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

Correlation

The correlation between BBMC and VOE is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

BBMC vs. VOE - 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 Vanguard Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
90.45%
100.91%
BBMC
VOE

Key characteristics

Sharpe Ratio

BBMC:

0.09

VOE:

0.32

Sortino Ratio

BBMC:

0.28

VOE:

0.56

Omega Ratio

BBMC:

1.04

VOE:

1.08

Calmar Ratio

BBMC:

0.08

VOE:

0.29

Martin Ratio

BBMC:

0.27

VOE:

1.00

Ulcer Index

BBMC:

7.03%

VOE:

5.28%

Daily Std Dev

BBMC:

22.32%

VOE:

16.63%

Max Drawdown

BBMC:

-30.11%

VOE:

-61.54%

Current Drawdown

BBMC:

-15.78%

VOE:

-11.21%

Returns By Period

In the year-to-date period, BBMC achieves a -8.60% return, which is significantly lower than VOE's -3.89% return.


BBMC

YTD

-8.60%

1M

-4.61%

6M

-6.41%

1Y

1.81%

5Y*

12.17%

10Y*

N/A

VOE

YTD

-3.89%

1M

-4.09%

6M

-6.19%

1Y

5.36%

5Y*

13.89%

10Y*

7.76%

*Annualized

Compare stocks, funds, or ETFs

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BBMC vs. VOE - Expense Ratio Comparison

Both BBMC and VOE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for BBMC: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBMC: 0.07%
Expense ratio chart for VOE: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOE: 0.07%

Risk-Adjusted Performance

BBMC vs. VOE — Risk-Adjusted Performance Rank

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

BBMC
The Risk-Adjusted Performance Rank of BBMC is 2929
Overall Rank
The Sharpe Ratio Rank of BBMC is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BBMC is 3030
Sortino Ratio Rank
The Omega Ratio Rank of BBMC is 2929
Omega Ratio Rank
The Calmar Ratio Rank of BBMC is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BBMC is 2828
Martin Ratio Rank

VOE
The Risk-Adjusted Performance Rank of VOE is 4545
Overall Rank
The Sharpe Ratio Rank of VOE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4444
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.

BBMC vs. VOE - 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 Mid-Cap Value ETF (VOE). 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 BBMC, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.00
BBMC: 0.09
VOE: 0.32
The chart of Sortino ratio for BBMC, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.00
BBMC: 0.28
VOE: 0.56
The chart of Omega ratio for BBMC, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
BBMC: 1.04
VOE: 1.08
The chart of Calmar ratio for BBMC, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.00
BBMC: 0.08
VOE: 0.29
The chart of Martin ratio for BBMC, currently valued at 0.27, compared to the broader market0.0020.0040.0060.00
BBMC: 0.27
VOE: 1.00

The current BBMC Sharpe Ratio is 0.09, which is lower than the VOE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of BBMC and VOE, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.09
0.32
BBMC
VOE

Dividends

BBMC vs. VOE - Dividend Comparison

BBMC's dividend yield for the trailing twelve months is around 1.47%, less than VOE's 2.42% yield.


TTM20242023202220212020201920182017201620152014
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.47%1.31%1.36%1.48%0.87%0.68%0.00%0.00%0.00%0.00%0.00%0.00%
VOE
Vanguard Mid-Cap Value ETF
2.42%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%

Drawdowns

BBMC vs. VOE - Drawdown Comparison

The maximum BBMC drawdown since its inception was -30.11%, smaller than the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for BBMC and VOE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.78%
-11.21%
BBMC
VOE

Volatility

BBMC vs. VOE - Volatility Comparison

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) has a higher volatility of 14.80% compared to Vanguard Mid-Cap Value ETF (VOE) at 11.96%. This indicates that BBMC's price experiences larger fluctuations and is considered to be riskier than VOE 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.80%
11.96%
BBMC
VOE