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JPIB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPIB and BND is 0.40, 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.


-0.50.00.51.00.4

Performance

JPIB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.73%
9.52%
JPIB
BND

Key characteristics

Sharpe Ratio

JPIB:

1.26

BND:

0.31

Sortino Ratio

JPIB:

1.81

BND:

0.46

Omega Ratio

JPIB:

1.23

BND:

1.05

Calmar Ratio

JPIB:

2.24

BND:

0.12

Martin Ratio

JPIB:

6.03

BND:

0.87

Ulcer Index

JPIB:

0.71%

BND:

1.91%

Daily Std Dev

JPIB:

3.42%

BND:

5.43%

Max Drawdown

JPIB:

-13.13%

BND:

-18.84%

Current Drawdown

JPIB:

-1.09%

BND:

-9.27%

Returns By Period

In the year-to-date period, JPIB achieves a 3.77% return, which is significantly higher than BND's 1.48% return.


JPIB

YTD

3.77%

1M

0.32%

6M

3.08%

1Y

4.26%

5Y*

2.52%

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPIB vs. BND - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.


JPIB
JPMorgan International Bond Opportunities ETF
Expense ratio chart for JPIB: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JPIB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for JPIB, currently valued at 1.26, compared to the broader market0.002.004.001.260.31
The chart of Sortino ratio for JPIB, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.810.46
The chart of Omega ratio for JPIB, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.05
The chart of Calmar ratio for JPIB, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.240.12
The chart of Martin ratio for JPIB, currently valued at 6.03, compared to the broader market0.0020.0040.0060.0080.00100.006.030.87
JPIB
BND

The current JPIB Sharpe Ratio is 1.26, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of JPIB and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
0.31
JPIB
BND

Dividends

JPIB vs. BND - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 4.43%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
JPIB
JPMorgan International Bond Opportunities ETF
4.43%4.35%3.10%2.59%3.14%4.66%5.83%2.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

JPIB vs. BND - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JPIB and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.09%
-9.27%
JPIB
BND

Volatility

JPIB vs. BND - Volatility Comparison

The current volatility for JPMorgan International Bond Opportunities ETF (JPIB) is 1.01%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that JPIB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.01%
1.65%
JPIB
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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