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

Correlation

The correlation between JSCP and JPLD is -0.50. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JSCP vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus ETF (JSCP) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JSCP:

2.57%

JPLD:

2.23%

Max Drawdown

JSCP:

-8.90%

JPLD:

-0.17%

Current Drawdown

JSCP:

-0.50%

JPLD:

-0.02%

Returns By Period


JSCP

YTD

2.11%

1M

1.28%

6M

2.53%

1Y

6.58%

5Y*

N/A

10Y*

N/A

JPLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JSCP vs. JPLD - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than JPLD's 0.24% expense ratio.


Risk-Adjusted Performance

JSCP vs. JPLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JSCP
The Risk-Adjusted Performance Rank of JSCP is 9797
Overall Rank
The Sharpe Ratio Rank of JSCP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSCP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JSCP is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSCP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSCP is 9696
Martin Ratio Rank

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 9898
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.

JSCP vs. JPLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.



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Dividends

JSCP vs. JPLD - Dividend Comparison

JSCP has not paid dividends to shareholders, while JPLD's dividend yield for the trailing twelve months is around 4.40%.


Drawdowns

JSCP vs. JPLD - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, which is greater than JPLD's maximum drawdown of -0.17%. Use the drawdown chart below to compare losses from any high point for JSCP and JPLD. For additional features, visit the drawdowns tool.


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Volatility

JSCP vs. JPLD - Volatility Comparison


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