BAMB vs. BBAG

Last updated Apr 1, 2026

Compare and contrast key facts about Brookstone Intermediate Bond ETF (BAMB) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG).

BAMB and BBAG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BAMB is an actively managed fund by Brookstone. It was launched on Sep 26, 2023. BBAG is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg US Aggregate Bond Index. It was launched on Dec 12, 2018.

Performance

BAMB vs. BBAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Intermediate Bond ETF (BAMB) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). The values are adjusted to include any dividend payments, if applicable.

BAMB vs. BBAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMB Brookstone Intermediate Bond ETF	-0.19%	6.15%	3.01%	2.94%
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF	0.11%	7.27%	1.26%	6.84%

Returns By Period

In the year-to-date period, BAMB achieves a -0.19% return, which is significantly lower than BBAG's 0.11% return.

BAMB

• 1D: 0.30%
• 1M: -1.86%
• YTD: -0.19%
• 6M: 0.61%
• 1Y: 3.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBAG

• 1D: 0.30%
• 1M: -1.73%
• YTD: 0.11%
• 6M: 1.03%
• 1Y: 4.51%
• 3Y*: 3.61%
• 5Y*: 0.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMB vs. BBAG - Expense Ratio Comparison

BAMB has a 1.09% expense ratio, which is higher than BBAG's 0.03% expense ratio.

BAMB

Brookstone Intermediate Bond ETF

BBAG

JPMorgan BetaBuilders U.S. Aggregate Bond ETF

Return for Risk

BAMB vs. BBAG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAMB

BAMB Risk / Return Rank: 38
BAMB Sharpe Ratio Rank: 38
BAMB Sortino Ratio Rank: 37
BAMB Omega Ratio Rank: 30
BAMB Calmar Ratio Rank: 47
BAMB Martin Ratio Rank: 38

BBAG

BBAG Risk / Return Rank: 56
BBAG Sharpe Ratio Rank: 58
BBAG Sortino Ratio Rank: 54
BBAG Omega Ratio Rank: 48
BBAG Calmar Ratio Rank: 70
BBAG Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAMB vs. BBAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Intermediate Bond ETF (BAMB) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BAMB	BBAG	Difference
Sharpe ratio Return per unit of total volatility	0.73	1.01	-0.29
Sortino ratio Return per unit of downside risk	1.10	1.43	-0.32
Omega ratio Gain probability vs. loss probability	1.13	1.18	-0.05
Calmar ratio Return relative to maximum drawdown	1.25	1.81	-0.56
Martin ratio Return relative to average drawdown	3.60	4.90	-1.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAMB vs. BBAG - Sharpe Ratio Comparison

The current BAMB Sharpe Ratio is 0.73, which is comparable to the BBAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BAMB and BBAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BAMB	BBAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	1.01	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	0.33	+0.84

Correlation

The correlation between BAMB and BBAG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BAMB vs. BBAG - Dividend Comparison

BAMB's dividend yield for the trailing twelve months is around 2.86%, less than BBAG's 4.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BAMB Brookstone Intermediate Bond ETF	2.86%	2.85%	2.90%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF	4.32%	4.29%	4.25%	3.60%	2.23%	1.44%	2.26%	2.92%	0.16%

Drawdowns

BAMB vs. BBAG - Drawdown Comparison

The maximum BAMB drawdown since its inception was -4.48%, smaller than the maximum BBAG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for BAMB and BBAG.

Drawdown Indicators

	BAMB	BBAG	Difference
Max Drawdown Largest peak-to-trough decline	-4.48%	-18.73%	+14.25%
Max Drawdown (1Y) Largest decline over 1 year	-2.75%	-2.61%	-0.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.06%	—
Current Drawdown Current decline from peak	-1.86%	-2.90%	+1.04%
Average Drawdown Average peak-to-trough decline	-0.93%	-6.31%	+5.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.96%	0.96%	0.00%

Volatility

BAMB vs. BBAG - Volatility Comparison

The current volatility for Brookstone Intermediate Bond ETF (BAMB) is 1.51%, while JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) has a volatility of 1.83%. This indicates that BAMB experiences smaller price fluctuations and is considered to be less risky than BBAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMB	BBAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.51%	1.83%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	2.68%	2.71%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	4.43%	4.47%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.09%	5.91%	-1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.09%	5.84%	-1.75%