MBOX vs. JAGG
Compare and contrast key facts about Freedom Day Dividend ETF (MBOX) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG).
MBOX and JAGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021. JAGG is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Dec 12, 2018.
Performance
MBOX vs. JAGG - Performance Comparison
Loading graphics...
MBOX vs. JAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MBOX Freedom Day Dividend ETF | 4.91% | 8.72% | 16.39% | 15.84% | -4.32% | 9.48% |
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 0.10% | 7.27% | 1.26% | 5.41% | -13.26% | 0.67% |
Returns By Period
In the year-to-date period, MBOX achieves a 4.91% return, which is significantly higher than JAGG's 0.10% return.
MBOX
- 1D
- -0.13%
- 1M
- -4.44%
- YTD
- 4.91%
- 6M
- 4.39%
- 1Y
- 12.08%
- 3Y*
- 15.73%
- 5Y*
- —
- 10Y*
- —
JAGG
- 1D
- -0.01%
- 1M
- -1.36%
- YTD
- 0.10%
- 6M
- 0.81%
- 1Y
- 4.21%
- 3Y*
- 3.61%
- 5Y*
- 0.14%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MBOX vs. JAGG - Expense Ratio Comparison
MBOX has a 0.39% expense ratio, which is higher than JAGG's 0.03% expense ratio.
Return for Risk
MBOX vs. JAGG — Risk / Return Rank
MBOX
JAGG
MBOX vs. JAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). 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.
| MBOX | JAGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.95 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.33 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.73 | -0.71 |
Martin ratioReturn relative to average drawdown | 4.72 | 4.65 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MBOX | JAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.95 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.32 | +0.38 |
Correlation
The correlation between MBOX and JAGG is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MBOX vs. JAGG - Dividend Comparison
MBOX's dividend yield for the trailing twelve months is around 2.08%, less than JAGG's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MBOX Freedom Day Dividend ETF | 2.08% | 1.94% | 1.60% | 2.13% | 2.87% | 1.17% | 0.00% | 0.00% | 0.00% |
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.28% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% |
Drawdowns
MBOX vs. JAGG - Drawdown Comparison
The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum JAGG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for MBOX and JAGG.
Loading graphics...
Drawdown Indicators
| MBOX | JAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.42% | -18.73% | +2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -2.61% | -9.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.06% | — |
Current DrawdownCurrent decline from peak | -4.44% | -2.91% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -6.30% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.97% | +1.64% |
Volatility
MBOX vs. JAGG - Volatility Comparison
Freedom Day Dividend ETF (MBOX) has a higher volatility of 3.11% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) at 1.83%. This indicates that MBOX's price experiences larger fluctuations and is considered to be riskier than JAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MBOX | JAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 1.83% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 2.71% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 4.47% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 5.90% | +8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 5.84% | +8.74% |