AUSF vs JCPI

Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and JPMORGAN INFLATION MANAGED BOND ETF (JCPI, ETF).

AUSF vs JCPI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AUSF(ETF)	JCPI(ETF)
Net Assets	$848M	$845M
Expense Ratio	0.27%	0.25%
Max Drawdown	44.35%	10.91%
Sharpe Ratio	1.24	0.43
5Y Beta	0.56	0.03
P/E Ratio	17.07	N/A
Forward P/E	13.45	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	17.97%	N/A
5Y EPS CAGR	9.93%	N/A
Debt to Equity	-25.58%	N/A
P/S Ratio	1.29	N/A
P/B Ratio	2.06	N/A

Net Assets

Winner

AUSF

$848M

JCPI

$845M

Expense Ratio

AUSF

0.27%

Winner

JCPI

0.25%

Max Drawdown

AUSF

44.35%

Winner

JCPI

10.91%

Sharpe Ratio

Winner

AUSF

1.24

JCPI

0.43

5Y Beta

AUSF

0.56

Winner

JCPI

0.03

P/E Ratio

AUSF

17.07

JCPI

N/A

Forward P/E

AUSF

13.45

JCPI

N/A

PEG Ratio

AUSF

0.26

JCPI

N/A

5Y Dividends CAGR

AUSF

17.97%

JCPI

N/A

5Y EPS CAGR

AUSF

9.93%

JCPI

N/A

Debt to Equity

AUSF

-25.58%

JCPI

N/A

P/S Ratio

AUSF

1.29

JCPI

N/A

P/B Ratio

AUSF

2.06

JCPI

N/A

AUSF vs JCPI - Historical Returns

Returns include dividend reinvestment.

Period	AUSF	JCPI
1 month	+3.24%	-0.47%
3 months	+4.17%	+0.56%
6 months	+8.67%	+1.13%
1 year	+16.65%	+4.86%
5 years(CAGR)	+13.34%	+2.92%
Max(CAGR)	+12.56%	+2.92%

Winner

AUSF

+3.24%

JCPI

-0.47%

Winner

AUSF

+4.17%

JCPI

+0.56%

Winner

AUSF

+8.67%

JCPI

+1.13%

Winner

AUSF

+16.65%

JCPI

+4.86%

5Y(CAGR)

Winner

AUSF

+13.34%

JCPI

+2.92%

Max(CAGR)

Winner

AUSF

+12.56%

JCPI

+2.92%

AUSF vs JCPI - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	AUSF	JCPI
2026	+8.61%	+1.41%
2025	+13.90%	+7.53%
2024	+16.77%	+4.86%
2023	+23.21%	+4.54%
2022	+0.29%	-5.52%
2021	+28.98%	N/A
2020	+1.41%	N/A
2019	+23.62%	N/A
2018	-10.79%	N/A

AUSF vs JCPI Drawdown Comparison

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The maximum drawdown for JCPI was -7.85%, occurring on Sep 30, 2022. Recovery took 450 trading sessions.

The current JCPI drawdown is -0.74%.

Rank	AUSF	JCPI
#1	-44.25% Feb 13, 2020 - Jan 6, 2021	-7.85% Aug 1, 2022 - May 15, 2024
#2	-15.59% Sep 21, 2018 - Apr 26, 2019	-3.11% May 27, 2022 - Jul 29, 2022
#3	-14.24% Apr 20, 2022 - Nov 22, 2022	-2.77% Apr 3, 2025 - Jun 27, 2025
#4	-12.28% Nov 27, 2024 - Jun 27, 2025	-2.41% Sep 24, 2024 - Feb 20, 2025
#5	-9.83% Dec 2, 2022 - Jul 3, 2023	-2.04% Apr 11, 2022 - May 27, 2022
#6	-7.13% Aug 30, 2023 - Nov 10, 2023	-1.60% Feb 27, 2026 - Apr 14, 2026
#7	-6.75% Dec 29, 2021 - Mar 29, 2022	-1.00% Jun 5, 2024 - Jun 20, 2024
#8	-5.84% Mar 2, 2026 - Jun 12, 2026	-0.99% May 1, 2026 - May 22, 2026
#9	-5.83% Jul 26, 2019 - Sep 12, 2019	-0.90% Oct 22, 2025 - Feb 10, 2026
#10	-5.62% Jun 4, 2021 - Aug 16, 2021	-0.83% Mar 3, 2025 - Mar 28, 2025
#11	-5.36% Mar 28, 2024 - Jul 12, 2024	-0.76% May 16, 2024 - Jun 3, 2024
#12	-5.33% Jul 31, 2024 - Aug 23, 2024	-0.61% Aug 5, 2024 - Aug 21, 2024
#13	-5.14% May 3, 2019 - Jun 20, 2019	-0.57% Sep 11, 2025 - Oct 14, 2025
#14	-4.91% Nov 16, 2021 - Dec 16, 2021	-0.51% Jul 16, 2024 - Jul 31, 2024
#15	-4.36% Sep 11, 2025 - Dec 11, 2025	-0.48% Aug 28, 2024 - Sep 6, 2024