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

Key characteristics


BBMCVOT
YTD Return3.28%4.85%
1Y Return14.69%16.28%
3Y Return (Ann)0.19%0.90%
Sharpe Ratio0.971.22
Daily Std Dev15.98%14.48%
Max Drawdown-30.11%-60.17%
Current Drawdown-7.13%-11.93%

Correlation

-0.50.00.51.00.9

The correlation between BBMC and VOT is 0.88, 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. VOT - Performance Comparison

In the year-to-date period, BBMC achieves a 3.28% return, which is significantly lower than VOT's 4.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.76%
7.81%
BBMC
VOT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan BetaBuilders U.S. Mid Cap Equity ETF

Vanguard Mid-Cap Growth ETF

BBMC vs. VOT - Expense Ratio Comparison

Both BBMC and VOT 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%.


BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
Expense ratio chart for BBMC: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BBMC vs. VOT - 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 Growth ETF (VOT). 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.


BBMC
Sharpe ratio
The chart of Sharpe ratio for BBMC, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Sortino ratio
The chart of Sortino ratio for BBMC, currently valued at 1.45, compared to the broader market0.005.0010.001.45
Omega ratio
The chart of Omega ratio for BBMC, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for BBMC, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Martin ratio
The chart of Martin ratio for BBMC, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.002.90
VOT
Sharpe ratio
The chart of Sharpe ratio for VOT, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Sortino ratio
The chart of Sortino ratio for VOT, currently valued at 1.77, compared to the broader market0.005.0010.001.77
Omega ratio
The chart of Omega ratio for VOT, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for VOT, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.57
Martin ratio
The chart of Martin ratio for VOT, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.00100.003.43

BBMC vs. VOT - Sharpe Ratio Comparison

The current BBMC Sharpe Ratio is 0.97, which roughly equals the VOT Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of BBMC and VOT.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
0.97
1.22
BBMC
VOT

Dividends

BBMC vs. VOT - Dividend Comparison

BBMC's dividend yield for the trailing twelve months is around 1.29%, more than VOT's 0.69% yield.


TTM20232022202120202019201820172016201520142013
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.29%1.36%1.48%0.87%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF
0.69%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%

Drawdowns

BBMC vs. VOT - Drawdown Comparison

The maximum BBMC drawdown since its inception was -30.11%, smaller than the maximum VOT drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for BBMC and VOT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-7.13%
-11.93%
BBMC
VOT

Volatility

BBMC vs. VOT - Volatility Comparison

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) has a higher volatility of 3.96% compared to Vanguard Mid-Cap Growth ETF (VOT) at 3.49%. This indicates that BBMC's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%2024FebruaryMarchAprilMayJune
3.96%
3.49%
BBMC
VOT