PortfoliosLab logoPortfoliosLab logo
TOTR vs. JBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOTR vs. JBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Return ETF (TOTR) and Jpmorgan Active Bond ETF (JBND). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TOTR vs. JBND - Yearly Performance Comparison


2026 (YTD)202520242023
TOTR
T. Rowe Price Total Return ETF
0.09%7.41%2.43%7.58%
JBND
Jpmorgan Active Bond ETF
0.11%8.21%3.19%7.76%

Returns By Period

In the year-to-date period, TOTR achieves a 0.09% return, which is significantly lower than JBND's 0.11% return.


TOTR

1D
0.35%
1M
-1.61%
YTD
0.09%
6M
1.36%
1Y
4.58%
3Y*
4.02%
5Y*
10Y*

JBND

1D
0.20%
1M
-1.86%
YTD
0.11%
6M
1.44%
1Y
4.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TOTR vs. JBND - Expense Ratio Comparison

TOTR has a 0.31% expense ratio, which is higher than JBND's 0.30% expense ratio.


Return for Risk

TOTR vs. JBND — Risk / Return Rank

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

TOTR
TOTR Risk / Return Rank: 5050
Overall Rank
TOTR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TOTR Sortino Ratio Rank: 5050
Sortino Ratio Rank
TOTR Omega Ratio Rank: 4242
Omega Ratio Rank
TOTR Calmar Ratio Rank: 5858
Calmar Ratio Rank
TOTR Martin Ratio Rank: 5151
Martin Ratio Rank

JBND
JBND Risk / Return Rank: 6666
Overall Rank
JBND Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JBND Sortino Ratio Rank: 6969
Sortino Ratio Rank
JBND Omega Ratio Rank: 5757
Omega Ratio Rank
JBND Calmar Ratio Rank: 7878
Calmar Ratio Rank
JBND Martin Ratio Rank: 5858
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.

TOTR vs. JBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) and Jpmorgan Active Bond ETF (JBND). 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.


TOTRJBNDDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.16

-0.25

Sortino ratio

Return per unit of downside risk

1.35

1.67

-0.32

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.47

1.98

-0.51

Martin ratio

Return relative to average drawdown

4.98

5.40

-0.41

TOTR vs. JBND - Sharpe Ratio Comparison

The current TOTR Sharpe Ratio is 0.91, which is comparable to the JBND Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TOTR and JBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TOTRJBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.16

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.61

-1.66

Correlation

The correlation between TOTR and JBND is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TOTR vs. JBND - Dividend Comparison

TOTR's dividend yield for the trailing twelve months is around 5.33%, more than JBND's 4.39% yield.


TTM20252024202320222021
TOTR
T. Rowe Price Total Return ETF
5.33%5.14%5.32%4.71%3.45%0.56%
JBND
Jpmorgan Active Bond ETF
4.39%4.42%4.58%1.00%0.00%0.00%

Drawdowns

TOTR vs. JBND - Drawdown Comparison

The maximum TOTR drawdown since its inception was -19.63%, which is greater than JBND's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for TOTR and JBND.


Loading graphics...

Drawdown Indicators


TOTRJBNDDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-4.48%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.64%

-0.53%

Current Drawdown

Current decline from peak

-2.18%

-1.86%

-0.32%

Average Drawdown

Average peak-to-trough decline

-9.27%

-1.11%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.97%

-0.03%

Volatility

TOTR vs. JBND - Volatility Comparison

T. Rowe Price Total Return ETF (TOTR) has a higher volatility of 1.76% compared to Jpmorgan Active Bond ETF (JBND) at 1.66%. This indicates that TOTR's price experiences larger fluctuations and is considered to be riskier than JBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TOTRJBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.66%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.65%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

4.29%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

4.91%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

4.91%

+1.39%