RGBITR vs. JPM

In the year-to-date period, RGBITR achieves a 4.01% return, which is significantly lower than JPM's 6.56% return. Over the past 10 years, RGBITR has underperformed JPM with an annualized return of 6.83%, while JPM has yielded a comparatively higher 17.70% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Russian Government Bond Index (RGBITR) and JPMorgan Chase & Co. (JPM). 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.

The current RGBITR Sharpe Ratio is 0.51, which is lower than the JPM Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of RGBITR and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum RGBITR drawdown since its inception was -26.91%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for RGBITR and JPM. For additional features, visit the drawdowns tool.

The current volatility for Russian Government Bond Index (RGBITR) is 7.59%, while JPMorgan Chase & Co. (JPM) has a volatility of 10.35%. This indicates that RGBITR experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.