PortfoliosLab logoPortfoliosLab logo
BBJP vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBJP vs. VPL - Performance Comparison

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

Loading graphics...

BBJP vs. VPL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBJP
JPMorgan BetaBuilders Japan ETF
4.55%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-13.43%

Returns By Period

In the year-to-date period, BBJP achieves a 4.55% return, which is significantly lower than VPL's 8.11% return.


BBJP

1D
3.39%
1M
-8.61%
YTD
4.55%
6M
9.51%
1Y
29.39%
3Y*
16.75%
5Y*
6.98%
10Y*

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VPL - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is higher than VPL's 0.08% 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. VPL — Risk / Return Rank

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

BBJP
BBJP Risk / Return Rank: 7777
Overall Rank
BBJP Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 7979
Sortino Ratio Rank
BBJP Omega Ratio Rank: 7575
Omega Ratio Rank
BBJP Calmar Ratio Rank: 8080
Calmar Ratio Rank
BBJP Martin Ratio Rank: 7676
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
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. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and Vanguard FTSE Pacific ETF (VPL). 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.


BBJPVPLDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.95

-0.60

Sortino ratio

Return per unit of downside risk

1.96

2.58

-0.62

Omega ratio

Gain probability vs. loss probability

1.27

1.38

-0.11

Calmar ratio

Return relative to maximum drawdown

2.07

2.91

-0.84

Martin ratio

Return relative to average drawdown

7.72

11.94

-4.22

BBJP vs. VPL - Sharpe Ratio Comparison

The current BBJP Sharpe Ratio is 1.35, which is lower than the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BBJP and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBJPVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.95

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.41

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Correlation

The correlation between BBJP and VPL is 0.93, 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. VPL - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 5.13%, more than VPL's 3.28% yield.


TTM20252024202320222021202020192018201720162015
BBJP
JPMorgan BetaBuilders Japan ETF
5.13%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

BBJP vs. VPL - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for BBJP and VPL.


Loading graphics...

Drawdown Indicators


BBJPVPLDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-55.49%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-13.33%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-31.09%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-10.14%

-10.28%

+0.14%

Average Drawdown

Average peak-to-trough decline

-8.61%

-11.71%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.25%

+0.40%

Volatility

BBJP vs. VPL - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Japan ETF (BBJP) is 9.35%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that BBJP experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBJPVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

10.59%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

14.73%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

20.49%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.02%

16.81%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

17.10%

+1.15%