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PFIG vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFIG vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Fundamental Investment Grade Corporate Bond ETF (PFIG) 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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PFIG vs. JPLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PFIG achieves a -0.07% return, which is significantly lower than JPLD's 0.50% return.


PFIG

1D
-0.06%
1M
-1.04%
YTD
-0.07%
6M
0.93%
1Y
5.18%
3Y*
4.97%
5Y*
1.55%
10Y*
2.58%

JPLD

1D
0.12%
1M
-0.50%
YTD
0.50%
6M
1.56%
1Y
4.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFIG vs. JPLD - Expense Ratio Comparison

PFIG has a 0.22% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PFIG vs. JPLD — Risk / Return Rank

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

PFIG
PFIG Risk / Return Rank: 7777
Overall Rank
PFIG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PFIG Sortino Ratio Rank: 7575
Sortino Ratio Rank
PFIG Omega Ratio Rank: 7272
Omega Ratio Rank
PFIG Calmar Ratio Rank: 8383
Calmar Ratio Rank
PFIG Martin Ratio Rank: 8080
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9696
Overall Rank
JPLD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFIG vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Fundamental Investment Grade Corporate Bond ETF (PFIG) 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.


PFIGJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.42

2.65

-1.22

Sortino ratio

Return per unit of downside risk

1.98

4.08

-2.10

Omega ratio

Gain probability vs. loss probability

1.28

1.55

-0.27

Calmar ratio

Return relative to maximum drawdown

2.63

4.10

-1.47

Martin ratio

Return relative to average drawdown

9.50

20.00

-10.50

PFIG vs. JPLD - Sharpe Ratio Comparison

The current PFIG Sharpe Ratio is 1.42, which is lower than the JPLD Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PFIG 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.


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Sharpe Ratios by Period


PFIGJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.65

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

3.30

-2.77

Correlation

The correlation between PFIG and JPLD is 0.62, 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.


Dividends

PFIG vs. JPLD - Dividend Comparison

PFIG's dividend yield for the trailing twelve months is around 4.35%, more than JPLD's 4.22% yield.


TTM20252024202320222021202020192018201720162015
PFIG
Invesco Fundamental Investment Grade Corporate Bond ETF
4.35%4.15%4.12%3.54%2.58%3.34%2.81%2.92%2.88%2.54%2.58%2.57%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.22%4.24%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFIG vs. JPLD - Drawdown Comparison

The maximum PFIG drawdown since its inception was -15.58%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for PFIG and JPLD.


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Drawdown Indicators


PFIGJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-1.17%

-14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-1.17%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-15.58%

Current Drawdown

Current decline from peak

-1.22%

-0.62%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.48%

-0.14%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.24%

+0.32%

Volatility

PFIG vs. JPLD - Volatility Comparison

Invesco Fundamental Investment Grade Corporate Bond ETF (PFIG) has a higher volatility of 1.42% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.56%. This indicates that PFIG'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.


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Volatility by Period


PFIGJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.56%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

0.99%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

1.79%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

1.86%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.24%

1.86%

+3.38%