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

Correlation

The correlation between JBND and FBND is 0.14, 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.


Performance

JBND vs. FBND - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JBND:

1.18

FBND:

0.94

Sortino Ratio

JBND:

1.90

FBND:

1.50

Omega Ratio

JBND:

1.22

FBND:

1.18

Calmar Ratio

JBND:

1.45

FBND:

0.61

Martin Ratio

JBND:

3.30

FBND:

2.93

Ulcer Index

JBND:

1.97%

FBND:

1.90%

Daily Std Dev

JBND:

5.05%

FBND:

5.38%

Max Drawdown

JBND:

-4.48%

FBND:

-17.25%

Current Drawdown

JBND:

-1.77%

FBND:

-3.42%

Returns By Period

In the year-to-date period, JBND achieves a 2.44% return, which is significantly higher than FBND's 2.24% return.


JBND

YTD

2.44%

1M

-0.03%

6M

2.52%

1Y

6.12%

5Y*

N/A

10Y*

N/A

FBND

YTD

2.24%

1M

0.64%

6M

2.06%

1Y

5.28%

5Y*

0.60%

10Y*

2.25%

*Annualized

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JBND vs. FBND - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is lower than FBND's 0.36% expense ratio.


Risk-Adjusted Performance

JBND vs. FBND — 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 8484
Overall Rank
The Sharpe Ratio Rank of JBND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JBND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JBND is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JBND is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JBND is 7474
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 7373
Overall Rank
The Sharpe Ratio Rank of FBND is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 6969
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. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and Fidelity Total Bond ETF (FBND). 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 current JBND Sharpe Ratio is 1.18, which is comparable to the FBND Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JBND and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JBND vs. FBND - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.46%, less than FBND's 4.66% yield.


TTM20242023202220212020201920182017201620152014
JBND
Jpmorgan Active Bond ETF
4.46%4.59%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.66%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

JBND vs. FBND - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for JBND and FBND. For additional features, visit the drawdowns tool.


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Volatility

JBND vs. FBND - Volatility Comparison

Jpmorgan Active Bond ETF (JBND) and Fidelity Total Bond ETF (FBND) have volatilities of 1.51% and 1.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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