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

Correlation

The correlation between BBJP and VOO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

BBJP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
19.67%
106.55%
BBJP
VOO

Key characteristics

Sharpe Ratio

BBJP:

-0.53

VOO:

-0.07

Sortino Ratio

BBJP:

-0.60

VOO:

0.01

Omega Ratio

BBJP:

0.93

VOO:

1.00

Calmar Ratio

BBJP:

-0.72

VOO:

-0.07

Martin Ratio

BBJP:

-2.16

VOO:

-0.36

Ulcer Index

BBJP:

4.73%

VOO:

3.31%

Daily Std Dev

BBJP:

19.36%

VOO:

15.79%

Max Drawdown

BBJP:

-32.66%

VOO:

-33.99%

Current Drawdown

BBJP:

-14.24%

VOO:

-17.13%

Returns By Period

In the year-to-date period, BBJP achieves a -8.14% return, which is significantly higher than VOO's -13.30% return.


BBJP

YTD

-8.14%

1M

-12.10%

6M

-12.85%

1Y

-9.60%

5Y*

6.55%

10Y*

N/A

VOO

YTD

-13.30%

1M

-11.78%

6M

-11.02%

1Y

-0.99%

5Y*

15.64%

10Y*

11.27%

*Annualized

Compare stocks, funds, or ETFs

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BBJP vs. VOO - Expense Ratio Comparison

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


Expense ratio chart for BBJP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBJP: 0.19%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

BBJP vs. VOO — Risk-Adjusted Performance Rank

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

BBJP
The Risk-Adjusted Performance Rank of BBJP is 1010
Overall Rank
The Sharpe Ratio Rank of BBJP is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of BBJP is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BBJP is 1313
Omega Ratio Rank
The Calmar Ratio Rank of BBJP is 44
Calmar Ratio Rank
The Martin Ratio Rank of BBJP is 66
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 4141
Overall Rank
The Sharpe Ratio Rank of VOO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBJP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for BBJP, currently valued at -0.53, compared to the broader market-1.000.001.002.003.004.00
BBJP: -0.53
VOO: -0.07
The chart of Sortino ratio for BBJP, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.0010.00
BBJP: -0.60
VOO: 0.01
The chart of Omega ratio for BBJP, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
BBJP: 0.93
VOO: 1.00
The chart of Calmar ratio for BBJP, currently valued at -0.72, compared to the broader market0.005.0010.0015.00
BBJP: -0.72
VOO: -0.07
The chart of Martin ratio for BBJP, currently valued at -2.16, compared to the broader market0.0020.0040.0060.0080.00100.00
BBJP: -2.16
VOO: -0.36

The current BBJP Sharpe Ratio is -0.53, which is lower than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BBJP and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.53
-0.07
BBJP
VOO

Dividends

BBJP vs. VOO - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 3.04%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
BBJP
JPMorgan BetaBuilders Japan ETF
3.04%2.80%3.05%1.51%2.89%1.12%2.31%0.65%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BBJP vs. VOO - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BBJP and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.24%
-17.13%
BBJP
VOO

Volatility

BBJP vs. VOO - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Japan ETF (BBJP) is 8.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 9.12%. This indicates that BBJP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.46%
9.12%
BBJP
VOO