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BBCA vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBCA vs. VTI

Last updated Jun 23, 2026

BBCA (JPMorgan BetaBuilders Canada ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - BBCA is a Canada Equities fund tracking the Morningstar Canada Target Market Exposure Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, BBCA returned 11.44%/yr vs 12.36%/yr for VTI. A 0.78 correlation means they provide meaningful diversification when combined. BBCA charges 0.19%/yr vs 0.03%/yr for VTI.

Performance

BBCA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBCA achieves a 7.92% return, which is significantly lower than VTI's 10.35% return.

BBCA

1D
0.02%
1M
-0.46%
YTD
7.92%
6M
7.49%
1Y
28.87%
3Y*
21.65%
5Y*
11.44%
10Y*
—

VTI

1D
-0.32%
1M
0.55%
YTD
10.35%
6M
9.59%
1Y
27.18%
3Y*
21.19%
5Y*
12.36%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBCA vs. VTI - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
BBCA
JPMorgan BetaBuilders Canada ETF		7.92%34.40%12.79%14.92%-12.53%28.16%6.20%28.93%-15.39%
VTI
Vanguard Total Stock Market ETF		10.35%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-12.49%

Correlation

The correlation between BBCA and VTI is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2018

0.78

The correlation between BBCA and VTI has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

BBCA vs. VTI - Sectors Allocation Comparison

Sectors
BBCA
VTI

Financial Services

39.2%
11.3%

Energy

17.9%
3.3%

Basic Materials

14.9%
1.9%

Industrials

9.7%
9.4%

Technology

8.4%
37.0%

Consumer Cyclical

3.6%
9.7%

Consumer Defensive

3.1%
4.3%

Utilities

1.9%
2.1%

Communication Services

1.2%
9.8%

Healthcare

0.2%
9.0%

Real Estate

0.2%
2.3%

Financial Services

BBCA
39.2%
VTI
11.3%

Energy

BBCA
17.9%
VTI
3.3%

Basic Materials

BBCA
14.9%
VTI
1.9%

Industrials

BBCA
9.7%
VTI
9.4%

Technology

BBCA
8.4%
VTI
37.0%

Consumer Cyclical

BBCA
3.6%
VTI
9.7%

Consumer Defensive

BBCA
3.1%
VTI
4.3%

Utilities

BBCA
1.9%
VTI
2.1%

Communication Services

BBCA
1.2%
VTI
9.8%

Healthcare

BBCA
0.2%
VTI
9.0%

Real Estate

BBCA
0.2%
VTI
2.3%

Compare stocks, funds, or ETFs

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

JPMorgan BetaBuilders Canada ETF

Vanguard Total Stock Market ETF

Often compared with BBCA:
BBCA vs. SPYBBCA vs. EWCBBCA vs. FLCABBCA vs. BBUSBBCA vs. EFVBBCA vs. DVYABBCA vs. SPYV
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

BBCA vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBCA
BBCA Risk / Return Rank: 6767
Overall Rank
BBCA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBCA Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBCA Omega Ratio Rank: 6262
Omega Ratio Rank
BBCA Calmar Ratio Rank: 7171
Calmar Ratio Rank
BBCA Martin Ratio Rank: 7676
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
Martin Ratio Rank
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.

BBCA vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Canada ETF (BBCA) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BBCAVTIDifference
Sharpe ratioReturn per unit of total volatility
2.09
2.14

-0.05

Sortino ratioReturn per unit of downside risk
2.77
2.90

-0.13

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.44

3.06

+0.38

Martin ratioReturn relative to average drawdown

13.97

13.68

+0.29

BBCA vs. VTI - Sharpe Ratio Comparison

The current BBCA Sharpe Ratio is 2.09, which is comparable to the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BBCA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BBCA vs. VTI - Drawdown Comparison

The maximum BBCA drawdown since its inception was -42.81%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BBCA and VTI.

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Drawdown Indicators

BBCAVTIDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-55.45%

+12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-8.92%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-12.77%

-19.30%

+6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

-25.36%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-2.07%

-1.48%

-0.59%

Average Drawdown

Average peak-to-trough decline

-5.84%

-8.01%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.99%

+0.08%

Volatility

BBCA vs. VTI - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Canada ETF (BBCA) is 4.13%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that BBCA experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBCAVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

4.74%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

9.96%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

12.76%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

17.49%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.11%

18.35%

+1.76%

BBCA vs. VTI - Expense Ratio Comparison

BBCA has a 0.19% expense ratio, which is higher than VTI's 0.03% 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%.

Dividends

BBCA vs. VTI - Dividend Comparison

BBCA's dividend yield for the trailing twelve months is around 1.75%, more than VTI's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
BBCA
JPMorgan BetaBuilders Canada ETF		1.75%1.83%2.36%2.51%2.65%2.17%2.41%2.32%1.21%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.02%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

BBCA and VTI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.74%) compared to BBCA (4.13%). In terms of maximum drawdown, BBCA dropped -42.81% vs VTI's -55.45%.

On 5-year performance, VTI leads with 12.36% vs 11.44% for BBCA. On fees, VTI is cheaper at 0.03% per year. On volatility, BBCA has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VTI has performed better with a 12.36% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.19% for BBCA.

BBCA has the higher dividend yield at 1.75%, compared with 1.02% for VTI.

BBCA is categorized as Canada Equities, while VTI is Large Cap Blend Equities. BBCA tracks Morningstar Canada Target Market Exposure Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.19% for BBCA and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.14 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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