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VGMS vs. JPIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGMS vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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VGMS vs. JPIE - Yearly Performance Comparison


2026 (YTD)2025
VGMS
Vanguard Multi-Sector Income Bond ETF
-0.28%5.44%
JPIE
JPMorgan Income ETF
0.41%4.27%

Returns By Period

In the year-to-date period, VGMS achieves a -0.28% return, which is significantly lower than JPIE's 0.41% return.


VGMS

1D
0.79%
1M
-1.38%
YTD
-0.28%
6M
1.27%
1Y
3Y*
5Y*
10Y*

JPIE

1D
0.28%
1M
-0.63%
YTD
0.41%
6M
2.06%
1Y
5.76%
3Y*
6.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGMS vs. JPIE - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Return for Risk

VGMS vs. JPIE — Risk / Return Rank

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

VGMS

JPIE
JPIE Risk / Return Rank: 9696
Overall Rank
JPIE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9898
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9797
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.

VGMS vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and JPMorgan Income ETF (JPIE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGMS vs. JPIE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

0.94

+1.14

Correlation

The correlation between VGMS and JPIE is 0.72, 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

VGMS vs. JPIE - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 3.83%, less than JPIE's 5.62% yield.


TTM20252024202320222021
VGMS
Vanguard Multi-Sector Income Bond ETF
3.83%2.94%0.00%0.00%0.00%0.00%
JPIE
JPMorgan Income ETF
5.62%5.65%6.11%5.70%4.49%0.63%

Drawdowns

VGMS vs. JPIE - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for VGMS and JPIE.


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Drawdown Indicators


VGMSJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-9.96%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.72%

Current Drawdown

Current decline from peak

-1.51%

-0.63%

-0.88%

Average Drawdown

Average peak-to-trough decline

-0.27%

-2.17%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

VGMS vs. JPIE - Volatility Comparison


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Volatility by Period


VGMSJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.11%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

3.57%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

3.57%

-0.45%