PortfoliosLab logoPortfoliosLab logo
JCPB vs. UITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JCPB vs. UITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Plus Bond ETF (JCPB) and VictoryShares Core Intermediate Bond ETF (UITB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JCPB achieves a 0.58% return, which is significantly higher than UITB's 0.17% return.


JCPB

1D
-0.17%
1M
0.36%
YTD
0.58%
6M
0.54%
1Y
6.11%
3Y*
5.02%
5Y*
1.11%
10Y*

UITB

1D
-0.19%
1M
0.24%
YTD
0.17%
6M
0.03%
1Y
5.06%
3Y*
4.33%
5Y*
0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JCPB vs. UITB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JCPB
JPMorgan Core Plus Bond ETF
0.58%7.98%2.96%7.13%-12.90%-0.51%9.19%7.76%
UITB
VictoryShares Core Intermediate Bond ETF
0.17%7.32%1.81%6.49%-12.23%-0.88%7.99%9.76%

Correlation

The correlation between JCPB and UITB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.84

The correlation between JCPB and UITB shifts across timeframes, from 0.84 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JCPB vs. UITB — Risk / Return Rank

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

JCPB
JCPB Risk / Return Rank: 4545
Overall Rank
JCPB Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JCPB Sortino Ratio Rank: 4949
Sortino Ratio Rank
JCPB Omega Ratio Rank: 4545
Omega Ratio Rank
JCPB Calmar Ratio Rank: 4545
Calmar Ratio Rank
JCPB Martin Ratio Rank: 4242
Martin Ratio Rank

UITB
UITB Risk / Return Rank: 3838
Overall Rank
UITB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UITB Sortino Ratio Rank: 4141
Sortino Ratio Rank
UITB Omega Ratio Rank: 3838
Omega Ratio Rank
UITB Calmar Ratio Rank: 3737
Calmar Ratio Rank
UITB Martin Ratio Rank: 3636
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.

JCPB vs. UITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and VictoryShares Core Intermediate Bond ETF (UITB). 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.


JCPBUITBDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.26

1.81

+0.45

Martin ratioReturn relative to average drawdown

6.88

5.57

+1.31

JCPB vs. UITB - Sharpe Ratio Comparison

The current JCPB Sharpe Ratio is 1.63, which is comparable to the UITB Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of JCPB and UITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JCPBUITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.39

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.10

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.46

+0.08

Drawdowns

JCPB vs. UITB - Drawdown Comparison

The maximum JCPB drawdown since its inception was -16.67%, roughly equal to the maximum UITB drawdown of -17.02%. Use the drawdown chart below to compare losses from any high point for JCPB and UITB.


Loading charts...

Drawdown Indicators


JCPBUITBDifference

Max Drawdown

Largest peak-to-trough decline

-16.67%

-17.02%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.80%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-5.44%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-17.02%

+0.35%

Current Drawdown

Current decline from peak

-1.48%

-1.61%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.35%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.91%

-0.02%

Volatility

JCPB vs. UITB - Volatility Comparison

JPMorgan Core Plus Bond ETF (JCPB) and VictoryShares Core Intermediate Bond ETF (UITB) have volatilities of 1.26% and 1.24%, 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.


Loading charts...

Volatility by Period


JCPBUITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.24%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.58%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.66%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

5.64%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

4.98%

+0.07%

JCPB vs. UITB - Expense Ratio Comparison

Both JCPB and UITB have an expense ratio of 0.38%.


Dividends

JCPB vs. UITB - Dividend Comparison

JCPB's dividend yield for the trailing twelve months is around 4.93%, more than UITB's 4.17% yield.


PositionTTM202520242023202220212020201920182017
JCPB
JPMorgan Core Plus Bond ETF
4.93%4.90%5.16%4.32%3.01%2.19%2.97%3.01%0.00%0.00%
UITB
VictoryShares Core Intermediate Bond ETF
4.17%4.04%3.89%3.14%2.32%1.95%2.79%3.01%2.99%0.50%

Frequently Asked Questions


With a correlation of 0.98, JCPB and UITB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JCPB has higher volatility (1.26%) compared to UITB (1.24%). In terms of maximum drawdown, JCPB dropped -16.67% vs UITB's -17.02%.

On 5-year performance, JCPB leads with 1.11% vs 0.56% for UITB. Both ETFs have the same 0.38% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JCPB has performed better with a 1.11% return vs 0.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JCPB and UITB have the same expense ratio: 0.38% per year.

JCPB has the higher dividend yield at 4.93%, compared with 4.17% for UITB.

JCPB is categorized as Intermediate Core-Plus Bond, while UITB is Intermediate Core Bond. They also come from different issuers: JPMorgan and Victory Capital.

JCPB currently has the higher Sharpe Ratio (1.63 vs 1.39), 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

Find the right allocation for JCPB and UITB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer