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JBND vs. BIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBND vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Bond ETF (JBND) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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JBND vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
JBND
Jpmorgan Active Bond ETF
0.14%8.21%3.19%7.76%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.23%8.52%1.57%7.45%

Returns By Period

In the year-to-date period, JBND achieves a 0.14% return, which is significantly higher than BIV's -0.23% return.


JBND

1D
0.03%
1M
-1.40%
YTD
0.14%
6M
1.25%
1Y
4.74%
3Y*
5Y*
10Y*

BIV

1D
0.00%
1M
-1.57%
YTD
-0.23%
6M
0.54%
1Y
4.69%
3Y*
3.99%
5Y*
0.54%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JBND vs. BIV - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is higher than BIV's 0.03% expense ratio.


Return for Risk

JBND vs. BIV — Risk / Return Rank

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

JBND
JBND Risk / Return Rank: 5858
Overall Rank
JBND Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JBND Sortino Ratio Rank: 6161
Sortino Ratio Rank
JBND Omega Ratio Rank: 4848
Omega Ratio Rank
JBND Calmar Ratio Rank: 7171
Calmar Ratio Rank
JBND Martin Ratio Rank: 5151
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 5656
Overall Rank
BIV Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 5656
Sortino Ratio Rank
BIV Omega Ratio Rank: 4545
Omega Ratio Rank
BIV Calmar Ratio Rank: 6666
Calmar Ratio Rank
BIV Martin Ratio Rank: 5555
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.

JBND vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


JBNDBIVDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.04

+0.07

Sortino ratio

Return per unit of downside risk

1.60

1.50

+0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.89

1.74

+0.15

Martin ratio

Return relative to average drawdown

5.12

5.57

-0.45

JBND vs. BIV - Sharpe Ratio Comparison

The current JBND Sharpe Ratio is 1.11, which is comparable to the BIV Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of JBND and BIV, 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


JBNDBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.04

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.65

+0.96

Correlation

The correlation between JBND and BIV is 0.96, 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

JBND vs. BIV - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.41%, more than BIV's 4.14% yield.


TTM20252024202320222021202020192018201720162015
JBND
Jpmorgan Active Bond ETF
4.41%4.42%4.58%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.14%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Drawdowns

JBND vs. BIV - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for JBND and BIV.


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Drawdown Indicators


JBNDBIVDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-18.95%

+14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-2.87%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.83%

-2.03%

+0.20%

Average Drawdown

Average peak-to-trough decline

-1.11%

-3.40%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.90%

+0.08%

Volatility

JBND vs. BIV - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 1.67%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.77%. This indicates that JBND experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBNDBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.77%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.74%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

4.55%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

6.39%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

5.50%

-0.59%