PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBIN vs. JIDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBINJIDA

Correlation

-0.50.00.51.00.8

The correlation between BBIN and JIDA 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

BBIN vs. JIDA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-0.31%
0
BBIN
JIDA

Compare stocks, funds, or ETFs

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


BBIN vs. JIDA - Expense Ratio Comparison

BBIN has a 0.07% expense ratio, which is lower than JIDA's 0.25% 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%.


JIDA
JPMorgan ActiveBuilders International Equity ETF
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BBIN: 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%

Risk-Adjusted Performance

BBIN vs. JIDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and JPMorgan ActiveBuilders International Equity ETF (JIDA). 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.


BBIN
Sharpe ratio
The chart of Sharpe ratio for BBIN, currently valued at 1.36, compared to the broader market-2.000.002.004.006.001.36
Sortino ratio
The chart of Sortino ratio for BBIN, currently valued at 1.92, compared to the broader market0.005.0010.001.92
Omega ratio
The chart of Omega ratio for BBIN, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for BBIN, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
Martin ratio
The chart of Martin ratio for BBIN, currently valued at 7.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.36
JIDA
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00

BBIN vs. JIDA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.36
1.00
BBIN
JIDA

Dividends

BBIN vs. JIDA - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.30%, while JIDA has not paid dividends to shareholders.


TTM20232022202120202019
BBIN
JPMorgan BetaBuilders International Equity ETF
3.30%3.20%2.83%3.54%1.07%0.09%
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%0.00%

Drawdowns

BBIN vs. JIDA - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.41%
-8.73%
BBIN
JIDA

Volatility

BBIN vs. JIDA - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 5.70% compared to JPMorgan ActiveBuilders International Equity ETF (JIDA) at 0.00%. This indicates that BBIN's price experiences larger fluctuations and is considered to be riskier than JIDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.70%
0
BBIN
JIDA