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

Correlation

The correlation between JPLD and VCIT is 0.75, 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.


-0.50.00.51.00.7

Performance

JPLD vs. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.40%
1.17%
JPLD
VCIT

Key characteristics

Sharpe Ratio

JPLD:

3.64

VCIT:

0.89

Sortino Ratio

JPLD:

5.97

VCIT:

1.29

Omega Ratio

JPLD:

1.80

VCIT:

1.15

Calmar Ratio

JPLD:

9.25

VCIT:

0.44

Martin Ratio

JPLD:

26.65

VCIT:

2.69

Ulcer Index

JPLD:

0.25%

VCIT:

1.78%

Daily Std Dev

JPLD:

1.80%

VCIT:

5.37%

Max Drawdown

JPLD:

-0.71%

VCIT:

-20.56%

Current Drawdown

JPLD:

0.00%

VCIT:

-4.53%

Returns By Period

In the year-to-date period, JPLD achieves a 0.43% return, which is significantly lower than VCIT's 0.69% return.


JPLD

YTD

0.43%

1M

0.66%

6M

2.62%

1Y

6.47%

5Y*

N/A

10Y*

N/A

VCIT

YTD

0.69%

1M

0.86%

6M

1.69%

1Y

4.61%

5Y*

0.56%

10Y*

2.47%

*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. VCIT - Expense Ratio Comparison

JPLD has a 0.24% expense ratio, which is higher than VCIT's 0.04% 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 VCIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

JPLD vs. VCIT — 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

VCIT
The Risk-Adjusted Performance Rank of VCIT is 3333
Overall Rank
The Sharpe Ratio Rank of VCIT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 3232
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. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). 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 3.64, compared to the broader market0.002.004.003.640.89
The chart of Sortino ratio for JPLD, currently valued at 5.97, compared to the broader market0.005.0010.005.971.29
The chart of Omega ratio for JPLD, currently valued at 1.80, compared to the broader market0.501.001.502.002.503.001.801.15
The chart of Calmar ratio for JPLD, currently valued at 9.25, compared to the broader market0.005.0010.0015.0020.009.251.08
The chart of Martin ratio for JPLD, currently valued at 26.65, compared to the broader market0.0020.0040.0060.0080.00100.0026.652.69
JPLD
VCIT

The current JPLD Sharpe Ratio is 3.64, which is higher than the VCIT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JPLD and VCIT, 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
3.64
0.89
JPLD
VCIT

Dividends

JPLD vs. VCIT - Dividend Comparison

JPLD's dividend yield for the trailing twelve months is around 4.45%, more than VCIT's 4.40% yield.


TTM20242023202220212020201920182017201620152014
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.45%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.40%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

JPLD vs. VCIT - Drawdown Comparison

The maximum JPLD drawdown since its inception was -0.71%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for JPLD and VCIT. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.41%
JPLD
VCIT

Volatility

JPLD vs. VCIT - Volatility Comparison

The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.43%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.57%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.43%
1.57%
JPLD
VCIT
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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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