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JIGB vs. BSCQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIGB vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Corporate Bond Research Enhanced ETF (JIGB) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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JIGB vs. BSCQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JIGB
JPMorgan Corporate Bond Research Enhanced ETF
-0.28%7.69%1.97%8.42%-15.72%-2.23%10.39%14.86%0.43%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.74%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%0.77%

Returns By Period

In the year-to-date period, JIGB achieves a -0.28% return, which is significantly lower than BSCQ's 0.74% return.


JIGB

1D
-0.06%
1M
-1.44%
YTD
-0.28%
6M
0.14%
1Y
4.71%
3Y*
4.58%
5Y*
0.48%
10Y*

BSCQ

1D
-0.05%
1M
0.18%
YTD
0.74%
6M
1.84%
1Y
4.39%
3Y*
4.73%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIGB vs. BSCQ - Expense Ratio Comparison

JIGB has a 0.14% expense ratio, which is higher than BSCQ's 0.10% 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%.


Return for Risk

JIGB vs. BSCQ — Risk / Return Rank

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

JIGB
JIGB Risk / Return Rank: 4646
Overall Rank
JIGB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JIGB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JIGB Omega Ratio Rank: 4141
Omega Ratio Rank
JIGB Calmar Ratio Rank: 5959
Calmar Ratio Rank
JIGB Martin Ratio Rank: 4747
Martin Ratio Rank

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
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.

JIGB vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Research Enhanced ETF (JIGB) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.


JIGBBSCQDifference

Sharpe ratio

Return per unit of total volatility

0.88

5.25

-4.37

Sortino ratio

Return per unit of downside risk

1.22

8.88

-7.66

Omega ratio

Gain probability vs. loss probability

1.17

2.74

-1.57

Calmar ratio

Return relative to maximum drawdown

1.64

10.85

-9.21

Martin ratio

Return relative to average drawdown

4.98

72.51

-67.53

JIGB vs. BSCQ - Sharpe Ratio Comparison

The current JIGB Sharpe Ratio is 0.88, which is lower than the BSCQ Sharpe Ratio of 5.25. The chart below compares the historical Sharpe Ratios of JIGB and BSCQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIGBBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

5.25

-4.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.48

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.18

Correlation

The correlation between JIGB and BSCQ is 0.72, 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.


Dividends

JIGB vs. BSCQ - Dividend Comparison

JIGB's dividend yield for the trailing twelve months is around 5.04%, more than BSCQ's 4.15% yield.


TTM2025202420232022202120202019201820172016
JIGB
JPMorgan Corporate Bond Research Enhanced ETF
5.04%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%0.00%0.00%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.15%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%

Drawdowns

JIGB vs. BSCQ - Drawdown Comparison

The maximum JIGB drawdown since its inception was -22.48%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for JIGB and BSCQ.


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Drawdown Indicators


JIGBBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-16.50%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-0.41%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-13.02%

-9.30%

Current Drawdown

Current decline from peak

-2.17%

-0.05%

-2.12%

Average Drawdown

Average peak-to-trough decline

-6.80%

-2.90%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.06%

+0.93%

Volatility

JIGB vs. BSCQ - Volatility Comparison

JPMorgan Corporate Bond Research Enhanced ETF (JIGB) has a higher volatility of 2.12% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.22%. This indicates that JIGB's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGBBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

0.22%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

0.45%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

0.84%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

3.32%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

4.81%

+2.69%