VUG vs. JPLD
VUG (Vanguard Growth ETF) and JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) are both exchange-traded funds - VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while JPLD is a Short-Term Bond fund actively managed by JPMorgan. VUG is passively managed, while JPLD is actively managed. Over the past year, VUG returned 22.83% vs 4.59% for JPLD. At a 0.10 correlation, their price movements are largely independent. VUG charges 0.03%/yr vs 0.24%/yr for JPLD.
Performance
VUG vs. JPLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUG achieves a 4.99% return, which is significantly higher than JPLD's 1.20% return.
VUG
- 1D
- 0.18%
- 1M
- -2.47%
- YTD
- 4.99%
- 6M
- 5.66%
- 1Y
- 22.83%
- 3Y*
- 23.38%
- 5Y*
- 13.78%
- 10Y*
- 17.90%
JPLD
- 1D
- -0.04%
- 1M
- 0.34%
- YTD
- 1.20%
- 6M
- 1.54%
- 1Y
- 4.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VUG Vanguard Growth ETF | 4.99% | 19.40% | 32.69% | 6.86% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 1.20% | 6.01% | 6.49% | 3.15% |
Correlation
The correlation between VUG and JPLD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023 | 0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUG vs. JPLD — Risk / Return Rank
VUG
JPLD
VUG vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUG | JPLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.66 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 4.54 | -3.25 |
| Martin ratioReturn relative to average drawdown | 4.43 | 21.02 | -16.60 |
Loading charts...
Drawdowns
VUG vs. JPLD - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for VUG and JPLD.
Loading charts...
Drawdown Indicators
| VUG | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -1.17% | -49.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -1.00% | -15.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | — | — |
Current DrawdownCurrent decline from peak | -5.56% | -0.04% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -0.15% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 0.22% | +4.57% |
Volatility
VUG vs. JPLD - Volatility Comparison
Vanguard Growth ETF (VUG) has a higher volatility of 5.73% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.38%. This indicates that VUG'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.
Loading charts...
Volatility by Period
| VUG | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 0.38% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 0.97% | +12.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 1.46% | +15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 1.83% | +20.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.48% | 1.83% | +19.65% |
VUG vs. JPLD - Expense Ratio Comparison
VUG has a 0.03% 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%.
Dividends
VUG vs. JPLD - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.39%, less than JPLD's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.20% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
VUG and JPLD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUG has higher volatility (5.73%) compared to JPLD (0.38%). In terms of maximum drawdown, VUG dropped -50.68% vs JPLD's -1.17%.
On 1-year performance, VUG leads with 22.83% vs 4.59% for JPLD. On fees, VUG is cheaper at 0.03% per year. On volatility, JPLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VUG has performed better with a 22.83% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VUG is cheaper with a 0.03% expense ratio, compared with 0.24% for JPLD.
JPLD has the higher dividend yield at 4.20%, compared with 0.39% for VUG.
VUG is categorized as Large Cap Growth Equities, while JPLD is Short-Term Bond. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.03% for VUG and 0.24% for JPLD.
JPLD currently has the higher Sharpe Ratio (3.17 vs 1.29), 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.
Find the right allocation for VUG and JPLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer