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JPIE vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPIE vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income ETF (JPIE) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPIE achieves a 1.43% return, which is significantly lower than ABI's 2.61% return.


JPIE

1D
-0.13%
1M
0.37%
YTD
1.43%
6M
1.83%
1Y
5.90%
3Y*
6.43%
5Y*
10Y*

ABI

1D
-0.04%
1M
0.75%
YTD
2.61%
6M
3.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPIE vs. ABI - Yearly Performance Comparison


Correlation

The correlation between JPIE and ABI is 0.49, 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 Jun 27, 2025

0.49

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Return for Risk

JPIE vs. ABI — Risk / Return Rank

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

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

ABI
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.

JPIE vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income ETF (JPIE) and VictoryShares Pioneer Asset-Based Income ETF (ABI). 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.


JPIEABIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.84

Calmar ratioReturn relative to maximum drawdown

5.16

Martin ratioReturn relative to average drawdown

25.53

JPIE vs. ABI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JPIEABIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

3.98

-3.00

Drawdowns

JPIE vs. ABI - Drawdown Comparison

The maximum JPIE drawdown since its inception was -9.96%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for JPIE and ABI.


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Drawdown Indicators


JPIEABIDifference

Max Drawdown

Largest peak-to-trough decline

-9.96%

-0.95%

-9.01%

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

-0.13%

-0.04%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.10%

-0.19%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

Volatility

JPIE vs. ABI - Volatility Comparison


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Volatility by Period


JPIEABIDifference

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

1.59%

1.28%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

1.28%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

1.28%

+2.24%

JPIE vs. ABI - Expense Ratio Comparison

JPIE has a 0.41% expense ratio, which is lower than ABI's 0.65% expense ratio.


Dividends

JPIE vs. ABI - Dividend Comparison

JPIE's dividend yield for the trailing twelve months is around 5.62%, more than ABI's 5.18% yield.


PositionTTM20252024202320222021
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.18%3.01%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


JPIE and ABI have a correlation of 0.49, 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 0.65% for ABI.

JPIE has the higher dividend yield at 5.62%, compared with 5.18% for ABI.

They also come from different issuers: JPMorgan and VictoryShares. Their fees differ too: 0.41% for JPIE and 0.65% for ABI.

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