PortfoliosLab logo
JBND vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBND and BND is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

JBND vs. BND - Performance Comparison

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

8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.61%
11.78%
JBND
BND

Key characteristics

Sharpe Ratio

JBND:

1.69

BND:

1.33

Sortino Ratio

JBND:

2.52

BND:

1.93

Omega Ratio

JBND:

1.30

BND:

1.23

Calmar Ratio

JBND:

1.89

BND:

0.52

Martin Ratio

JBND:

4.39

BND:

3.43

Ulcer Index

JBND:

1.93%

BND:

2.05%

Daily Std Dev

JBND:

5.03%

BND:

5.31%

Max Drawdown

JBND:

-4.48%

BND:

-18.84%

Current Drawdown

JBND:

-1.17%

BND:

-6.87%

Returns By Period

In the year-to-date period, JBND achieves a 3.06% return, which is significantly higher than BND's 2.74% return.


JBND

YTD

3.06%

1M

0.68%

6M

2.50%

1Y

9.09%

5Y*

N/A

10Y*

N/A

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

Compare stocks, funds, or ETFs

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


JBND vs. BND - Expense Ratio Comparison

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


Expense ratio chart for JBND: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JBND: 0.30%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

JBND vs. BND — 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 9090
Overall Rank
The Sharpe Ratio Rank of JBND is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of JBND is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JBND is 9090
Omega Ratio Rank
The Calmar Ratio Rank of JBND is 9393
Calmar Ratio Rank
The Martin Ratio Rank of JBND is 8282
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
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. BND - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for JBND, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.00
JBND: 1.69
BND: 1.33
The chart of Sortino ratio for JBND, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.00
JBND: 2.52
BND: 1.93
The chart of Omega ratio for JBND, currently valued at 1.30, compared to the broader market0.501.001.502.00
JBND: 1.30
BND: 1.23
The chart of Calmar ratio for JBND, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.00
JBND: 1.89
BND: 1.49
The chart of Martin ratio for JBND, currently valued at 4.39, compared to the broader market0.0020.0040.0060.00
JBND: 4.39
BND: 3.43

The current JBND Sharpe Ratio is 1.69, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of JBND and BND, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.69
1.33
JBND
BND

Dividends

JBND vs. BND - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.43%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
JBND
Jpmorgan Active Bond ETF
4.43%4.59%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

JBND vs. BND - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JBND and BND. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.17%
-1.11%
JBND
BND

Volatility

JBND vs. BND - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 2.03%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.19%. This indicates that JBND experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.03%
2.19%
JBND
BND