y

5.52%

5Y*

2.73%

10Y*

2.45%

Compare stocks, funds, or ETFs

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


JAGG vs. ICSH - Expense Ratio Comparison

JAGG has a 0.07% expense ratio, which is lower than ICSH's 0.08% 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%.


ICSH
iShares Ultra Short-Term Bond ETF
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for JAGG: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

JAGG vs. ICSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Aggregate Bond ETF (JAGG) and iShares Ultra Short-Term Bond ETF (ICSH). 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.


Sharpe ratio
The chart of Sharpe ratio for JAGG, currently valued at 0.22, compared to the broader market0.002.004.000.2212.95
The chart of Sortino ratio for JAGG, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.000.3432.62
The chart of Omega ratio for JAGG, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.047.51
The chart of Calmar ratio for JAGG, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.0967.01
The chart of Martin ratio for JAGG, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.60456.49
JAGG
ICSH

The current JAGG Sharpe Ratio is 0.29, which is lower than the ICSH Sharpe Ratio of 12.95. The chart below compares the historical Sharpe Ratios of JAGG and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
0.22
12.95
JAGG
ICSH

Dividends

JAGG vs. ICSH - Dividend Comparison

JAGG's dividend yield for the trailing twelve months is around 4.22%, less than ICSH's 5.25% yield.


TTM2023202220212020201920182017201620152014
JAGG
JPMorgan U.S. Aggregate Bond ETF
4.22%3.60%2.23%1.44%1.93%2.78%0.16%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
5.25%4.78%1.66%0.42%1.22%2.60%2.19%1.36%0.88%0.54%0.46%

Drawdowns

JAGG vs. ICSH - Drawdown Comparison

The maximum JAGG drawdown since its inception was -19.00%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for JAGG and ICSH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-0.02%
JAGG
ICSH

Volatility

JAGG vs. ICSH - Volatility Comparison

JPMorgan U.S. Aggregate Bond ETF (JAGG) has a higher volatility of 1.60% compared to iShares Ultra Short-Term Bond ETF (ICSH) at 0.17%. This indicates that JAGG's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.60%
0.17%
JAGG
ICSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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