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TYLG vs. JCPB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYLG and JCPB is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TYLG vs. JCPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and JPMorgan Core Plus Bond ETF (JCPB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TYLG:

0.32

JCPB:

1.32

Sortino Ratio

TYLG:

0.53

JCPB:

1.89

Omega Ratio

TYLG:

1.08

JCPB:

1.23

Calmar Ratio

TYLG:

0.27

JCPB:

0.78

Martin Ratio

TYLG:

0.90

JCPB:

3.49

Ulcer Index

TYLG:

7.11%

JCPB:

1.94%

Daily Std Dev

TYLG:

26.89%

JCPB:

5.18%

Max Drawdown

TYLG:

-24.00%

JCPB:

-16.67%

Current Drawdown

TYLG:

-7.70%

JCPB:

-2.07%

Returns By Period

In the year-to-date period, TYLG achieves a -4.02% return, which is significantly lower than JCPB's 2.65% return.


TYLG

YTD

-4.02%

1M

4.77%

6M

-3.39%

1Y

8.63%

3Y*

N/A

5Y*

N/A

10Y*

N/A

JCPB

YTD

2.65%

1M

-0.23%

6M

1.08%

1Y

6.29%

3Y*

2.67%

5Y*

0.37%

10Y*

N/A

*Annualized

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TYLG vs. JCPB - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than JCPB's 0.40% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TYLG vs. JCPB — Risk-Adjusted Performance Rank

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

TYLG
The Risk-Adjusted Performance Rank of TYLG is 3030
Overall Rank
The Sharpe Ratio Rank of TYLG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TYLG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TYLG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TYLG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TYLG is 3030
Martin Ratio Rank

JCPB
The Risk-Adjusted Performance Rank of JCPB is 8080
Overall Rank
The Sharpe Ratio Rank of JCPB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JCPB is 8686
Sortino Ratio Rank
The Omega Ratio Rank of JCPB is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JCPB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JCPB is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYLG vs. JCPB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) 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.


The current TYLG Sharpe Ratio is 0.32, which is lower than the JCPB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of TYLG and JCPB, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TYLG vs. JCPB - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 8.42%, more than JCPB's 5.09% yield.


TTM202420232022202120202019
TYLG
Global X Information Technology Covered Call & Growth ETF
8.42%7.24%11.90%0.51%0.00%0.00%0.00%
JCPB
JPMorgan Core Plus Bond ETF
5.09%5.16%4.32%3.01%2.19%2.97%2.61%

Drawdowns

TYLG vs. JCPB - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.00%, which is greater than JCPB's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for TYLG and JCPB.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TYLG vs. JCPB - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 3.96% compared to JPMorgan Core Plus Bond ETF (JCPB) at 1.45%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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