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VSDB vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. JPLD - Performance Comparison

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

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VSDB vs. JPLD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.21% return, which is significantly lower than JPLD's 0.38% return.


VSDB

1D
0.28%
1M
-0.89%
YTD
0.21%
6M
1.62%
1Y
3Y*
5Y*
10Y*

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDB vs. JPLD - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VSDB vs. JPLD — Risk / Return Rank

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

VSDB

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD 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.

VSDB vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) 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.


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

VSDB vs. JPLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VSDBJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

2.70

3.28

-0.58

Correlation

The correlation between VSDB and JPLD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSDB vs. JPLD - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 3.82%, less than JPLD's 4.22% yield.


Drawdowns

VSDB vs. JPLD - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for VSDB and JPLD.


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Drawdown Indicators


VSDBJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-1.17%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

Current Drawdown

Current decline from peak

-0.89%

-0.74%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.14%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

Volatility

VSDB vs. JPLD - Volatility Comparison


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Volatility by Period


VSDBJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

1.79%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

1.86%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

1.86%

+0.05%