JPLD vs. VYMI
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - JPLD is a Short-Term Bond fund actively managed by JPMorgan, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. JPLD is actively managed, while VYMI is passively managed. Over the past year, JPLD returned 4.59% vs 31.26% for VYMI. At a 0.21 correlation, their price movements are largely independent. JPLD charges 0.24%/yr vs 0.07%/yr for VYMI.
Performance
JPLD vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, JPLD achieves a 1.20% return, which is significantly lower than VYMI's 12.90% return.
JPLD
- 1D
- -0.04%
- 1M
- 0.34%
- YTD
- 1.20%
- 6M
- 1.54%
- 1Y
- 4.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.54%
- 1M
- 2.62%
- YTD
- 12.90%
- 6M
- 14.90%
- 1Y
- 31.26%
- 3Y*
- 21.73%
- 5Y*
- 12.29%
- 10Y*
- 11.24%
JPLD vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 1.20% | 6.01% | 6.49% | 3.15% |
VYMI Vanguard International High Dividend Yield ETF | 12.90% | 38.05% | 7.06% | 3.41% |
Correlation
The correlation between JPLD and VYMI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023 | 0.21 |
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Return for Risk
JPLD vs. VYMI — Risk / Return Rank
JPLD
VYMI
JPLD vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPLD | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.41 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | 2.96 | +1.58 |
| Martin ratioReturn relative to average drawdown | 21.02 | 11.60 | +9.42 |
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Drawdowns
JPLD vs. VYMI - Drawdown Comparison
The maximum JPLD drawdown since its inception was -1.17%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JPLD and VYMI.
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Drawdown Indicators
| JPLD | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.17% | -40.00% | +38.83% |
Max Drawdown (1Y)Largest decline over 1 year | -1.00% | -10.14% | +9.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -6.30% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 2.59% | -2.37% |
Volatility
JPLD vs. VYMI - Volatility Comparison
The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.38%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.40%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPLD | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 4.40% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 11.15% | -10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.46% | 13.33% | -11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 14.90% | -13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.83% | 16.85% | -15.02% |
JPLD vs. VYMI - Expense Ratio Comparison
JPLD has a 0.24% expense ratio, which is higher than VYMI's 0.07% 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. VYMI - Dividend Comparison
JPLD's dividend yield for the trailing twelve months is around 4.20%, more than VYMI's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.20% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.39% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
JPLD and VYMI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMI has higher volatility (4.40%) compared to JPLD (0.38%). In terms of maximum drawdown, JPLD dropped -1.17% vs VYMI's -40.00%.
On 1-year performance, VYMI leads with 31.26% vs 4.59% for JPLD. On fees, VYMI is cheaper at 0.07% per year. On volatility, JPLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VYMI has performed better with a 31.26% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.24% for JPLD.
JPLD has the higher dividend yield at 4.20%, compared with 3.39% for VYMI.
JPLD is categorized as Short-Term Bond, while VYMI is Dividend. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.24% for JPLD and 0.07% for VYMI.
JPLD currently has the higher Sharpe Ratio (3.17 vs 2.26), 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.
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