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JBND vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBND vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Bond ETF (JBND) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBND achieves a 0.30% return, which is significantly lower than DDV's 2.23% return.


JBND

1D
0.08%
1M
0.14%
YTD
0.30%
6M
0.49%
1Y
5.12%
3Y*
5Y*
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBND vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
JBND
Jpmorgan Active Bond ETF
0.30%0.70%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between JBND and DDV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.68

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Return for Risk

JBND vs. DDV — Risk / Return Rank

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

JBND
JBND Risk / Return Rank: 3737
Overall Rank
JBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JBND Sortino Ratio Rank: 4040
Sortino Ratio Rank
JBND Omega Ratio Rank: 3737
Omega Ratio Rank
JBND Calmar Ratio Rank: 3636
Calmar Ratio Rank
JBND Martin Ratio Rank: 3535
Martin Ratio Rank

DDV
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. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and Defined Duration 5 ETF (DDV). 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.


JBNDDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.75

Martin ratioReturn relative to average drawdown

5.35

JBND vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JBNDDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

2.06

-0.52

Drawdowns

JBND vs. DDV - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for JBND and DDV.


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Drawdown Indicators


JBNDDDVDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-1.92%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

Current Drawdown

Current decline from peak

-1.67%

-0.12%

-1.55%

Average Drawdown

Average peak-to-trough decline

-1.15%

-0.35%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

JBND vs. DDV - Volatility Comparison


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Volatility by Period


JBNDDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

2.68%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

2.68%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

2.68%

+2.16%

JBND vs. DDV - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is higher than DDV's 0.25% expense ratio.


Dividends

JBND vs. DDV - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.40%, more than DDV's 1.21% yield.


PositionTTM202520242023
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%
JBND
Jpmorgan Active Bond ETF
4.40%4.42%4.58%1.00%

Frequently Asked Questions


JBND and DDV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDV is cheaper with a 0.25% expense ratio, compared with 0.30% for JBND.

JBND has the higher dividend yield at 4.40%, compared with 1.21% for DDV.

They also come from different issuers: JPMorgan and Discipline Funds. Their fees differ too: 0.30% for JBND and 0.25% for DDV.

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