JPRE vs. JCPB
Compare and contrast key facts about JPMorgan Realty Income ETF (JPRE) and JPMorgan Core Plus Bond ETF (JCPB).
JPRE and JCPB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997. JCPB is an actively managed fund by JPMorgan Chase. It was launched on Jan 28, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPRE or JCPB.
Performance
JPRE vs. JCPB - Performance Comparison
Returns By Period
In the year-to-date period, JPRE achieves a 13.88% return, which is significantly higher than JCPB's 3.19% return.
JPRE
13.88%
-0.94%
20.29%
25.24%
N/A
N/A
JCPB
3.19%
-0.31%
3.77%
8.12%
0.94%
N/A
Key characteristics
| JPRE | JCPB | |
|---|---|---|
| Sharpe Ratio | 1.65 | 1.48 |
| Sortino Ratio | 2.32 | 2.17 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 1.78 | 0.68 |
| Martin Ratio | 6.43 | 5.20 |
| Ulcer Index | 3.93% | 1.56% |
| Daily Std Dev | 15.26% | 5.50% |
| Max Drawdown | -23.84% | -16.67% |
| Current Drawdown | -2.26% | -4.39% |
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JPRE vs. JCPB - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than JCPB's 0.40% expense ratio.
Correlation
The correlation between JPRE and JCPB is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
JPRE vs. JCPB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and JPMorgan Core Plus Bond ETF (JCPB). 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.
Dividends
JPRE vs. JCPB - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.16%, less than JCPB's 5.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 2.16% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% |
JCPB JPMorgan Core Plus Bond ETF | 5.05% | 4.32% | 3.00% | 2.19% | 2.97% | 3.23% |
Drawdowns
JPRE vs. JCPB - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, which is greater than JCPB's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for JPRE and JCPB. For additional features, visit the drawdowns tool.
Volatility
JPRE vs. JCPB - Volatility Comparison
JPMorgan Realty Income ETF (JPRE) has a higher volatility of 4.20% compared to JPMorgan Core Plus Bond ETF (JCPB) at 1.36%. This indicates that JPRE's price experiences larger fluctuations and is considered to be riskier than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.