JCPI vs. RINF
JCPI (JPMorgan Inflation Managed Bond ETF) and RINF (ProShares Inflation Expectations ETF) are both Inflation-Protected Bonds funds. JCPI is actively managed, while RINF is passively managed. Over the past 3 years, JCPI returned 5.05%/yr vs 3.98%/yr for RINF. Their -0.09 correlation means they have often moved in opposite directions in the past. JCPI charges 0.25%/yr vs 0.30%/yr for RINF.
Performance
JCPI vs. RINF - Performance Comparison
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Returns By Period
In the year-to-date period, JCPI achieves a 0.75% return, which is significantly lower than RINF's 3.18% return.
JCPI
- 1D
- -0.29%
- 1M
- -0.50%
- 6M
- 0.19%
- YTD
- 0.75%
- 1Y
- 2.13%
- 3Y*
- 5.05%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.69%
RINF
- 1D
- 0.46%
- 1M
- 1.46%
- 6M
- 2.89%
- YTD
- 3.18%
- 1Y
- 4.68%
- 3Y*
- 3.98%
- 5Y*
- 5.76%
- 10Y*
- 4.81%
- ALL TIME*
- 1.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.59M | $2.28M | $2.32M | |
| $118.15K | $123.66K | $133.91K |
JCPI vs. RINF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JCPI JPMorgan Inflation Managed Bond ETF | 0.75% | 7.10% | 4.70% | 5.04% | -5.53% |
RINF ProShares Inflation Expectations ETF | 3.18% | 1.64% | 9.79% | 0.21% | 0.73% |
Correlation
The correlation between JCPI and RINF is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | -0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022 | -0.09 |
The correlation between JCPI and RINF shifts across timeframes, from -0.21 (3 years) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JCPI vs. RINF — Risk / Return Rank
JCPI
RINF
JCPI vs. RINF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Inflation Managed Bond ETF (JCPI) and ProShares Inflation Expectations ETF (RINF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JCPI | RINF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.64 | +0.15 |
| Martin ratioReturn relative to average drawdown | 4.79 | 4.07 | +0.73 |
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Drawdowns
JCPI vs. RINF - Drawdown Comparison
The maximum JCPI drawdown since its inception was -7.85%, smaller than the maximum RINF drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for JCPI and RINF.
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Drawdown Indicators
| JCPI | RINF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.85% | -43.51% | +35.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -2.29% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -2.77% | -9.62% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.18% | — |
Current DrawdownCurrent decline from peak | -1.32% | 0.00% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -16.28% | +14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.93% | -0.33% |
Volatility
JCPI vs. RINF - Volatility Comparison
The current volatility for JPMorgan Inflation Managed Bond ETF (JCPI) is 0.83%, while ProShares Inflation Expectations ETF (RINF) has a volatility of 1.48%. This indicates that JCPI experiences smaller price fluctuations and is considered to be less risky than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCPI | RINF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 1.48% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 3.13% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 4.33% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 12.51% | -8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 12.54% | -8.07% |
JCPI vs. RINF - Expense Ratio Comparison
JCPI has a 0.25% expense ratio, which is lower than RINF's 0.30% expense ratio.
Dividends
JCPI vs. RINF - Dividend Comparison
JCPI's dividend yield for the trailing twelve months is around 4.25%, more than RINF's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCPI JPMorgan Inflation Managed Bond ETF | 3.91% | 3.93% | 3.98% | 3.45% | 3.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RINF ProShares Inflation Expectations ETF | 3.63% | 3.89% | 4.68% | 5.07% | 1.15% | 2.76% | 0.82% | 1.90% | 2.47% | 2.99% | 1.09% | 1.83% |
Frequently Asked Questions
JCPI and RINF have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RINF has higher volatility (1.48%) compared to JCPI (0.83%). In terms of maximum drawdown, JCPI dropped -7.85% vs RINF's -43.51%.
On 3-year performance, JCPI leads with 5.05% vs 3.98% for RINF. On fees, JCPI is cheaper at 0.25% per year. On volatility, JCPI has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JCPI has performed better with a 5.05% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JCPI is cheaper with a 0.25% expense ratio, compared with 0.30% for RINF.
JCPI has the higher dividend yield at 3.91%, compared with 3.63% for RINF.
They also come from different issuers: JPMorgan and ProShares. Their fees differ too: 0.25% for JCPI and 0.30% for RINF.
JCPI currently has the higher Sharpe Ratio (0.93 vs 0.88), 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.
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