WOBDX vs. BSCS

In the year-to-date period, WOBDX achieves a 2.85% return, which is significantly higher than BSCS's 2.70% return.

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WOBDX has a 0.50% expense ratio, which is higher than BSCS's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) and Invesco BulletShares 2028 Corporate Bond ETF (BSCS). 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 WOBDX Sharpe Ratio is 1.42, which is lower than the BSCS Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of WOBDX and BSCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WOBDX's dividend yield for the trailing twelve months is around 3.58%, less than BSCS's 4.54% yield.

The maximum WOBDX drawdown since its inception was -18.25%, roughly equal to the maximum BSCS drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for WOBDX and BSCS. For additional features, visit the drawdowns tool.

JPMorgan Core Bond Fund (WOBDX) has a higher volatility of 2.11% compared to Invesco BulletShares 2028 Corporate Bond ETF (BSCS) at 1.50%. This indicates that WOBDX's price experiences larger fluctuations and is considered to be riskier than BSCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.