JCPI vs. VTIP
Compare and contrast key facts about JPMorgan Inflation Managed Bond ETF (JCPI) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
JCPI and VTIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JCPI is an actively managed fund by JPMorgan. It was launched on Mar 31, 2010. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCPI or VTIP.
Correlation
The correlation between JCPI and VTIP 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.
Performance
JCPI vs. VTIP - Performance Comparison
Key characteristics
JCPI:
1.96
VTIP:
3.77
JCPI:
2.91
VTIP:
5.98
JCPI:
1.36
VTIP:
1.81
JCPI:
2.83
VTIP:
8.24
JCPI:
6.98
VTIP:
24.63
JCPI:
0.98%
VTIP:
0.25%
JCPI:
3.50%
VTIP:
1.65%
JCPI:
-7.86%
VTIP:
-6.27%
JCPI:
0.00%
VTIP:
0.00%
Returns By Period
In the year-to-date period, JCPI achieves a 1.80% return, which is significantly higher than VTIP's 1.40% return.
JCPI
1.80%
1.57%
2.05%
6.99%
N/A
N/A
VTIP
1.40%
0.88%
2.59%
6.19%
3.59%
2.71%
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JCPI vs. VTIP - Expense Ratio Comparison
JCPI has a 0.25% expense ratio, which is higher than VTIP's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JCPI vs. VTIP — Risk-Adjusted Performance Rank
JCPI
VTIP
JCPI vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Inflation Managed Bond ETF (JCPI) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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. VTIP - Dividend Comparison
JCPI's dividend yield for the trailing twelve months is around 4.04%, more than VTIP's 2.66% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCPI JPMorgan Inflation Managed Bond ETF | 4.04% | 3.98% | 3.45% | 3.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.66% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
Drawdowns
JCPI vs. VTIP - Drawdown Comparison
The maximum JCPI drawdown since its inception was -7.86%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for JCPI and VTIP. For additional features, visit the drawdowns tool.
Volatility
JCPI vs. VTIP - Volatility Comparison
JPMorgan Inflation Managed Bond ETF (JCPI) has a higher volatility of 1.02% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.44%. This indicates that JCPI's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.