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

Correlation

The correlation between JSCP and JPLD is 0.76, 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.


-0.50.00.51.00.8

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.

0.00%0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.99%
1.98%
JSCP
JPLD

Key characteristics

Sharpe Ratio

JSCP:

2.50

JPLD:

3.77

Sortino Ratio

JSCP:

3.64

JPLD:

6.30

Omega Ratio

JSCP:

1.50

JPLD:

1.84

Calmar Ratio

JSCP:

5.19

JPLD:

9.46

Martin Ratio

JSCP:

12.23

JPLD:

28.02

Ulcer Index

JSCP:

0.51%

JPLD:

0.24%

Daily Std Dev

JSCP:

2.50%

JPLD:

1.78%

Max Drawdown

JSCP:

-8.90%

JPLD:

-0.71%

Current Drawdown

JSCP:

-0.04%

JPLD:

-0.06%

Returns By Period

In the year-to-date period, JSCP achieves a 0.83% return, which is significantly higher than JPLD's 0.69% return.


JSCP

YTD

0.83%

1M

0.68%

6M

1.98%

1Y

6.23%

5Y*

N/A

10Y*

N/A

JPLD

YTD

0.69%

1M

0.54%

6M

1.98%

1Y

6.68%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JSCP vs. JPLD - Expense Ratio Comparison

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


JSCP
JPMorgan Short Duration Core Plus ETF
Expense ratio chart for JSCP: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
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%

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 9191
Overall Rank
The Sharpe Ratio Rank of JSCP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of JSCP is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JSCP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of JSCP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JSCP is 8282
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 9797
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.


Sharpe ratio
The chart of Sharpe ratio for JSCP, currently valued at 2.50, compared to the broader market0.002.004.006.002.503.77
The chart of Sortino ratio for JSCP, currently valued at 3.64, compared to the broader market0.005.0010.003.646.30
The chart of Omega ratio for JSCP, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.84
The chart of Calmar ratio for JSCP, currently valued at 5.19, compared to the broader market0.005.0010.0015.0020.005.199.46
The chart of Martin ratio for JSCP, currently valued at 12.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.2328.02
JSCP
JPLD

The current JSCP Sharpe Ratio is 2.50, which is lower than the JPLD Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of JSCP and JPLD, 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 Ratio2.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
2.50
3.77
JSCP
JPLD

Dividends

JSCP vs. JPLD - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.76%, more than JPLD's 4.44% yield.


TTM2024202320222021
JSCP
JPMorgan Short Duration Core Plus ETF
4.76%4.76%4.13%2.51%1.10%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.44%4.47%1.83%0.00%0.00%

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 -0.71%. Use the drawdown chart below to compare losses from any high point for JSCP and JPLD. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%SeptemberOctoberNovemberDecember2025February
-0.04%
-0.06%
JSCP
JPLD

Volatility

JSCP vs. JPLD - Volatility Comparison

JPMorgan Short Duration Core Plus ETF (JSCP) has a higher volatility of 0.62% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.39%. This indicates that JSCP's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.50%0.60%0.70%0.80%0.90%1.00%SeptemberOctoberNovemberDecember2025February
0.62%
0.39%
JSCP
JPLD
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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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