JCPB vs. FLCO
Compare and contrast key facts about JPMorgan Core Plus Bond ETF (JCPB) and Franklin Liberty Investment Grade Corporate ETF (FLCO).
JCPB and FLCO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JCPB is an actively managed fund by JPMorgan. It was launched on Jan 28, 2019. FLCO is an actively managed fund by Franklin Templeton. It was launched on Oct 3, 2016.
Performance
JCPB vs. FLCO - Performance Comparison
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JCPB vs. FLCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 0.20% | 7.98% | 2.96% | 7.13% | -12.90% | -0.51% | 9.19% | 7.76% |
FLCO Franklin Liberty Investment Grade Corporate ETF | -0.31% | 7.53% | 1.93% | 7.94% | -16.08% | -2.06% | 10.01% | 12.36% |
Returns By Period
In the year-to-date period, JCPB achieves a 0.20% return, which is significantly higher than FLCO's -0.31% return.
JCPB
- 1D
- -0.03%
- 1M
- -1.43%
- YTD
- 0.20%
- 6M
- 1.14%
- 1Y
- 4.83%
- 3Y*
- 4.74%
- 5Y*
- 1.25%
- 10Y*
- —
FLCO
- 1D
- 0.09%
- 1M
- -1.38%
- YTD
- -0.31%
- 6M
- -0.04%
- 1Y
- 4.40%
- 3Y*
- 4.49%
- 5Y*
- 0.33%
- 10Y*
- —
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JCPB vs. FLCO - Expense Ratio Comparison
JCPB has a 0.38% expense ratio, which is higher than FLCO's 0.35% expense ratio.
Return for Risk
JCPB vs. FLCO — Risk / Return Rank
JCPB
FLCO
JCPB vs. FLCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and Franklin Liberty Investment Grade Corporate ETF (FLCO). 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.
| JCPB | FLCO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.81 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.15 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.73 | +0.12 |
Martin ratioReturn relative to average drawdown | 5.56 | 4.92 | +0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JCPB | FLCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.81 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.05 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.31 | +0.24 |
Correlation
The correlation between JCPB and FLCO is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JCPB vs. FLCO - Dividend Comparison
JCPB's dividend yield for the trailing twelve months is around 4.96%, more than FLCO's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 4.96% | 4.90% | 5.16% | 4.32% | 3.01% | 2.19% | 2.97% | 3.01% | 0.00% | 0.00% | 0.00% |
FLCO Franklin Liberty Investment Grade Corporate ETF | 4.64% | 4.60% | 4.63% | 3.83% | 3.85% | 2.85% | 3.99% | 3.39% | 3.86% | 3.33% | 0.51% |
Drawdowns
JCPB vs. FLCO - Drawdown Comparison
The maximum JCPB drawdown since its inception was -16.67%, smaller than the maximum FLCO drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for JCPB and FLCO.
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Drawdown Indicators
| JCPB | FLCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -22.71% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.76% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -16.67% | -22.48% | +5.81% |
Current DrawdownCurrent decline from peak | -1.85% | -3.06% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -5.94% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.97% | -0.05% |
Volatility
JCPB vs. FLCO - Volatility Comparison
The current volatility for JPMorgan Core Plus Bond ETF (JCPB) is 1.74%, while Franklin Liberty Investment Grade Corporate ETF (FLCO) has a volatility of 2.20%. This indicates that JCPB experiences smaller price fluctuations and is considered to be less risky than FLCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCPB | FLCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 2.20% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 3.09% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.33% | 5.47% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.35% | 7.15% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 6.87% | -1.79% |