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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46641Q3406
CUSIP46641Q340
IssuerJPMorgan Chase
Inception DateApr 14, 2020
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedMorningstar US Mid Cap Target Market Exposure Extended Index
Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

BBMC has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for BBMC: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan BetaBuilders U.S. Mid Cap Equity ETF

Popular comparisons: BBMC vs. VIS, BBMC vs. VOO, BBMC vs. VGT, BBMC vs. MGK, BBMC vs. VOT, BBMC vs. IMCB, BBMC vs. VOE, BBMC vs. JEPQ, BBMC vs. SCHM, BBMC vs. IVV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan BetaBuilders U.S. Mid Cap Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%75.00%80.00%85.00%90.00%95.00%100.00%105.00%FebruaryMarchAprilMayJuneJuly
94.44%
97.78%
BBMC (JPMorgan BetaBuilders U.S. Mid Cap Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF had a return of 7.45% year-to-date (YTD) and 12.30% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.45%15.41%
1 month3.23%0.33%
6 months9.64%13.74%
1 year12.30%21.39%
5 years (annualized)N/A13.11%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of BBMC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.00%6.63%4.64%-6.70%3.31%-0.90%7.45%
20239.93%-2.00%-3.36%-1.04%-2.49%9.33%4.06%-3.10%-5.47%-5.62%9.13%9.78%18.38%
2022-8.75%0.64%1.59%-8.83%-0.53%-9.72%11.08%-2.98%-9.50%9.01%5.11%-6.01%-19.78%
20211.20%6.25%1.27%4.12%-0.56%1.57%-1.11%2.52%-3.58%6.81%-3.96%2.46%17.64%
20209.78%7.62%0.83%6.31%4.16%-2.41%1.96%15.60%6.76%61.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BBMC is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BBMC is 3232
BBMC (JPMorgan BetaBuilders U.S. Mid Cap Equity ETF)
The Sharpe Ratio Rank of BBMC is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of BBMC is 3232Sortino Ratio Rank
The Omega Ratio Rank of BBMC is 2929Omega Ratio Rank
The Calmar Ratio Rank of BBMC is 3434Calmar Ratio Rank
The Martin Ratio Rank of BBMC is 3131Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BBMC
Sharpe ratio
The chart of Sharpe ratio for BBMC, currently valued at 0.71, compared to the broader market0.002.004.006.000.71
Sortino ratio
The chart of Sortino ratio for BBMC, currently valued at 1.12, compared to the broader market0.005.0010.001.12
Omega ratio
The chart of Omega ratio for BBMC, currently valued at 1.13, compared to the broader market1.002.003.001.13
Calmar ratio
The chart of Calmar ratio for BBMC, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.44
Martin ratio
The chart of Martin ratio for BBMC, currently valued at 2.10, compared to the broader market0.0050.00100.00150.002.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current JPMorgan BetaBuilders U.S. Mid Cap Equity ETF Sharpe ratio is 0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan BetaBuilders U.S. Mid Cap Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.71
1.82
BBMC (JPMorgan BetaBuilders U.S. Mid Cap Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF granted a 1.27% dividend yield in the last twelve months. The annual payout for that period amounted to $1.15 per share.


PeriodTTM2023202220212020
Dividend$1.15$1.15$1.07$0.80$0.54

Dividend yield

1.27%1.36%1.48%0.87%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.45
2023$0.00$0.00$0.18$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.42$1.15
2022$0.00$0.00$0.13$0.00$0.00$0.23$0.00$0.00$0.29$0.00$0.00$0.42$1.07
2021$0.00$0.00$0.08$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.33$0.80
2020$0.09$0.00$0.00$0.18$0.00$0.00$0.27$0.54

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.38%
-2.86%
BBMC (JPMorgan BetaBuilders U.S. Mid Cap Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan BetaBuilders U.S. Mid Cap Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan BetaBuilders U.S. Mid Cap Equity ETF was 30.11%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current JPMorgan BetaBuilders U.S. Mid Cap Equity ETF drawdown is 3.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.11%Nov 9, 2021152Jun 16, 2022
-9.94%Jun 9, 20203Jun 11, 202032Aug 5, 202035
-7.54%Sep 3, 202015Sep 24, 20206Oct 5, 202021
-7.05%Apr 28, 202111May 12, 202131Jun 25, 202142
-6.87%May 12, 20202May 13, 20202May 18, 20204

Volatility

Volatility Chart

The current JPMorgan BetaBuilders U.S. Mid Cap Equity ETF volatility is 4.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
4.87%
2.76%
BBMC (JPMorgan BetaBuilders U.S. Mid Cap Equity ETF)
Benchmark (^GSPC)