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BBAG vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBAG and VCSH is 0.80, 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.


-0.50.00.51.00.8

Performance

BBAG vs. VCSH - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-1.50%
1.59%
BBAG
VCSH

Key characteristics

Sharpe Ratio

BBAG:

0.71

VCSH:

2.61

Sortino Ratio

BBAG:

1.03

VCSH:

4.05

Omega Ratio

BBAG:

1.12

VCSH:

1.52

Calmar Ratio

BBAG:

0.27

VCSH:

4.63

Martin Ratio

BBAG:

1.73

VCSH:

12.18

Ulcer Index

BBAG:

2.14%

VCSH:

0.47%

Daily Std Dev

BBAG:

5.22%

VCSH:

2.20%

Max Drawdown

BBAG:

-18.86%

VCSH:

-12.86%

Current Drawdown

BBAG:

-8.94%

VCSH:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with BBAG having a 0.86% return and VCSH slightly lower at 0.82%.


BBAG

YTD

0.86%

1M

0.82%

6M

-1.50%

1Y

3.93%

5Y*

-0.85%

10Y*

N/A

VCSH

YTD

0.82%

1M

0.67%

6M

1.58%

1Y

5.80%

5Y*

1.86%

10Y*

2.37%

*Annualized

Compare stocks, funds, or ETFs

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


BBAG vs. VCSH - Expense Ratio Comparison

BBAG has a 0.03% expense ratio, which is lower than VCSH's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VCSH
Vanguard Short-Term Corporate Bond ETF
Expense ratio chart for VCSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BBAG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BBAG vs. VCSH — Risk-Adjusted Performance Rank

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

BBAG
The Risk-Adjusted Performance Rank of BBAG is 2020
Overall Rank
The Sharpe Ratio Rank of BBAG is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAG is 2323
Sortino Ratio Rank
The Omega Ratio Rank of BBAG is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BBAG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BBAG is 1919
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9292
Overall Rank
The Sharpe Ratio Rank of VCSH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 8383
Martin 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.

BBAG vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


Sharpe ratio
The chart of Sharpe ratio for BBAG, currently valued at 0.71, compared to the broader market0.002.004.000.712.61
The chart of Sortino ratio for BBAG, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.0012.001.034.05
The chart of Omega ratio for BBAG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.52
The chart of Calmar ratio for BBAG, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.274.63
The chart of Martin ratio for BBAG, currently valued at 1.73, compared to the broader market0.0020.0040.0060.0080.00100.001.7312.18
BBAG
VCSH

The current BBAG Sharpe Ratio is 0.71, which is lower than the VCSH Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BBAG and VCSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.71
2.61
BBAG
VCSH

Dividends

BBAG vs. VCSH - Dividend Comparison

BBAG's dividend yield for the trailing twelve months is around 4.21%, more than VCSH's 4.01% yield.


TTM20242023202220212020201920182017201620152014
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.21%4.25%3.60%2.23%1.44%2.11%2.91%0.16%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.01%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%

Drawdowns

BBAG vs. VCSH - Drawdown Comparison

The maximum BBAG drawdown since its inception was -18.86%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for BBAG and VCSH. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.94%
0
BBAG
VCSH

Volatility

BBAG vs. VCSH - Volatility Comparison

JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) has a higher volatility of 1.40% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.51%. This indicates that BBAG's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.40%
0.51%
BBAG
VCSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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