JPBM.L vs. VIGAX
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
JPBM.L is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Feb 15, 2018. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
JPBM.L vs. VIGAX - Performance Comparison
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JPBM.L vs. VIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPBM.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | -0.23% | 6.76% | 4.67% | 4.36% | -5.01% | 0.35% | 3.05% | 16.46% | 7.13% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -8.71% | 10.92% | 34.98% | 39.42% | -25.19% | 28.46% | 36.06% | 32.01% | 2.30% |
Different Trading Currencies
JPBM.L is traded in GBP, while VIGAX is traded in USD. To make them comparable, the VIGAX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPBM.L achieves a -0.23% return, which is significantly higher than VIGAX's -8.71% return.
JPBM.L
- 1D
- 0.10%
- 1M
- -1.74%
- YTD
- -0.23%
- 6M
- 1.97%
- 1Y
- 6.28%
- 3Y*
- 5.19%
- 5Y*
- 3.35%
- 10Y*
- —
VIGAX
- 1D
- 3.67%
- 1M
- -4.19%
- YTD
- -8.71%
- 6M
- -7.46%
- 1Y
- 14.50%
- 3Y*
- 18.35%
- 5Y*
- 12.42%
- 10Y*
- 16.87%
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JPBM.L vs. VIGAX - Expense Ratio Comparison
JPBM.L has a 0.39% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Return for Risk
JPBM.L vs. VIGAX — Risk / Return Rank
JPBM.L
VIGAX
JPBM.L vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.
| JPBM.L | VIGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.67 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.11 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.96 | +0.60 |
Martin ratioReturn relative to average drawdown | 3.81 | 2.86 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPBM.L | VIGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.67 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.71 | -0.28 |
Correlation
The correlation between JPBM.L and VIGAX is 0.33, 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.
Dividends
JPBM.L vs. VIGAX - Dividend Comparison
JPBM.L's dividend yield for the trailing twelve months is around 6.98%, more than VIGAX's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPBM.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 6.98% | 7.14% | 6.80% | 6.27% | 6.59% | 5.57% | 5.57% | 5.84% | 5.28% | 0.00% | 0.00% | 0.00% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.44% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Drawdowns
JPBM.L vs. VIGAX - Drawdown Comparison
The maximum JPBM.L drawdown since its inception was -19.74%, smaller than the maximum VIGAX drawdown of -31.47%. Use the drawdown chart below to compare losses from any high point for JPBM.L and VIGAX.
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Drawdown Indicators
| JPBM.L | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -50.66% | +30.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -16.51% | +11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -13.03% | -35.63% | +22.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.63% | — |
Current DrawdownCurrent decline from peak | -2.11% | -13.18% | +11.07% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -12.02% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 4.64% | -2.89% |
Volatility
JPBM.L vs. VIGAX - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L) is 2.57%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 6.06%. This indicates that JPBM.L experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPBM.L | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 6.06% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.70% | 12.44% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.57% | 23.31% | -15.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.73% | 21.14% | -12.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 21.43% | -11.14% |