JPLD vs. BSV
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) and BSV (Vanguard Short-Term Bond Index Fund ETF Shares) are both Short-Term Bond funds. JPLD is actively managed, while BSV is passively managed. Over the past year, JPLD returned 4.71% vs 3.68% for BSV. A 0.76 correlation means they provide meaningful diversification when combined. JPLD charges 0.24%/yr vs 0.03%/yr for BSV.
Performance
JPLD vs. BSV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPLD achieves a 1.04% return, which is significantly higher than BSV's 0.29% return.
JPLD
- 1D
- -0.06%
- 1M
- 0.19%
- YTD
- 1.04%
- 6M
- 1.37%
- 1Y
- 4.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSV
- 1D
- -0.08%
- 1M
- 0.06%
- YTD
- 0.29%
- 6M
- 0.52%
- 1Y
- 3.68%
- 3Y*
- 4.41%
- 5Y*
- 1.62%
- 10Y*
- 1.95%
JPLD vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 1.04% | 6.01% | 6.49% | 3.23% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.29% | 6.00% | 3.78% | 3.23% |
Correlation
The correlation between JPLD and BSV is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.76 |
The correlation between JPLD and BSV has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPLD vs. BSV — Risk / Return Rank
JPLD
BSV
JPLD vs. BSV - Risk-Adjusted Trends 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 Short-Term Bond Index Fund ETF Shares (BSV). 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.
| JPLD | BSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.39 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 2.87 | +1.84 |
| Martin ratioReturn relative to average drawdown | 21.78 | 10.07 | +11.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JPLD | BSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.22 | 2.05 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.25 | 0.85 | +2.40 |
Drawdowns
JPLD vs. BSV - Drawdown Comparison
The maximum JPLD drawdown since its inception was -1.17%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for JPLD and BSV.
Loading charts...
Drawdown Indicators
| JPLD | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.17% | -8.54% | +7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -1.00% | -1.29% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.54% | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.63% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -0.97% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.37% | -0.15% |
Volatility
JPLD vs. BSV - Volatility Comparison
The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.37%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.52%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPLD | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 0.52% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 1.26% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.47% | 1.81% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 2.72% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.83% | 2.37% | -0.54% |
JPLD vs. BSV - Expense Ratio Comparison
JPLD has a 0.24% expense ratio, which is higher than BSV'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%.
Dividends
JPLD vs. BSV - Dividend Comparison
JPLD's dividend yield for the trailing twelve months is around 4.21%, more than BSV's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.00% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.21% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPLD and BSV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSV has higher volatility (0.52%) compared to JPLD (0.37%). In terms of maximum drawdown, JPLD dropped -1.17% vs BSV's -8.54%.
On 1-year performance, JPLD leads with 4.71% vs 3.68% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, JPLD has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JPLD has performed better with a 4.71% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSV is cheaper with a 0.03% expense ratio, compared with 0.24% for JPLD.
JPLD has the higher dividend yield at 4.21%, compared with 4.00% for BSV.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.24% for JPLD and 0.03% for BSV.
JPLD currently has the higher Sharpe Ratio (3.22 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JPLD and BSV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer