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

Performance

JPIE vs. BND - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.93%
2.96%
JPIE
BND

Returns By Period

In the year-to-date period, JPIE achieves a 5.55% return, which is significantly higher than BND's 1.83% return.


JPIE

YTD

5.55%

1M

-0.22%

6M

3.92%

1Y

9.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

BND

YTD

1.83%

1M

-1.26%

6M

2.96%

1Y

6.48%

5Y (annualized)

-0.28%

10Y (annualized)

1.41%

Key characteristics


JPIEBND
Sharpe Ratio3.531.17
Sortino Ratio5.621.71
Omega Ratio1.801.20
Calmar Ratio3.190.45
Martin Ratio23.653.85
Ulcer Index0.39%1.72%
Daily Std Dev2.59%5.66%
Max Drawdown-9.96%-18.84%
Current Drawdown-0.63%-8.96%

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JPIE vs. BND - Expense Ratio Comparison

JPIE has a 0.41% expense ratio, which is higher than BND's 0.03% expense ratio.


JPIE
JPMorgan Income ETF
Expense ratio chart for JPIE: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
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%

Correlation

-0.50.00.51.00.7

The correlation between JPIE and BND is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

JPIE vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income ETF (JPIE) 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 JPIE, currently valued at 3.53, compared to the broader market0.002.004.006.003.531.17
The chart of Sortino ratio for JPIE, currently valued at 5.62, compared to the broader market-2.000.002.004.006.008.0010.0012.005.621.71
The chart of Omega ratio for JPIE, currently valued at 1.80, compared to the broader market0.501.001.502.002.503.001.801.20
The chart of Calmar ratio for JPIE, currently valued at 3.19, compared to the broader market0.005.0010.0015.003.190.50
The chart of Martin ratio for JPIE, currently valued at 23.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.653.85
JPIE
BND

The current JPIE Sharpe Ratio is 3.53, which is higher than the BND Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of JPIE 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.53
1.17
JPIE
BND

Dividends

JPIE vs. BND - Dividend Comparison

JPIE's dividend yield for the trailing twelve months is around 6.19%, more than BND's 3.57% yield.


TTM20232022202120202019201820172016201520142013
JPIE
JPMorgan Income ETF
6.19%5.70%4.49%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.57%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

JPIE vs. BND - Drawdown Comparison

The maximum JPIE drawdown since its inception was -9.96%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JPIE and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.63%
-7.46%
JPIE
BND

Volatility

JPIE vs. BND - Volatility Comparison

The current volatility for JPMorgan Income ETF (JPIE) is 0.48%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.53%. This indicates that JPIE 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%JuneJulyAugustSeptemberOctoberNovember
0.48%
1.53%
JPIE
BND