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JBND vs. AGGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBND and AGGH is 0.14, 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.


Performance

JBND vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Bond ETF (JBND) and Simplify Aggregate Bond ETF (AGGH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JBND:

1.18

AGGH:

0.36

Sortino Ratio

JBND:

1.90

AGGH:

0.65

Omega Ratio

JBND:

1.22

AGGH:

1.08

Calmar Ratio

JBND:

1.45

AGGH:

0.60

Martin Ratio

JBND:

3.30

AGGH:

1.33

Ulcer Index

JBND:

1.97%

AGGH:

3.00%

Daily Std Dev

JBND:

5.05%

AGGH:

9.72%

Max Drawdown

JBND:

-4.48%

AGGH:

-13.26%

Current Drawdown

JBND:

-1.77%

AGGH:

-4.84%

Returns By Period

In the year-to-date period, JBND achieves a 2.44% return, which is significantly higher than AGGH's 0.05% return.


JBND

YTD

2.44%

1M

-0.03%

6M

2.52%

1Y

6.12%

5Y*

N/A

10Y*

N/A

AGGH

YTD

0.05%

1M

0.39%

6M

0.88%

1Y

3.51%

5Y*

N/A

10Y*

N/A

*Annualized

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JBND vs. AGGH - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is lower than AGGH's 0.33% expense ratio.


Risk-Adjusted Performance

JBND vs. AGGH — Risk-Adjusted Performance Rank

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

JBND
The Risk-Adjusted Performance Rank of JBND is 8484
Overall Rank
The Sharpe Ratio Rank of JBND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JBND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JBND is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JBND is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JBND is 7474
Martin Ratio Rank

AGGH
The Risk-Adjusted Performance Rank of AGGH is 4141
Overall Rank
The Sharpe Ratio Rank of AGGH is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 3232
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JBND vs. AGGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and Simplify Aggregate Bond ETF (AGGH). 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.


The current JBND Sharpe Ratio is 1.18, which is higher than the AGGH Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of JBND and AGGH, 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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Dividends

JBND vs. AGGH - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.46%, less than AGGH's 8.10% yield.


TTM202420232022
JBND
Jpmorgan Active Bond ETF
4.46%4.59%1.00%0.00%
AGGH
Simplify Aggregate Bond ETF
8.10%8.97%9.51%2.11%

Drawdowns

JBND vs. AGGH - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, smaller than the maximum AGGH drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for JBND and AGGH. For additional features, visit the drawdowns tool.


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Volatility

JBND vs. AGGH - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 1.51%, while Simplify Aggregate Bond ETF (AGGH) has a volatility of 3.32%. This indicates that JBND experiences smaller price fluctuations and is considered to be less risky than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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