JBK vs. LQD
Compare and contrast key facts about Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD).
LQD is a passively managed fund by iShares that tracks the performance of the iBoxx $ Liquid Investment Grade Index. It was launched on Jul 26, 2002.
Performance
JBK vs. LQD - Performance Comparison
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JBK vs. LQD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBK Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 | 2.55% | 4.08% | 9.63% | 6.33% | -9.11% | 4.88% | 7.89% | 25.00% | 5.72% | 22.03% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.38% | 7.90% | 0.86% | 9.40% | -17.92% | -1.84% | 10.97% | 17.37% | -3.79% | 7.06% |
Returns By Period
In the year-to-date period, JBK achieves a 2.55% return, which is significantly higher than LQD's -0.38% return. Over the past 10 years, JBK has outperformed LQD with an annualized return of 7.25%, while LQD has yielded a comparatively lower 2.61% annualized return.
JBK
- 1D
- -2.34%
- 1M
- -0.12%
- YTD
- 2.55%
- 6M
- 2.83%
- 1Y
- 7.48%
- 3Y*
- 8.03%
- 5Y*
- 3.26%
- 10Y*
- 7.25%
LQD
- 1D
- 0.63%
- 1M
- -2.07%
- YTD
- -0.38%
- 6M
- -0.04%
- 1Y
- 4.88%
- 3Y*
- 4.26%
- 5Y*
- 0.09%
- 10Y*
- 2.61%
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Return for Risk
JBK vs. LQD — Risk / Return Rank
JBK
LQD
JBK vs. LQD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.
| JBK | LQD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.74 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.04 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.50 | +0.33 |
Martin ratioReturn relative to average drawdown | 4.08 | 4.15 | -0.07 |
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
| JBK | LQD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.74 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.01 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.30 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Correlation
The correlation between JBK and LQD is 0.04, 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
JBK vs. LQD - Dividend Comparison
JBK's dividend yield for the trailing twelve months is around 6.12%, more than LQD's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBK Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 | 6.12% | 6.10% | 5.97% | 6.16% | 6.15% | 5.28% | 5.25% | 5.38% | 6.34% | 6.31% | 7.19% | 6.36% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.14% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
Drawdowns
JBK vs. LQD - Drawdown Comparison
The maximum JBK drawdown since its inception was -59.76%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for JBK and LQD.
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Drawdown Indicators
| JBK | LQD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -24.95% | -34.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -3.38% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -24.95% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -24.95% | +1.18% |
Current DrawdownCurrent decline from peak | -3.00% | -4.52% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -3.99% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.22% | +0.55% |
Volatility
JBK vs. LQD - Volatility Comparison
Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) has a higher volatility of 4.65% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 2.65%. This indicates that JBK's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JBK | LQD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 2.65% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 3.76% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 6.60% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 8.66% | +11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 8.67% | +11.75% |