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

Correlation

The correlation between JBND and BND is 0.97, 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.


-0.50.00.51.01.0

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.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.03%
1.35%
JBND
BND

Key characteristics

Sharpe Ratio

JBND:

0.72

BND:

0.31

Sortino Ratio

JBND:

1.04

BND:

0.46

Omega Ratio

JBND:

1.13

BND:

1.05

Calmar Ratio

JBND:

0.98

BND:

0.12

Martin Ratio

JBND:

2.08

BND:

0.87

Ulcer Index

JBND:

1.74%

BND:

1.91%

Daily Std Dev

JBND:

5.04%

BND:

5.43%

Max Drawdown

JBND:

-3.71%

BND:

-18.84%

Current Drawdown

JBND:

-3.53%

BND:

-9.27%

Returns By Period

In the year-to-date period, JBND achieves a 3.21% return, which is significantly higher than BND's 1.48% return.


JBND

YTD

3.21%

1M

-0.12%

6M

2.08%

1Y

3.53%

5Y*

N/A

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

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.


JBND
Jpmorgan Active Bond ETF
Expense ratio chart for JBND: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JBND, currently valued at 0.72, compared to the broader market0.002.004.000.720.31
The chart of Sortino ratio for JBND, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.001.040.46
The chart of Omega ratio for JBND, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.05
The chart of Calmar ratio for JBND, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.980.42
The chart of Martin ratio for JBND, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.00100.002.080.87
JBND
BND

The current JBND Sharpe Ratio is 0.72, which is higher than the BND Sharpe Ratio of 0.31. 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 Ratio0.501.001.502.002.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.72
0.31
JBND
BND

Dividends

JBND vs. BND - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.63%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
JBND
Jpmorgan Active Bond ETF
4.63%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

JBND vs. BND - Drawdown Comparison

The maximum JBND drawdown since its inception was -3.71%, 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.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.53%
-3.66%
JBND
BND

Volatility

JBND vs. BND - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 1.45%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. 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%JulyAugustSeptemberOctoberNovemberDecember
1.45%
1.65%
JBND
BND
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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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