BBCA vs. VSGX
Compare and contrast key facts about JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX).
BBCA and VSGX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBCA is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Canada Target Market Exposure Index. It was launched on Aug 7, 2018. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018. Both BBCA and VSGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBCA or VSGX.
Key characteristics
| BBCA | VSGX | |
|---|---|---|
| YTD Return | 13.04% | 9.35% |
| 1Y Return | 24.33% | 19.75% |
| 3Y Return (Ann) | 3.83% | 0.15% |
| 5Y Return (Ann) | 9.90% | 5.35% |
| Sharpe Ratio | 1.97 | 1.64 |
| Sortino Ratio | 2.74 | 2.36 |
| Omega Ratio | 1.34 | 1.30 |
| Calmar Ratio | 1.70 | 1.17 |
| Martin Ratio | 14.29 | 10.23 |
| Ulcer Index | 1.84% | 2.10% |
| Daily Std Dev | 13.29% | 13.04% |
| Max Drawdown | -42.81% | -33.10% |
| Current Drawdown | -2.59% | -4.96% |
Correlation
The correlation between BBCA and VSGX is 0.82, 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.
Performance
BBCA vs. VSGX - Performance Comparison
In the year-to-date period, BBCA achieves a 13.04% return, which is significantly higher than VSGX's 9.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBCA vs. VSGX - Expense Ratio Comparison
BBCA has a 0.19% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BBCA vs. VSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX). 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.
Dividends
BBCA vs. VSGX - Dividend Comparison
BBCA's dividend yield for the trailing twelve months is around 2.32%, less than VSGX's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BBCA JPMorgan BetaBuilders Canada ETF | 2.32% | 2.51% | 2.65% | 2.17% | 2.41% | 2.32% | 1.21% |
VSGX Vanguard ESG International Stock ETF | 3.06% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Drawdowns
BBCA vs. VSGX - Drawdown Comparison
The maximum BBCA drawdown since its inception was -42.81%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for BBCA and VSGX. For additional features, visit the drawdowns tool.
Volatility
BBCA vs. VSGX - Volatility Comparison
JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard ESG International Stock ETF (VSGX) have volatilities of 2.53% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.