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BBMC vs. VIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBMCVIS
YTD Return9.34%11.04%
1Y Return26.95%32.13%
3Y Return (Ann)4.64%10.61%
Sharpe Ratio1.742.37
Daily Std Dev16.51%14.28%
Max Drawdown-30.11%-63.51%
Current Drawdown-1.68%0.00%

Correlation

0.86
-1.001.00

The correlation between BBMC and VIS is 0.86, 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.

Performance

BBMC vs. VIS - Performance Comparison

In the year-to-date period, BBMC achieves a 9.34% return, which is significantly lower than VIS's 11.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
97.87%
127.56%
BBMC
VIS

Compare stocks, funds, or ETFs


JPMorgan BetaBuilders U.S. Mid Cap Equity ETF

Vanguard Industrials ETF

BBMC vs. VIS - Expense Ratio Comparison

BBMC has a 0.07% expense ratio, which is lower than VIS's 0.10% expense ratio.

VIS
Vanguard Industrials ETF
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BBMC vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and Vanguard Industrials ETF (VIS). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.74
VIS
Vanguard Industrials ETF
2.37

BBMC vs. VIS - Sharpe Ratio Comparison

The current BBMC Sharpe Ratio is 1.74, which roughly equals the VIS Sharpe Ratio of 2.37. The chart below compares the 12-month rolling Sharpe Ratio of BBMC and VIS.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.74
2.37
BBMC
VIS

Dividends

BBMC vs. VIS - Dividend Comparison

BBMC's dividend yield for the trailing twelve months is around 1.22%, which matches VIS's 1.23% yield.


TTM20232022202120202019201820172016201520142013
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.22%1.36%1.48%0.87%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIS
Vanguard Industrials ETF
1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%1.57%1.06%

Drawdowns

BBMC vs. VIS - Drawdown Comparison

The maximum BBMC drawdown since its inception was -30.11%, smaller than the maximum VIS drawdown of -63.51%. The drawdown chart below compares losses from any high point along the way for BBMC and VIS


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.68%
0
BBMC
VIS

Volatility

BBMC vs. VIS - Volatility Comparison

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) has a higher volatility of 3.52% compared to Vanguard Industrials ETF (VIS) at 3.17%. This indicates that BBMC's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.52%
3.17%
BBMC
VIS