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

Correlation

The correlation between JBND and JPIE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

JBND vs. JPIE - Performance Comparison

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

-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025
-0.82%
3.13%
JBND
JPIE

Key characteristics

Sharpe Ratio

JBND:

0.83

JPIE:

3.09

Sortino Ratio

JBND:

1.21

JPIE:

4.56

Omega Ratio

JBND:

1.15

JPIE:

1.67

Calmar Ratio

JBND:

0.94

JPIE:

6.10

Martin Ratio

JBND:

2.03

JPIE:

17.72

Ulcer Index

JBND:

2.07%

JPIE:

0.39%

Daily Std Dev

JBND:

5.02%

JPIE:

2.22%

Max Drawdown

JBND:

-4.48%

JPIE:

-9.96%

Current Drawdown

JBND:

-2.92%

JPIE:

0.00%

Returns By Period

In the year-to-date period, JBND achieves a 0.63% return, which is significantly lower than JPIE's 0.85% return.


JBND

YTD

0.63%

1M

0.63%

6M

-0.82%

1Y

3.08%

5Y*

N/A

10Y*

N/A

JPIE

YTD

0.85%

1M

0.85%

6M

3.13%

1Y

6.62%

5Y*

N/A

10Y*

N/A

*Annualized

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. JPIE - Expense Ratio Comparison

JBND has a 0.30% expense ratio, which is lower than JPIE's 0.41% expense ratio.


JPIE
JPMorgan Income ETF
Expense ratio chart for JPIE: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
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. JPIE — 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 3333
Overall Rank
The Sharpe Ratio Rank of JBND is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JBND is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JBND is 3131
Omega Ratio Rank
The Calmar Ratio Rank of JBND is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JBND is 2525
Martin Ratio Rank

JPIE
The Risk-Adjusted Performance Rank of JPIE is 9696
Overall Rank
The Sharpe Ratio Rank of JPIE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIE is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JPIE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JPIE is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JPIE is 9393
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. JPIE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Bond ETF (JBND) and JPMorgan Income ETF (JPIE). 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 0.83, compared to the broader market0.002.004.000.833.09
The chart of Sortino ratio for JBND, currently valued at 1.21, compared to the broader market0.005.0010.001.214.56
The chart of Omega ratio for JBND, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.67
The chart of Calmar ratio for JBND, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.946.10
The chart of Martin ratio for JBND, currently valued at 2.03, compared to the broader market0.0020.0040.0060.0080.00100.002.0317.72
JBND
JPIE

The current JBND Sharpe Ratio is 0.83, which is lower than the JPIE Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of JBND and JPIE, 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 Ratio1.002.003.004.00Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
0.83
3.09
JBND
JPIE

Dividends

JBND vs. JPIE - Dividend Comparison

JBND's dividend yield for the trailing twelve months is around 4.17%, less than JPIE's 5.54% yield.


TTM2024202320222021
JBND
Jpmorgan Active Bond ETF
4.17%4.59%1.00%0.00%0.00%
JPIE
JPMorgan Income ETF
5.54%6.11%5.70%4.49%0.63%

Drawdowns

JBND vs. JPIE - Drawdown Comparison

The maximum JBND drawdown since its inception was -4.48%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for JBND and JPIE. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025
-2.92%
0
JBND
JPIE

Volatility

JBND vs. JPIE - Volatility Comparison

Jpmorgan Active Bond ETF (JBND) has a higher volatility of 1.30% compared to JPMorgan Income ETF (JPIE) at 0.77%. This indicates that JBND's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025
1.30%
0.77%
JBND
JPIE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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