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JPFP vs. JPIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPFP vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JPFP

1D
-0.76%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JPIE

1D
-0.13%
1M
0.37%
YTD
1.43%
6M
1.83%
1Y
5.90%
3Y*
6.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPFP vs. JPIE - Yearly Performance Comparison


Correlation

The correlation between JPFP and JPIE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.20

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Return for Risk

JPFP vs. JPIE — Risk / Return Rank

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

JPFP

JPIE
JPIE Risk / Return Rank: 9393
Overall Rank
JPIE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9696
Omega Ratio Rank
JPIE Calmar Ratio Rank: 8888
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9393
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.

JPFP vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan Income ETF (JPIE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JPFP vs. JPIE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JPFPJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

Sharpe Ratio (All Time)

Calculated using the full available price history

9.75

0.98

+8.77

Drawdowns

JPFP vs. JPIE - Drawdown Comparison

The maximum JPFP drawdown since its inception was -0.76%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for JPFP and JPIE.


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Drawdown Indicators


JPFPJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-9.96%

+9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

Current Drawdown

Current decline from peak

-0.76%

-0.13%

-0.63%

Average Drawdown

Average peak-to-trough decline

-0.19%

-2.10%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

Volatility

JPFP vs. JPIE - Volatility Comparison


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Volatility by Period


JPFPJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

1.59%

+9.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

3.52%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

3.52%

+7.87%

JPFP vs. JPIE - Expense Ratio Comparison

JPFP has a 0.59% expense ratio, which is higher than JPIE's 0.41% expense ratio.


Dividends

JPFP vs. JPIE - Dividend Comparison

JPFP has not paid dividends to shareholders, while JPIE's dividend yield for the trailing twelve months is around 5.62%.


PositionTTM20252024202320222021
JPFP
JPMorgan Managed Futures Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%
JPIE
JPMorgan Income ETF
5.62%5.65%6.11%5.70%4.49%0.63%

Frequently Asked Questions


JPFP and JPIE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPIE is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPIE is cheaper with a 0.41% expense ratio, compared with 0.59% for JPFP.

JPIE has the higher dividend yield at 5.62%, compared with 0.00% for JPFP.

JPFP is categorized as Systematic Trend, while JPIE is Multisector Bonds. Their fees differ too: 0.59% for JPFP and 0.41% for JPIE.

Portfolio Optimizer

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