ROCQ vs. JCPB
ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and JCPB (JPMorgan Core Plus Bond ETF) are both exchange-traded funds - ROCQ is a Nasdaq-100 fund actively managed by JPMorgan, while JCPB is a Intermediate Core-Plus Bond fund actively managed by JPMorgan. Both are actively managed. A 0.59 correlation means they provide meaningful diversification when combined. ROCQ charges 0.35%/yr vs 0.38%/yr for JCPB.
Performance
ROCQ vs. JCPB - Performance Comparison
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Returns By Period
ROCQ
- 1D
- -2.77%
- 1M
- -0.19%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JCPB
- 1D
- 0.11%
- 1M
- 0.75%
- YTD
- 0.88%
- 6M
- 1.01%
- 1Y
- 5.28%
- 3Y*
- 5.17%
- 5Y*
- 1.10%
- 10Y*
- —
ROCQ vs. JCPB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 15.38% |
JCPB JPMorgan Core Plus Bond ETF | 0.54% |
Correlation
The correlation between ROCQ and JCPB is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.59 |
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Return for Risk
ROCQ vs. JCPB — Risk / Return Rank
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JCPB
ROCQ vs. JCPB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and JPMorgan Core Plus Bond ETF (JCPB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROCQ | JCPB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.95 | — |
| Martin ratioReturn relative to average drawdown | — | 5.62 | — |
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Drawdowns
ROCQ vs. JCPB - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -5.68%, smaller than the maximum JCPB drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for ROCQ and JCPB.
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Drawdown Indicators
| ROCQ | JCPB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -16.67% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.67% | — |
Current DrawdownCurrent decline from peak | -2.77% | -1.19% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -0.97% | -4.24% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.94% | — |
Volatility
ROCQ vs. JCPB - Volatility Comparison
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Volatility by Period
| ROCQ | JCPB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 3.73% | +15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 5.39% | +14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 5.04% | +14.54% |
ROCQ vs. JCPB - Expense Ratio Comparison
ROCQ has a 0.35% expense ratio, which is lower than JCPB's 0.38% expense ratio.
Dividends
ROCQ vs. JCPB - Dividend Comparison
ROCQ's dividend yield for the trailing twelve months is around 2.07%, less than JCPB's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 4.91% | 4.90% | 5.16% | 4.32% | 3.01% | 2.19% | 2.97% | 3.01% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 2.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROCQ and JCPB have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROCQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROCQ is cheaper with a 0.35% expense ratio, compared with 0.38% for JCPB.
JCPB has the higher dividend yield at 4.91%, compared with 2.07% for ROCQ.
ROCQ is categorized as Nasdaq-100, while JCPB is Intermediate Core-Plus Bond. Their fees differ too: 0.35% for ROCQ and 0.38% for JCPB.
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