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JBND vs. EDGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBND vs. EDGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Bond ETF (JBND) and 3EDGE Dynamic Fixed Income ETF (EDGF). 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 0.22% return, which is significantly lower than EDGF's 0.90% return.


JBND

1D
-0.19%
1M
0.27%
YTD
0.22%
6M
0.25%
1Y
5.68%
3Y*
5Y*
10Y*

EDGF

1D
-0.04%
1M
0.12%
YTD
0.90%
6M
0.84%
1Y
3.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBND vs. EDGF - Yearly Performance Comparison


2026 (YTD)20252024
JBND
Jpmorgan Active Bond ETF
0.22%8.21%-2.65%
EDGF
3EDGE Dynamic Fixed Income ETF
0.90%4.36%-1.41%

Correlation

The correlation between JBND and EDGF is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.75

The correlation between JBND and EDGF shifts across timeframes, from 0.62 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

JBND vs. EDGF - Sectors Allocation Comparison


Sectors
JBND
EDGF

Communication Services

25.7%

-

Technology

19.7%

-

Financial Services

9.0%
99.2%

Healthcare

3.1%

-

Real Estate

2.6%

-

Basic Materials

0.8%

-

Utilities

0.7%

-

Energy

0.6%

-

Industrials

0.5%

-

Consumer Cyclical

0.3%

-

Consumer Defensive

0.1%

-

Communication Services

JBND
25.7%
EDGF

-

Technology

JBND
19.7%
EDGF

-

Financial Services

JBND
9.0%
EDGF
99.2%

Healthcare

JBND
3.1%
EDGF

-

Real Estate

JBND
2.6%
EDGF

-

Basic Materials

JBND
0.8%
EDGF

-

Utilities

JBND
0.7%
EDGF

-

Energy

JBND
0.6%
EDGF

-

Industrials

JBND
0.5%
EDGF

-

Consumer Cyclical

JBND
0.3%
EDGF

-

Consumer Defensive

JBND
0.1%
EDGF

-

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Return for Risk

JBND vs. EDGF — Risk / Return Rank

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

JBND
JBND Risk / Return Rank: 4040
Overall Rank
JBND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JBND Sortino Ratio Rank: 4444
Sortino Ratio Rank
JBND Omega Ratio Rank: 3939
Omega Ratio Rank
JBND Calmar Ratio Rank: 3939
Calmar Ratio Rank
JBND Martin Ratio Rank: 3737
Martin Ratio Rank

EDGF
EDGF Risk / Return Rank: 6969
Overall Rank
EDGF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EDGF Sortino Ratio Rank: 6464
Sortino Ratio Rank
EDGF Omega Ratio Rank: 6262
Omega Ratio Rank
EDGF Calmar Ratio Rank: 9090
Calmar Ratio Rank
EDGF Martin Ratio Rank: 7676
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. EDGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and 3EDGE Dynamic Fixed Income ETF (EDGF). 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.


JBNDEDGFDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.94

5.57

-3.63

Martin ratioReturn relative to average drawdown

5.97

14.29

-8.33

JBND vs. EDGF - Sharpe Ratio Comparison

The current JBND Sharpe Ratio is 1.49, which is comparable to the EDGF Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of JBND and EDGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JBNDEDGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.85

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.98

+0.55

Drawdowns

JBND vs. EDGF - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, which is greater than EDGF's maximum drawdown of -1.62%. Use the drawdown chart below to compare losses from any high point for JBND and EDGF.


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Drawdown Indicators


JBNDEDGFDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-1.62%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-0.64%

-2.30%

Current Drawdown

Current decline from peak

-1.74%

-0.07%

-1.67%

Average Drawdown

Average peak-to-trough decline

-1.15%

-0.46%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.25%

+0.70%

Volatility

JBND vs. EDGF - Volatility Comparison

Jpmorgan Active Bond ETF (JBND) has a higher volatility of 1.20% compared to 3EDGE Dynamic Fixed Income ETF (EDGF) at 0.28%. This indicates that JBND's price experiences larger fluctuations and is considered to be riskier than EDGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBNDEDGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.28%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

1.26%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

1.94%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

2.35%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

2.35%

+2.49%

JBND vs. EDGF - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is lower than EDGF's 0.79% expense ratio.


Dividends

JBND vs. EDGF - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.41%, more than EDGF's 3.45% yield.


PositionTTM202520242023
EDGF
3EDGE Dynamic Fixed Income ETF
3.45%3.61%0.49%0.00%
JBND
Jpmorgan Active Bond ETF
4.41%4.42%4.58%1.00%

Frequently Asked Questions


JBND and EDGF have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBND has higher volatility (1.20%) compared to EDGF (0.28%). In terms of maximum drawdown, JBND dropped -4.48% vs EDGF's -1.62%.

On 1-year performance, JBND leads with 5.68% vs 3.57% for EDGF. On fees, JBND is cheaper at 0.30% per year. On volatility, EDGF has been the lower-risk option at 0.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JBND has performed better with a 5.68% return vs 3.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JBND is cheaper with a 0.30% expense ratio, compared with 0.79% for EDGF.

JBND has the higher dividend yield at 4.41%, compared with 3.45% for EDGF.

They also come from different issuers: JPMorgan and 3EDGE Asset Management. Their fees differ too: 0.30% for JBND and 0.79% for EDGF.

EDGF currently has the higher Sharpe Ratio (1.85 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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