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BBJP vs. FLJH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBJP vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

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BBJP vs. FLJH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBJP
JPMorgan BetaBuilders Japan ETF
7.19%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.94%

Returns By Period

In the year-to-date period, BBJP achieves a 7.19% return, which is significantly lower than FLJH's 9.29% return.


BBJP

1D
2.53%
1M
-4.07%
YTD
7.19%
6M
12.46%
1Y
33.37%
3Y*
17.72%
5Y*
7.52%
10Y*

FLJH

1D
2.72%
1M
-2.83%
YTD
9.29%
6M
17.51%
1Y
40.53%
3Y*
28.77%
5Y*
18.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBJP vs. FLJH - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is higher than FLJH's 0.09% 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%.


Return for Risk

BBJP vs. FLJH — Risk / Return Rank

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

BBJP
BBJP Risk / Return Rank: 7979
Overall Rank
BBJP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBJP Omega Ratio Rank: 7777
Omega Ratio Rank
BBJP Calmar Ratio Rank: 8181
Calmar Ratio Rank
BBJP Martin Ratio Rank: 7878
Martin Ratio Rank

FLJH
FLJH Risk / Return Rank: 8888
Overall Rank
FLJH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8787
Omega Ratio Rank
FLJH Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9090
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.

BBJP vs. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and Franklin FTSE Japan Hedged ETF (FLJH). 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.


BBJPFLJHDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.77

-0.25

Sortino ratio

Return per unit of downside risk

2.17

2.43

-0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

2.40

3.32

-0.92

Martin ratio

Return relative to average drawdown

8.93

12.34

-3.41

BBJP vs. FLJH - Sharpe Ratio Comparison

The current BBJP Sharpe Ratio is 1.53, which is comparable to the FLJH Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BBJP and FLJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBJPFLJHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.77

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.00

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.69

-0.29

Correlation

The correlation between BBJP and FLJH 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.


Dividends

BBJP vs. FLJH - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 5.01%, more than FLJH's 3.57% yield.


TTM202520242023202220212020201920182017
BBJP
JPMorgan BetaBuilders Japan ETF
5.01%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
3.57%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%

Drawdowns

BBJP vs. FLJH - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, roughly equal to the maximum FLJH drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for BBJP and FLJH.


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Drawdown Indicators


BBJPFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-31.51%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-11.83%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-20.39%

-12.27%

Current Drawdown

Current decline from peak

-7.88%

-5.01%

-2.87%

Average Drawdown

Average peak-to-trough decline

-8.61%

-5.39%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.19%

+0.47%

Volatility

BBJP vs. FLJH - Volatility Comparison

JPMorgan BetaBuilders Japan ETF (BBJP) has a higher volatility of 8.95% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 7.76%. This indicates that BBJP's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBJPFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

7.76%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

14.50%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

23.00%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

18.50%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

19.90%

-1.63%