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BBIN vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIN and VXUS is 0.97, 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.


-0.50.00.51.01.0

Performance

BBIN vs. VXUS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-2.88%
-0.02%
BBIN
VXUS

Key characteristics

Sharpe Ratio

BBIN:

0.29

VXUS:

0.55

Sortino Ratio

BBIN:

0.48

VXUS:

0.83

Omega Ratio

BBIN:

1.06

VXUS:

1.10

Calmar Ratio

BBIN:

0.39

VXUS:

0.74

Martin Ratio

BBIN:

1.06

VXUS:

2.23

Ulcer Index

BBIN:

3.67%

VXUS:

3.10%

Daily Std Dev

BBIN:

13.49%

VXUS:

12.69%

Max Drawdown

BBIN:

-33.37%

VXUS:

-35.97%

Current Drawdown

BBIN:

-9.84%

VXUS:

-7.86%

Returns By Period

In the year-to-date period, BBIN achieves a 3.09% return, which is significantly lower than VXUS's 5.60% return.


BBIN

YTD

3.09%

1M

-1.56%

6M

-2.88%

1Y

3.87%

5Y*

4.80%

10Y*

N/A

VXUS

YTD

5.60%

1M

-1.11%

6M

-0.02%

1Y

6.89%

5Y*

4.50%

10Y*

4.97%

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. VXUS - Expense Ratio Comparison

Both BBIN and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


BBIN
JPMorgan BetaBuilders International Equity ETF
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%
Expense ratio chart for VXUS: 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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) and Vanguard Total International Stock ETF (VXUS). 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 BBIN, currently valued at 0.29, compared to the broader market0.002.004.000.290.54
The chart of Sortino ratio for BBIN, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.480.82
The chart of Omega ratio for BBIN, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.10
The chart of Calmar ratio for BBIN, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.73
The chart of Martin ratio for BBIN, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.00100.001.062.19
BBIN
VXUS

The current BBIN Sharpe Ratio is 0.29, which is lower than the VXUS Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BBIN and VXUS, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.29
0.54
BBIN
VXUS

Dividends

BBIN vs. VXUS - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 2.34%, less than VXUS's 3.35% yield.


TTM20232022202120202019201820172016201520142013
BBIN
JPMorgan BetaBuilders International Equity ETF
2.34%3.20%2.83%3.54%1.07%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.35%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

BBIN vs. VXUS - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BBIN and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.84%
-7.86%
BBIN
VXUS

Volatility

BBIN vs. VXUS - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.48% and 3.45%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.48%
3.45%
BBIN
VXUS
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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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