JPIB vs. RCTIX
Compare and contrast key facts about JPMorgan International Bond Opportunities ETF (JPIB) and River Canyon Total Return Bond Fund (RCTIX).
JPIB is an actively managed fund by JPMorgan Chase. It was launched on Apr 5, 2017. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPIB or RCTIX.
Key characteristics
| JPIB | RCTIX | |
|---|---|---|
| YTD Return | 3.72% | 7.00% |
| 1Y Return | 9.55% | 11.39% |
| 3Y Return (Ann) | 1.86% | 4.14% |
| 5Y Return (Ann) | 2.63% | 3.66% |
| Sharpe Ratio | 2.35 | 4.12 |
| Sortino Ratio | 3.74 | 6.80 |
| Omega Ratio | 1.46 | 1.96 |
| Calmar Ratio | 2.02 | 10.05 |
| Martin Ratio | 14.33 | 31.11 |
| Ulcer Index | 0.64% | 0.36% |
| Daily Std Dev | 3.89% | 2.71% |
| Max Drawdown | -13.13% | -10.89% |
| Current Drawdown | -1.14% | -0.72% |
Correlation
The correlation between JPIB and RCTIX is 0.30, 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.
Performance
JPIB vs. RCTIX - Performance Comparison
In the year-to-date period, JPIB achieves a 3.72% return, which is significantly lower than RCTIX's 7.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. RCTIX - Expense Ratio Comparison
JPIB has a 0.50% expense ratio, which is lower than RCTIX's 0.89% expense ratio.
Risk-Adjusted Performance
JPIB vs. RCTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and River Canyon Total Return Bond Fund (RCTIX). 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
JPIB vs. RCTIX - Dividend Comparison
JPIB's dividend yield for the trailing twelve months is around 4.31%, less than RCTIX's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPIB JPMorgan International Bond Opportunities ETF | 4.31% | 4.35% | 3.10% | 2.59% | 3.14% | 4.66% | 5.83% | 2.00% | 0.00% | 0.00% |
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% |
Drawdowns
JPIB vs. RCTIX - Drawdown Comparison
The maximum JPIB drawdown since its inception was -13.13%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for JPIB and RCTIX. For additional features, visit the drawdowns tool.
Volatility
JPIB vs. RCTIX - Volatility Comparison
JPMorgan International Bond Opportunities ETF (JPIB) has a higher volatility of 0.86% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.63%. This indicates that JPIB's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.