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JPIN vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPIN and VTIP is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JPIN vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JPIN:

8.49%

VTIP:

1.75%

Max Drawdown

JPIN:

-1.04%

VTIP:

-0.12%

Current Drawdown

JPIN:

-0.79%

VTIP:

-0.06%

Returns By Period


JPIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTIP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

JPIN vs. VTIP — Risk-Adjusted Performance Rank

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

JPIN
The Risk-Adjusted Performance Rank of JPIN is 7575
Overall Rank
The Sharpe Ratio Rank of JPIN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIN is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JPIN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of JPIN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of JPIN is 6868
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9898
Overall Rank
The Sharpe Ratio Rank of VTIP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

JPIN vs. VTIP - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 3.98%, more than VTIP's 2.76% yield.


TTM20242023202220212020201920182017201620152014
JPIN
J.P. Morgan Diversified Return International Equity ETF
3.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPIN vs. VTIP - Drawdown Comparison

The maximum JPIN drawdown since its inception was -1.04%, which is greater than VTIP's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for JPIN and VTIP. For additional features, visit the drawdowns tool.


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Volatility

JPIN vs. VTIP - Volatility Comparison


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