JCPB vs. VOO
Compare and contrast key facts about JPMorgan Core Plus Bond ETF (JCPB) and Vanguard S&P 500 ETF (VOO).
JCPB and VOO 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 Chase. It was launched on Jan 28, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCPB or VOO.
Performance
JCPB vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, JCPB achieves a 3.19% return, which is significantly lower than VOO's 26.58% return.
JCPB
3.19%
-0.31%
3.77%
8.12%
0.94%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| JCPB | VOO | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.69 |
| Sortino Ratio | 2.17 | 3.59 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 0.68 | 3.88 |
| Martin Ratio | 5.20 | 17.58 |
| Ulcer Index | 1.56% | 1.86% |
| Daily Std Dev | 5.50% | 12.19% |
| Max Drawdown | -16.67% | -33.99% |
| Current Drawdown | -4.39% | -0.53% |
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JCPB vs. VOO - Expense Ratio Comparison
JCPB has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between JCPB and VOO is 0.13, 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
JCPB vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
JCPB vs. VOO - Dividend Comparison
JCPB's dividend yield for the trailing twelve months is around 5.05%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 5.05% | 4.32% | 3.00% | 2.19% | 2.97% | 3.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JCPB vs. VOO - Drawdown Comparison
The maximum JCPB drawdown since its inception was -16.67%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JCPB and VOO. For additional features, visit the drawdowns tool.
Volatility
JCPB vs. VOO - Volatility Comparison
The current volatility for JPMorgan Core Plus Bond ETF (JCPB) is 1.36%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that JCPB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.