JCPI vs AUSF
Comparison between JPMORGAN INFLATION MANAGED BOND ETF (JCPI, ETF) and GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF).
JCPI vs AUSF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
JCPI
$847M
AUSF
$847M
Expense Ratio
Winner
JCPI
0.25%
AUSF
0.27%
Max Drawdown
Winner
JCPI
10.91%
AUSF
44.35%
Sharpe Ratio
JCPI
-0.18
Winner
AUSF
1.04
5Y Beta
Winner
JCPI
0.03
AUSF
0.54
P/E Ratio
JCPI
N/A
AUSF
17.42
Forward P/E
JCPI
N/A
AUSF
13.81
PEG Ratio
JCPI
N/A
AUSF
0.26
5Y Dividends CAGR
JCPI
N/A
AUSF
17.97%
5Y EPS CAGR
JCPI
N/A
AUSF
9.73%
Debt to Equity
JCPI
N/A
AUSF
-19.53%
P/S Ratio
JCPI
N/A
AUSF
1.30
P/B Ratio
JCPI
N/A
AUSF
2.07
JCPI vs AUSF - Historical Returns
Returns include dividend reinvestment.
1M
JCPI
+0.18%
Winner
AUSF
+4.07%
3M
JCPI
-0.47%
Winner
AUSF
+2.73%
6M
JCPI
+1.13%
Winner
AUSF
+5.79%
1Y
JCPI
+3.07%
Winner
AUSF
+15.12%
5Y(CAGR)
JCPI
+2.78%
Winner
AUSF
+14.15%
Max(CAGR)
JCPI
+2.78%
Winner
AUSF
+12.47%
JCPI vs AUSF - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | JCPI | AUSF |
|---|---|---|
| 2026 | +1.11% | +9.37% |
| 2025 | +7.53% | +13.90% |
| 2024 | +4.86% | +16.77% |
| 2023 | +4.54% | +23.21% |
| 2022 | -5.52% | +0.29% |
| 2021 | N/A | +28.98% |
| 2020 | N/A | +1.41% |
| 2019 | N/A | +23.62% |
| 2018 | N/A | -10.79% |
JCPI vs AUSF Drawdown Comparison
The maximum drawdown for JCPI was -7.85%, occurring on Sep 30, 2022. Recovery took 450 trading sessions.
The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The current JCPI drawdown is -1.03%. The current AUSF drawdown is -1.20%.
| Rank | JCPI | AUSF |
|---|---|---|
| #1 | -7.85% Aug 1, 2022 - May 15, 2024 | -44.25% Feb 13, 2020 - Jan 6, 2021 |
| #2 | -3.11% May 27, 2022 - Jul 29, 2022 | -15.59% Sep 21, 2018 - Apr 26, 2019 |
| #3 | -2.77% Apr 3, 2025 - Jun 27, 2025 | -14.24% Apr 20, 2022 - Nov 22, 2022 |
| #4 | -2.41% Sep 24, 2024 - Feb 20, 2025 | -12.28% Nov 27, 2024 - Jun 27, 2025 |
| #5 | -2.04% Apr 11, 2022 - May 27, 2022 | -9.83% Dec 2, 2022 - Jul 3, 2023 |
| #6 | -1.60% Feb 27, 2026 - Apr 14, 2026 | -7.13% Aug 30, 2023 - Nov 10, 2023 |
| #7 | -1.35% May 1, 2026 - Jun 23, 2026 | -6.75% Dec 29, 2021 - Mar 29, 2022 |
| #8 | -1.00% Jun 5, 2024 - Jun 20, 2024 | -5.84% Mar 2, 2026 - Jun 12, 2026 |
| #9 | -0.90% Oct 22, 2025 - Feb 10, 2026 | -5.83% Jul 26, 2019 - Sep 12, 2019 |
| #10 | -0.83% Mar 3, 2025 - Mar 28, 2025 | -5.62% Jun 4, 2021 - Aug 16, 2021 |
| #11 | -0.76% May 16, 2024 - Jun 3, 2024 | -5.36% Mar 28, 2024 - Jul 12, 2024 |
| #12 | -0.61% Aug 5, 2024 - Aug 21, 2024 | -5.33% Jul 31, 2024 - Aug 23, 2024 |
| #13 | -0.57% Sep 11, 2025 - Oct 14, 2025 | -5.14% May 3, 2019 - Jun 20, 2019 |
| #14 | -0.51% Jul 16, 2024 - Jul 31, 2024 | -4.91% Nov 16, 2021 - Dec 16, 2021 |
| #15 | -0.48% Aug 28, 2024 - Sep 6, 2024 | -4.36% Sep 11, 2025 - Dec 11, 2025 |
Correlation
Correlation between JCPI and AUSF is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2018 - 2026)
JCPI vs AUSF dividend yield comparison.
| Year | JCPI | AUSF |
|---|---|---|
| 2026 | 2.24% | 1.26% |
| 2025 | 3.93% | 2.78% |
| 2024 | 3.98% | 2.63% |
| 2023 | 3.45% | 1.83% |
| 2022 | 3.29% | 2.51% |
| 2021 | 0.00% | 2.22% |
| 2020 | 0.00% | 2.95% |
| 2019 | 0.00% | 4.02% |
| 2018 | 0.00% | 1.46% |
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