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BBMC vs. FSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBMC vs. FSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and Fidelity Small-Mid Multifactor ETF (FSMD). The values are adjusted to include any dividend payments, if applicable.

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BBMC vs. FSMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.89%12.24%15.15%18.37%-19.77%17.64%61.98%
FSMD
Fidelity Small-Mid Multifactor ETF
1.72%8.70%15.18%17.37%-11.15%26.40%50.12%

Returns By Period

In the year-to-date period, BBMC achieves a 1.89% return, which is significantly higher than FSMD's 1.72% return.


BBMC

1D
3.25%
1M
-5.70%
YTD
1.89%
6M
4.93%
1Y
21.86%
3Y*
14.40%
5Y*
5.86%
10Y*

FSMD

1D
3.04%
1M
-4.67%
YTD
1.72%
6M
2.29%
1Y
15.81%
3Y*
13.07%
5Y*
7.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBMC vs. FSMD - Expense Ratio Comparison

BBMC has a 0.07% expense ratio, which is lower than FSMD's 0.29% expense ratio.


Return for Risk

BBMC vs. FSMD — Risk / Return Rank

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

BBMC
BBMC Risk / Return Rank: 6161
Overall Rank
BBMC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBMC Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBMC Omega Ratio Rank: 5959
Omega Ratio Rank
BBMC Calmar Ratio Rank: 6161
Calmar Ratio Rank
BBMC Martin Ratio Rank: 6767
Martin Ratio Rank

FSMD
FSMD Risk / Return Rank: 5252
Overall Rank
FSMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FSMD Sortino Ratio Rank: 4949
Sortino Ratio Rank
FSMD Omega Ratio Rank: 4747
Omega Ratio Rank
FSMD Calmar Ratio Rank: 5656
Calmar Ratio Rank
FSMD Martin Ratio Rank: 6060
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.

BBMC vs. FSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and Fidelity Small-Mid Multifactor ETF (FSMD). 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.


BBMCFSMDDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.79

+0.23

Sortino ratio

Return per unit of downside risk

1.54

1.26

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.52

1.33

+0.19

Martin ratio

Return relative to average drawdown

6.57

5.61

+0.97

BBMC vs. FSMD - Sharpe Ratio Comparison

The current BBMC Sharpe Ratio is 1.02, which is comparable to the FSMD Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of BBMC and FSMD, 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


BBMCFSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.79

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.43

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.47

+0.27

Correlation

The correlation between BBMC and FSMD is 0.95, 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

BBMC vs. FSMD - Dividend Comparison

BBMC's dividend yield for the trailing twelve months is around 1.25%, less than FSMD's 1.37% yield.


TTM2025202420232022202120202019
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.25%1.25%1.31%1.36%1.48%0.87%0.69%0.00%
FSMD
Fidelity Small-Mid Multifactor ETF
1.37%1.33%1.29%1.37%1.54%1.18%1.32%1.37%

Drawdowns

BBMC vs. FSMD - Drawdown Comparison

The maximum BBMC drawdown since its inception was -30.11%, smaller than the maximum FSMD drawdown of -40.67%. Use the drawdown chart below to compare losses from any high point for BBMC and FSMD.


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Drawdown Indicators


BBMCFSMDDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-40.67%

+10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-12.63%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-30.11%

-22.16%

-7.95%

Current Drawdown

Current decline from peak

-6.81%

-5.65%

-1.16%

Average Drawdown

Average peak-to-trough decline

-9.15%

-6.12%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.01%

+0.29%

Volatility

BBMC vs. FSMD - Volatility Comparison

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and Fidelity Small-Mid Multifactor ETF (FSMD) have volatilities of 6.88% and 6.73%, 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.


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Volatility by Period


BBMCFSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

6.73%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

11.32%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

20.07%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

18.43%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

21.54%

-0.34%