JPUS vs. VCIT
JPUS (JPMorgan Diversified Return US Equity ETF) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both exchange-traded funds - JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index, while VCIT is a Corporate Bonds fund tracking the Bloomberg U.S. 5-10 Year Corporate Bond Index. Both are passively managed. Over the past 10 years, JPUS returned 11.80%/yr vs 2.93%/yr for VCIT. At a 0.19 correlation, their price movements are largely independent. JPUS charges 0.18%/yr vs 0.03%/yr for VCIT.
Performance
JPUS vs. VCIT - Performance Comparison
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Returns By Period
In the year-to-date period, JPUS achieves a 13.90% return, which is significantly higher than VCIT's 0.41% return. Over the past 10 years, JPUS has outperformed VCIT with an annualized return of 11.80%, while VCIT has yielded a comparatively lower 2.93% annualized return.
JPUS
- 1D
- 0.97%
- 1M
- 4.79%
- YTD
- 13.90%
- 6M
- 13.51%
- 1Y
- 23.69%
- 3Y*
- 15.95%
- 5Y*
- 9.85%
- 10Y*
- 11.80%
VCIT
- 1D
- -0.07%
- 1M
- 0.96%
- YTD
- 0.41%
- 6M
- 0.89%
- 1Y
- 6.00%
- 3Y*
- 6.37%
- 5Y*
- 1.11%
- 10Y*
- 2.93%
JPUS vs. VCIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 13.90% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -6.14% | 20.58% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.41% | 9.34% | 3.20% | 8.98% | -13.98% | -1.77% | 9.46% | 14.10% | -1.74% | 5.31% |
Correlation
The correlation between JPUS and VCIT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.19 |
Over the past year, JPUS and VCIT have become more correlated (0.45) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
JPUS vs. VCIT — Risk / Return Rank
JPUS
VCIT
JPUS vs. VCIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) 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.
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.
| JPUS | VCIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.88 | +1.39 |
| Martin ratioReturn relative to average drawdown | 13.15 | 6.07 | +7.08 |
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Drawdowns
JPUS vs. VCIT - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for JPUS and VCIT.
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Drawdown Indicators
| JPUS | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -20.56% | -18.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -2.96% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -6.11% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -20.56% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -20.56% | -18.13% |
Current DrawdownCurrent decline from peak | 0.00% | -1.13% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -3.16% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 0.92% | +0.80% |
Volatility
JPUS vs. VCIT - Volatility Comparison
JPMorgan Diversified Return US Equity ETF (JPUS) has a higher volatility of 3.12% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 1.48%. This indicates that JPUS's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPUS | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 1.48% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 3.15% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 4.10% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 6.62% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 6.28% | +10.49% |
JPUS vs. VCIT - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is higher than VCIT'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
JPUS vs. VCIT - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 2.00%, less than VCIT's 4.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 2.00% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.79% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Frequently Asked Questions
JPUS and VCIT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPUS has higher volatility (3.12%) compared to VCIT (1.48%). In terms of maximum drawdown, JPUS dropped -38.69% vs VCIT's -20.56%.
On 10-year performance, JPUS leads with 11.80% vs 2.93% for VCIT. On fees, VCIT is cheaper at 0.03% per year. On volatility, VCIT has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, JPUS has performed better with a 11.80% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCIT is cheaper with a 0.03% expense ratio, compared with 0.18% for JPUS.
VCIT has the higher dividend yield at 4.79%, compared with 2.00% for JPUS.
JPUS is categorized as Large Cap Blend Equities, while VCIT is Corporate Bonds. JPUS tracks JPMorgan Diversified Factor US Equity Index, while VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.18% for JPUS and 0.03% for VCIT.
JPUS currently has the higher Sharpe Ratio (2.15 vs 1.36), 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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