JPFP vs RULE

Comparison between JPMorgan Managed Futures Plus ETF (JPFP, ETF) and ADAPTIVE CORE ETF (RULE, ETF).

JPFP vs RULE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPFP(ETF)	RULE(ETF)
Net Assets	$17M	$17M
Expense Ratio	0.59%	1.84%
Max Drawdown	6.04%	30.49%
Sharpe Ratio	-0.64	1.18
5Y Beta	1.10	0.98
P/E Ratio	28.51	N/A
Forward P/E	20.58	N/A
5Y EPS CAGR	26.47%	N/A
Debt to Equity	26.05%	N/A
P/S Ratio	3.85	N/A
P/B Ratio	5.54	N/A

Net Assets

JPFP

$17M

Winner

RULE

$17M

Expense Ratio

Winner

JPFP

0.59%

RULE

1.84%

Max Drawdown

Winner

JPFP

6.04%

RULE

30.49%

Sharpe Ratio

JPFP

-0.64

Winner

RULE

1.18

5Y Beta

JPFP

1.10

Winner

RULE

0.98

P/E Ratio

JPFP

28.51

RULE

N/A

Forward P/E

JPFP

20.58

RULE

N/A

5Y EPS CAGR

JPFP

26.47%

RULE

N/A

Debt to Equity

JPFP

26.05%

RULE

N/A

P/S Ratio

JPFP

3.85

RULE

N/A

P/B Ratio

JPFP

5.54

RULE

N/A

JPFP vs RULE - Historical Returns

Returns include dividend reinvestment.

Period	JPFP	RULE
1 month	-0.53%	-10.29%
3 months	N/A	+17.12%
6 months	N/A	+23.79%
1 year	N/A	+37.31%
5 years(CAGR)	N/A	+4.90%
Max(CAGR)	-9.42%	+4.90%

Winner

JPFP

-0.53%

RULE

-10.29%

JPFP

N/A

RULE

+17.12%

JPFP

N/A

RULE

+23.79%

JPFP

N/A

RULE

+37.31%

5Y(CAGR)

JPFP

N/A

RULE

+4.90%

Max(CAGR)

JPFP

-9.42%

Winner

RULE

+4.90%

JPFP vs RULE - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	JPFP	RULE
2026	-1.45%	+32.34%
2025	N/A	+4.30%
2024	N/A	+9.36%
2023	N/A	+6.29%
2022	N/A	-22.80%
2021	N/A	+1.03%

JPFP vs RULE Drawdown Comparison

The maximum drawdown for JPFP was -6.04%, occurring on Jun 29, 2026. This drawdown has not yet recovered.

The maximum drawdown for RULE was -30.48%, occurring on Oct 27, 2023. Recovery took 1057 trading sessions.

The current JPFP drawdown is -3.24%. The current RULE drawdown is -10.46%.

Rank	JPFP	RULE
#1	-6.04% Jun 2, 2026 - Jun 29, 2026	-30.48% Nov 8, 2021 - Jan 27, 2026
#2	N/A	-13.68% Jun 30, 2026 - Jul 20, 2026
#3	N/A	-12.65% Feb 25, 2026 - Apr 14, 2026
#4	N/A	-9.46% Jun 3, 2026 - Jun 18, 2026
#5	N/A	-6.61% May 14, 2026 - May 26, 2026
#6	N/A	-5.77% Jun 22, 2026 - Jun 30, 2026
#7	N/A	-5.26% Jan 29, 2026 - Feb 25, 2026
#8	N/A	-1.95% Apr 27, 2026 - Apr 30, 2026
#9	N/A	-1.55% May 6, 2026 - May 8, 2026
#10	N/A	-1.46% May 11, 2026 - May 13, 2026
#11	N/A	-1.21% Apr 17, 2026 - Apr 22, 2026
#12	N/A	-1.03% Apr 14, 2026 - Apr 17, 2026
#13	N/A	-0.35% Nov 4, 2021 - Nov 8, 2021
#14	N/A	-0.29% May 26, 2026 - May 29, 2026
#15	N/A	-0.16% Apr 22, 2026 - Apr 24, 2026

Correlation

Correlation between JPFP and RULE is -0.56 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.56

-101