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

Performance

JBND vs. FSKAX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
14.09%
JBND
FSKAX

Returns By Period

In the year-to-date period, JBND achieves a 3.29% return, which is significantly lower than FSKAX's 26.42% return.


JBND

YTD

3.29%

1M

-0.53%

6M

3.89%

1Y

8.12%

5Y (annualized)

N/A

10Y (annualized)

N/A

FSKAX

YTD

26.42%

1M

4.10%

6M

14.09%

1Y

33.85%

5Y (annualized)

15.20%

10Y (annualized)

12.46%

Key characteristics


JBNDFSKAX
Sharpe Ratio1.552.68
Sortino Ratio2.283.57
Omega Ratio1.281.49
Calmar Ratio2.223.93
Martin Ratio5.0817.12
Ulcer Index1.60%1.98%
Daily Std Dev5.24%12.62%
Max Drawdown-3.65%-35.01%
Current Drawdown-3.45%-0.25%

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JBND vs. FSKAX - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is higher than FSKAX's 0.02% 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 FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.2

The correlation between JBND and FSKAX is 0.21, 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.

Risk-Adjusted Performance

JBND vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and Fidelity Total Market Index Fund (FSKAX). 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 1.55, compared to the broader market0.002.004.006.001.552.68
The chart of Sortino ratio for JBND, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.0012.002.283.57
The chart of Omega ratio for JBND, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.49
The chart of Calmar ratio for JBND, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.223.93
The chart of Martin ratio for JBND, currently valued at 5.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.0817.12
JBND
FSKAX

The current JBND Sharpe Ratio is 1.55, which is lower than the FSKAX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of JBND and FSKAX, 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 Ratio1.502.002.503.003.50Oct 20Oct 27Nov 03Nov 10Nov 17
1.55
2.68
JBND
FSKAX

Dividends

JBND vs. FSKAX - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.58%, more than FSKAX's 1.14% yield.


TTM20232022202120202019201820172016201520142013
JBND
Jpmorgan Active Bond ETF
4.58%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.14%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%1.54%

Drawdowns

JBND vs. FSKAX - Drawdown Comparison

The maximum JBND drawdown since its inception was -3.65%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for JBND and FSKAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.45%
-0.25%
JBND
FSKAX

Volatility

JBND vs. FSKAX - Volatility Comparison

The current volatility for Jpmorgan Active Bond ETF (JBND) is 1.37%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.19%. This indicates that JBND experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
1.37%
4.19%
JBND
FSKAX