LDUR vs. JPIE
Compare and contrast key facts about PIMCO Enhanced Low Duration Active ETF (LDUR) and JPMorgan Income ETF (JPIE).
LDUR and JPIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014. JPIE is an actively managed fund by JPMorgan. It was launched on Oct 28, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDUR or JPIE.
Key characteristics
| LDUR | JPIE | |
|---|---|---|
| YTD Return | 4.23% | 5.50% |
| 1Y Return | 7.26% | 10.07% |
| 3Y Return (Ann) | 1.58% | 2.04% |
| Sharpe Ratio | 3.36 | 3.69 |
| Sortino Ratio | 5.54 | 6.17 |
| Omega Ratio | 1.77 | 1.87 |
| Calmar Ratio | 2.66 | 2.73 |
| Martin Ratio | 30.97 | 27.43 |
| Ulcer Index | 0.23% | 0.37% |
| Daily Std Dev | 2.14% | 2.75% |
| Max Drawdown | -8.68% | -9.96% |
| Current Drawdown | -0.50% | -0.67% |
Correlation
The correlation between LDUR and JPIE is 0.48, 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.
Performance
LDUR vs. JPIE - Performance Comparison
In the year-to-date period, LDUR achieves a 4.23% return, which is significantly lower than JPIE's 5.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LDUR vs. JPIE - Expense Ratio Comparison
LDUR has a 0.56% expense ratio, which is higher than JPIE's 0.41% expense ratio.
Risk-Adjusted Performance
LDUR vs. JPIE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and JPMorgan Income ETF (JPIE). 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
LDUR vs. JPIE - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 5.50%, less than JPIE's 6.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 5.50% | 4.87% | 2.22% | 0.90% | 2.15% | 3.14% | 3.36% | 2.08% | 1.85% | 2.92% | 1.66% |
JPIE JPMorgan Income ETF | 6.19% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LDUR vs. JPIE - Drawdown Comparison
The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for LDUR and JPIE. For additional features, visit the drawdowns tool.
Volatility
LDUR vs. JPIE - Volatility Comparison
PIMCO Enhanced Low Duration Active ETF (LDUR) has a higher volatility of 0.56% compared to JPMorgan Income ETF (JPIE) at 0.46%. This indicates that LDUR's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.