JPME vs XFIV

Comparison between JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF (JPME, ETF) and BONDBLOXX BLOOMBERG FIVE YEAR TARGET DURATION US TREASURY ETF (XFIV, ETF).

JPME vs XFIV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPME(ETF)	XFIV(ETF)
Net Assets	$437M	$437M
Expense Ratio	0.24%	0.05%
Max Drawdown	41.01%	7.83%
Sharpe Ratio	1.43	-0.26
5Y Beta	0.74	-0.02
P/E Ratio	22.16	N/A
Forward P/E	15.14	N/A
5Y Dividends CAGR	13.97%	N/A
5Y EPS CAGR	11.07%	N/A
Debt to Equity	53.75%	N/A
P/S Ratio	1.36	N/A
P/B Ratio	2.40	N/A

Net Assets

JPME

$437M

Winner

XFIV

$437M

Expense Ratio

JPME

0.24%

Winner

XFIV

0.05%

Max Drawdown

JPME

41.01%

Winner

XFIV

7.83%

Sharpe Ratio

Winner

JPME

1.43

XFIV

-0.26

5Y Beta

JPME

0.74

Winner

XFIV

-0.02

P/E Ratio

JPME

22.16

XFIV

N/A

Forward P/E

JPME

15.14

XFIV

N/A

5Y Dividends CAGR

JPME

13.97%

XFIV

N/A

5Y EPS CAGR

JPME

11.07%

XFIV

N/A

Debt to Equity

JPME

53.75%

XFIV

N/A

P/S Ratio

JPME

1.36

XFIV

N/A

P/B Ratio

JPME

2.40

XFIV

N/A

JPME vs XFIV - Historical Returns

Returns include dividend reinvestment.

Period	JPME	XFIV
1 month	+0.49%	-0.51%
3 months	+4.65%	-1.53%
6 months	+12.71%	-0.60%
1 year	+22.62%	+2.95%
5 years(CAGR)	+8.49%	N/A
10 years(CAGR)	+10.94%	N/A
Max(CAGR)	+11.24%	+3.18%

Winner

JPME

+0.49%

XFIV

-0.51%

Winner

JPME

+4.65%

XFIV

-1.53%

Winner

JPME

+12.71%

XFIV

-0.60%

Winner

JPME

+22.62%

XFIV

+2.95%

5Y(CAGR)

JPME

+8.49%

XFIV

N/A

10Y(CAGR)

JPME

+10.94%

XFIV

N/A

Max(CAGR)

Winner

JPME

+11.24%

XFIV

+3.18%

JPME vs XFIV - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	JPME	XFIV
2026	+11.69%	-0.74%
2025	+8.39%	+7.47%
2024	+13.32%	+1.82%
2023	+11.82%	+4.07%
2022	-9.80%	-0.57%
2021	+30.73%	N/A
2020	+8.62%	N/A
2019	+25.84%	N/A
2018	-9.19%	N/A
2017	+18.60%	N/A
2016	+10.30%	N/A

JPME vs XFIV Drawdown Comparison

The maximum drawdown for JPME was -41.01%, occurring on Mar 23, 2020. Recovery took 210 trading sessions.

The maximum drawdown for XFIV was -6.38%, occurring on Oct 19, 2023. Recovery took 163 trading sessions.

The current JPME drawdown is -0.96%. The current XFIV drawdown is -2.44%.

Rank	JPME	XFIV
#1	-41.01% Jan 17, 2020 - Nov 16, 2020	-6.38% May 4, 2023 - Dec 27, 2023
#2	-19.91% Aug 29, 2018 - Jul 3, 2019	-4.47% Sep 16, 2024 - Apr 3, 2025
#3	-19.30% Jan 4, 2022 - Dec 26, 2023	-3.89% Jan 18, 2023 - Mar 17, 2023
#4	-18.70% Nov 29, 2024 - Sep 11, 2025	-3.71% Sep 16, 2022 - Dec 1, 2022
#5	-7.57% Jan 26, 2018 - Jul 19, 2018	-3.50% Feb 1, 2024 - Jul 11, 2024
#6	-6.84% Mar 2, 2026 - Apr 17, 2026	-2.90% Feb 27, 2026 - May 19, 2026
#7	-6.58% Nov 16, 2021 - Dec 27, 2021	-2.11% Apr 4, 2025 - Apr 30, 2025
#8	-6.56% Jul 26, 2019 - Nov 1, 2019	-1.99% Apr 30, 2025 - Jun 25, 2025
#9	-6.51% Mar 28, 2024 - Jul 16, 2024	-1.73% Dec 15, 2022 - Jan 9, 2023
#10	-5.27% Jun 8, 2016 - Jul 12, 2016	-1.57% Apr 6, 2023 - May 3, 2023
#11	-5.26% Aug 23, 2016 - Nov 21, 2016	-1.22% Mar 23, 2023 - Apr 4, 2023
#12	-5.09% Jul 31, 2024 - Aug 19, 2024	-1.19% Mar 17, 2023 - Mar 23, 2023
#13	-4.85% Sep 2, 2021 - Oct 20, 2021	-1.19% Dec 27, 2023 - Feb 1, 2024
#14	-4.58% Jan 20, 2021 - Feb 8, 2021	-1.07% Jun 30, 2025 - Aug 1, 2025
#15	-4.42% Sep 11, 2025 - Nov 26, 2025	-1.00% Aug 5, 2024 - Aug 21, 2024

Correlation

Correlation between JPME and XFIV is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2016 - 2026)

JPME vs XFIV dividend yield comparison.

Year	JPME	XFIV
2026	0.33%	1.63%
2025	2.03%	4.05%
2024	1.77%	3.92%
2023	1.84%	3.63%
2022	1.84%	1.06%
2021	1.44%	0.00%
2020	1.51%	0.00%
2019	1.68%	0.00%
2018	1.80%	0.00%
2017	1.17%	0.00%
2016	0.91%	0.00%