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

Key characteristics


JBNDBUCK
YTD Return6.51%5.44%
Daily Std Dev5.62%3.36%
Max Drawdown-3.23%-2.03%
Current Drawdown-0.44%-0.44%

Correlation

-0.50.00.51.0-0.0

The correlation between JBND and BUCK is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

JBND vs. BUCK - Performance Comparison

In the year-to-date period, JBND achieves a 6.51% return, which is significantly higher than BUCK's 5.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.56%
2.69%
JBND
BUCK

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. BUCK - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is lower than BUCK's 0.35% expense ratio.


BUCK
Simplify Stable Income ETF
Expense ratio chart for BUCK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%

Risk-Adjusted Performance

JBND vs. BUCK - Risk-Adjusted Performance Comparison

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


JBND
Sharpe ratio
No data
BUCK
Sharpe ratio
The chart of Sharpe ratio for BUCK, currently valued at 1.92, compared to the broader market0.002.004.001.92
Sortino ratio
The chart of Sortino ratio for BUCK, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.0012.002.79
Omega ratio
The chart of Omega ratio for BUCK, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for BUCK, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
Martin ratio
The chart of Martin ratio for BUCK, currently valued at 12.56, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.56

JBND vs. BUCK - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

JBND vs. BUCK - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 3.89%, less than BUCK's 8.05% yield.


TTM20232022
JBND
Jpmorgan Active Bond ETF
3.89%1.00%0.00%
BUCK
Simplify Stable Income ETF
8.05%4.84%0.57%

Drawdowns

JBND vs. BUCK - Drawdown Comparison

The maximum JBND drawdown since its inception was -3.23%, which is greater than BUCK's maximum drawdown of -2.03%. Use the drawdown chart below to compare losses from any high point for JBND and BUCK. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AprilMayJuneJulyAugustSeptember
-0.44%
-0.44%
JBND
BUCK

Volatility

JBND vs. BUCK - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 1.05%, while Simplify Stable Income ETF (BUCK) has a volatility of 1.32%. This indicates that JBND experiences smaller price fluctuations and is considered to be less risky than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%AprilMayJuneJulyAugustSeptember
1.05%
1.32%
JBND
BUCK