JCPI vs. FITHX
Compare and contrast key facts about JPMorgan Inflation Managed Bond ETF (JCPI) and Fidelity Advisor Freedom 2035 Fund Class I (FITHX).
JCPI is an actively managed fund by JPMorgan. It was launched on Mar 31, 2010. FITHX is managed by Fidelity. It was launched on Nov 6, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCPI or FITHX.
Key characteristics
| JCPI | FITHX | |
|---|---|---|
| YTD Return | 5.81% | 14.21% |
| 1Y Return | 10.74% | 25.72% |
| Sharpe Ratio | 2.63 | 2.67 |
| Sortino Ratio | 4.25 | 3.83 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 1.71 | 1.46 |
| Martin Ratio | 20.16 | 17.15 |
| Ulcer Index | 0.51% | 1.49% |
| Daily Std Dev | 3.88% | 9.59% |
| Max Drawdown | -7.85% | -52.70% |
| Current Drawdown | -0.66% | -0.32% |
Correlation
The correlation between JCPI and FITHX is 0.38, 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.
Performance
JCPI vs. FITHX - Performance Comparison
In the year-to-date period, JCPI achieves a 5.81% return, which is significantly lower than FITHX's 14.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JCPI vs. FITHX - Expense Ratio Comparison
JCPI has a 0.25% expense ratio, which is lower than FITHX's 0.71% expense ratio.
Risk-Adjusted Performance
JCPI vs. FITHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Inflation Managed Bond ETF (JCPI) and Fidelity Advisor Freedom 2035 Fund Class I (FITHX). 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
JCPI vs. FITHX - Dividend Comparison
JCPI's dividend yield for the trailing twelve months is around 3.82%, more than FITHX's 2.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCPI JPMorgan Inflation Managed Bond ETF | 3.82% | 3.45% | 3.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FITHX Fidelity Advisor Freedom 2035 Fund Class I | 2.05% | 1.51% | 9.95% | 9.48% | 6.16% | 7.35% | 11.94% | 5.33% | 4.86% | 5.46% | 8.99% | 8.60% |
Drawdowns
JCPI vs. FITHX - Drawdown Comparison
The maximum JCPI drawdown since its inception was -7.85%, smaller than the maximum FITHX drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for JCPI and FITHX. For additional features, visit the drawdowns tool.
Volatility
JCPI vs. FITHX - Volatility Comparison
The current volatility for JPMorgan Inflation Managed Bond ETF (JCPI) is 1.28%, while Fidelity Advisor Freedom 2035 Fund Class I (FITHX) has a volatility of 2.40%. This indicates that JCPI experiences smaller price fluctuations and is considered to be less risky than FITHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.