STBF vs. JPLD

Last updated Jun 4, 2026

STBF (Performance Trust Short Term Bond ETF) and JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) are both Short-Term Bond funds. Both are actively managed. Over the past year, STBF returned 5.55% vs 4.71% for JPLD. At a 0.38 correlation, their price movements are largely independent. STBF charges 0.65%/yr vs 0.24%/yr for JPLD.

Performance

STBF vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Short Term Bond ETF (STBF) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STBF achieves a 1.36% return, which is significantly higher than JPLD's 1.04% return.

STBF

• 1D: -0.14%
• 1M: 0.09%
• YTD: 1.36%
• 6M: 1.53%
• 1Y: 5.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPLD

• 1D: -0.06%
• 1M: 0.19%
• YTD: 1.04%
• 6M: 1.37%
• 1Y: 4.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STBF vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
STBF Performance Trust Short Term Bond ETF	1.36%	6.31%	4.59%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	1.04%	6.01%	4.99%

Correlation

The correlation between STBF and JPLD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Apr 10, 2024	0.38

Return for Risk

STBF vs. JPLD — Risk / Return Rank

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

STBF

STBF Risk / Return Rank: 94
STBF Sharpe Ratio Rank: 94
STBF Sortino Ratio Rank: 96
STBF Omega Ratio Rank: 95
STBF Calmar Ratio Rank: 90
STBF Martin Ratio Rank: 93

JPLD

JPLD Risk / Return Rank: 91
JPLD Sharpe Ratio Rank: 90
JPLD Sortino Ratio Rank: 95
JPLD Omega Ratio Rank: 94
JPLD Calmar Ratio Rank: 85
JPLD Martin Ratio Rank: 90

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.

STBF vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Short Term Bond ETF (STBF) 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.

	STBF	JPLD	Difference
Sharpe ratio: Return per unit of total volatility	3.54	3.22	+0.32
Sortino ratio: Return per unit of downside risk	5.74	5.29	+0.46
Omega ratio: Gain probability vs. loss probability	1.76	1.68	+0.08
Calmar ratio: Return relative to maximum drawdown	5.56	4.71	+0.85
Martin ratio: Return relative to average drawdown	25.50	21.78	+3.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STBF vs. JPLD - Sharpe Ratio Comparison

The current STBF Sharpe Ratio is 3.54, which is comparable to the JPLD Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of STBF and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STBF	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.54	3.22	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	3.27	3.25	+0.02

Drawdowns

STBF vs. JPLD - Drawdown Comparison

The maximum STBF drawdown since its inception was -1.18%, roughly equal to the maximum JPLD drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for STBF and JPLD.

Drawdown Indicators

	STBF	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-1.18%	-1.17%	-0.01%
Max Drawdown (1Y) Largest decline over 1 year	-1.00%	-1.00%	0.00%
Current Drawdown Current decline from peak	-0.18%	-0.12%	-0.06%
Average Drawdown Average peak-to-trough decline	-0.17%	-0.15%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	0.22%	0.00%

Volatility

STBF vs. JPLD - Volatility Comparison

Performance Trust Short Term Bond ETF (STBF) has a higher volatility of 0.57% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.37%. This indicates that STBF'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.

Volatility by Period

	STBF	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	0.37%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	1.19%	0.97%	+0.22%
Volatility (1Y) Calculated over the trailing 1-year period	1.58%	1.47%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.76%	1.83%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.76%	1.83%	-0.07%

STBF vs. JPLD - Expense Ratio Comparison

STBF has a 0.65% expense ratio, which is higher than JPLD's 0.24% expense ratio.

Dividends

STBF vs. JPLD - Dividend Comparison

STBF's dividend yield for the trailing twelve months is around 4.90%, more than JPLD's 4.21% yield.

Position	TTM	2025	2024	2023
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.21%	4.24%	4.47%	1.83%
STBF Performance Trust Short Term Bond ETF	4.90%	5.09%	4.18%	0.00%

Frequently Asked Questions

Can I hold both STBF and JPLD in my portfolio?

STBF and JPLD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STBF or JPLD?

STBF has higher volatility (0.57%) compared to JPLD (0.37%). In terms of maximum drawdown, STBF dropped -1.18% vs JPLD's -1.17%.

Which ETF is better, STBF or JPLD?

On 1-year performance, STBF leads with 5.55% vs 4.71% for JPLD. On fees, JPLD is cheaper at 0.24% per year. On volatility, JPLD has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STBF or JPLD?

Over the 1-year period, STBF has performed better with a 5.55% return vs 4.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STBF or JPLD?

JPLD is cheaper with a 0.24% expense ratio, compared with 0.65% for STBF.

Which ETF pays a higher dividend yield, STBF or JPLD?

STBF has the higher dividend yield at 4.90%, compared with 4.21% for JPLD.

What is the main difference between STBF and JPLD?

They also come from different issuers: Performance Trust and JPMorgan. Their fees differ too: 0.65% for STBF and 0.24% for JPLD.

Which has better risk-adjusted returns?

STBF currently has the higher Sharpe Ratio (3.54 vs 3.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.