JPIE vs. SCHG
Compare and contrast key facts about JPMorgan Income ETF (JPIE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
JPIE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPIE is an actively managed fund by JPMorgan. It was launched on Oct 28, 2021. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
JPIE vs. SCHG - Performance Comparison
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JPIE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 0.51% | 7.39% | 6.32% | 7.07% | -6.13% | 0.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 1.50% |
Returns By Period
In the year-to-date period, JPIE achieves a 0.51% return, which is significantly higher than SCHG's -9.73% return.
JPIE
- 1D
- 0.10%
- 1M
- -0.44%
- YTD
- 0.51%
- 6M
- 2.07%
- 1Y
- 5.77%
- 3Y*
- 6.27%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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JPIE vs. SCHG - Expense Ratio Comparison
JPIE has a 0.41% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
JPIE vs. SCHG — Risk / Return Rank
JPIE
SCHG
JPIE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income ETF (JPIE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| JPIE | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 0.76 | +1.98 |
Sortino ratioReturn per unit of downside risk | 3.66 | 1.24 | +2.42 |
Omega ratioGain probability vs. loss probability | 1.69 | 1.17 | +0.52 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.09 | +2.32 |
Martin ratioReturn relative to average drawdown | 18.78 | 3.71 | +15.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPIE | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 0.76 | +1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.79 | +0.15 |
Correlation
The correlation between JPIE and SCHG is 0.37, 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.
Dividends
JPIE vs. SCHG - Dividend Comparison
JPIE's dividend yield for the trailing twelve months is around 5.65%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 5.65% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
JPIE vs. SCHG - Drawdown Comparison
The maximum JPIE drawdown since its inception was -9.96%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for JPIE and SCHG.
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Drawdown Indicators
| JPIE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -34.59% | +24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.72% | -16.41% | +14.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -0.53% | -12.51% | +11.98% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -5.22% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 4.84% | -4.53% |
Volatility
JPIE vs. SCHG - Volatility Comparison
The current volatility for JPMorgan Income ETF (JPIE) is 0.87%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that JPIE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPIE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 6.77% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 1.09% | 12.54% | -11.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.11% | 22.45% | -20.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.57% | 22.31% | -18.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.57% | 21.51% | -17.94% |