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

Correlation

The correlation between JPLD and BND is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

JPLD vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025
2.34%
-0.14%
JPLD
BND

Key characteristics

Sharpe Ratio

JPLD:

3.72

BND:

0.59

Sortino Ratio

JPLD:

6.10

BND:

0.86

Omega Ratio

JPLD:

1.82

BND:

1.10

Calmar Ratio

JPLD:

9.46

BND:

0.24

Martin Ratio

JPLD:

27.24

BND:

1.45

Ulcer Index

JPLD:

0.25%

BND:

2.20%

Daily Std Dev

JPLD:

1.80%

BND:

5.38%

Max Drawdown

JPLD:

-0.71%

BND:

-18.84%

Current Drawdown

JPLD:

0.00%

BND:

-8.81%

Returns By Period

In the year-to-date period, JPLD achieves a 0.52% return, which is significantly lower than BND's 0.60% return.


JPLD

YTD

0.52%

1M

0.58%

6M

2.51%

1Y

6.53%

5Y*

N/A

10Y*

N/A

BND

YTD

0.60%

1M

0.43%

6M

0.23%

1Y

2.59%

5Y*

-0.66%

10Y*

1.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPLD vs. BND - Expense Ratio Comparison

JPLD has a 0.24% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
Expense ratio chart for JPLD: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
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%

Risk-Adjusted Performance

JPLD vs. BND — Risk-Adjusted Performance Rank

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

JPLD
The Risk-Adjusted Performance Rank of JPLD is 9898
Overall Rank
The Sharpe Ratio Rank of JPLD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of JPLD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JPLD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of JPLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPLD is 9797
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 2020
Overall Rank
The Sharpe Ratio Rank of BND is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BND is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BND is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BND is 1919
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.

JPLD vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) 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 JPLD, currently valued at 3.72, compared to the broader market0.002.004.003.720.59
The chart of Sortino ratio for JPLD, currently valued at 6.10, compared to the broader market0.005.0010.006.100.86
The chart of Omega ratio for JPLD, currently valued at 1.82, compared to the broader market0.501.001.502.002.503.001.821.10
The chart of Calmar ratio for JPLD, currently valued at 9.46, compared to the broader market0.005.0010.0015.0020.009.460.67
The chart of Martin ratio for JPLD, currently valued at 27.24, compared to the broader market0.0020.0040.0060.0080.00100.0027.241.45
JPLD
BND

The current JPLD Sharpe Ratio is 3.72, which is higher than the BND Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JPLD 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025
3.72
0.59
JPLD
BND

Dividends

JPLD vs. BND - Dividend Comparison

JPLD's dividend yield for the trailing twelve months is around 4.44%, more than BND's 3.65% yield.


TTM20242023202220212020201920182017201620152014
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.44%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.65%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

JPLD vs. BND - Drawdown Comparison

The maximum JPLD drawdown since its inception was -0.71%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JPLD and BND. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember20250
-3.17%
JPLD
BND

Volatility

JPLD vs. BND - Volatility Comparison

The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.43%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.37%. This indicates that JPLD 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%2.00%SeptemberOctoberNovemberDecember2025
0.43%
1.37%
JPLD
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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