JPIN vs. VTIP
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
JPIN and VTIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPIN is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012. Both JPIN and VTIP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPIN or VTIP.
Performance
JPIN vs. VTIP - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with JPIN having a 4.47% return and VTIP slightly higher at 4.63%. Over the past 10 years, JPIN has outperformed VTIP with an annualized return of 4.20%, while VTIP has yielded a comparatively lower 2.41% annualized return.
JPIN
4.47%
-4.10%
-0.32%
11.69%
4.19%
4.20%
VTIP
4.63%
0.10%
3.10%
6.63%
3.54%
2.41%
Key characteristics
| JPIN | VTIP | |
|---|---|---|
| Sharpe Ratio | 0.91 | 3.11 |
| Sortino Ratio | 1.30 | 5.51 |
| Omega Ratio | 1.16 | 1.72 |
| Calmar Ratio | 1.19 | 4.89 |
| Martin Ratio | 4.09 | 23.99 |
| Ulcer Index | 2.74% | 0.28% |
| Daily Std Dev | 12.37% | 2.13% |
| Max Drawdown | -36.69% | -6.27% |
| Current Drawdown | -8.70% | -0.39% |
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JPIN vs. VTIP - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is higher than VTIP's 0.04% expense ratio.
Correlation
The correlation between JPIN and VTIP is 0.17, 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.
Risk-Adjusted Performance
JPIN vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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
JPIN vs. VTIP - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.75%, more than VTIP's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.75% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
JPIN vs. VTIP - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for JPIN and VTIP. For additional features, visit the drawdowns tool.
Volatility
JPIN vs. VTIP - Volatility Comparison
J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 3.81% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.48%. This indicates that JPIN's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.