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BBJP vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBJP and FLJP is 0.98, 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

BBJP vs. FLJP - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.01%
0.60%
BBJP
FLJP

Key characteristics

Sharpe Ratio

BBJP:

0.55

FLJP:

0.48

Sortino Ratio

BBJP:

0.85

FLJP:

0.76

Omega Ratio

BBJP:

1.11

FLJP:

1.09

Calmar Ratio

BBJP:

0.80

FLJP:

0.72

Martin Ratio

BBJP:

2.27

FLJP:

1.95

Ulcer Index

BBJP:

4.22%

FLJP:

4.23%

Daily Std Dev

BBJP:

17.50%

FLJP:

17.16%

Max Drawdown

BBJP:

-32.66%

FLJP:

-32.49%

Current Drawdown

BBJP:

-7.99%

FLJP:

-8.87%

Returns By Period

In the year-to-date period, BBJP achieves a 5.90% return, which is significantly higher than FLJP's 4.62% return.


BBJP

YTD

5.90%

1M

-0.18%

6M

1.79%

1Y

7.67%

5Y*

4.12%

10Y*

N/A

FLJP

YTD

4.62%

1M

-0.98%

6M

1.55%

1Y

6.41%

5Y*

3.96%

10Y*

N/A

Compare stocks, funds, or ETFs

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


BBJP vs. FLJP - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is higher than FLJP'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%.


BBJP
JPMorgan BetaBuilders Japan ETF
Expense ratio chart for BBJP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for FLJP: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

BBJP vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and Franklin FTSE Japan ETF (FLJP). 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 BBJP, currently valued at 0.55, compared to the broader market0.002.004.000.550.48
The chart of Sortino ratio for BBJP, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.850.76
The chart of Omega ratio for BBJP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.09
The chart of Calmar ratio for BBJP, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.800.72
The chart of Martin ratio for BBJP, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.271.95
BBJP
FLJP

The current BBJP Sharpe Ratio is 0.55, which is comparable to the FLJP Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BBJP and FLJP, 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 Ratio0.200.400.600.801.001.201.401.60JulyAugustSeptemberOctoberNovemberDecember
0.55
0.48
BBJP
FLJP

Dividends

BBJP vs. FLJP - Dividend Comparison

BBJP has not paid dividends to shareholders, while FLJP's dividend yield for the trailing twelve months is around 3.64%.


TTM2023202220212020201920182017
BBJP
JPMorgan BetaBuilders Japan ETF
0.00%3.05%1.51%2.89%1.12%2.31%0.65%0.00%
FLJP
Franklin FTSE Japan ETF
3.64%3.00%1.91%2.40%1.51%2.26%1.50%0.10%

Drawdowns

BBJP vs. FLJP - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, roughly equal to the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for BBJP and FLJP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.99%
-8.87%
BBJP
FLJP

Volatility

BBJP vs. FLJP - Volatility Comparison

JPMorgan BetaBuilders Japan ETF (BBJP) and Franklin FTSE Japan ETF (FLJP) have volatilities of 4.95% and 5.19%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
5.19%
BBJP
FLJP
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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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