BBP vs. JFEAX
BBP (Virtus LifeSci Biotech Products ETF) and JFEAX (JPMorgan Developed International Value Fund Class A) are both funds - BBP is a Health & Biotech Equities fund tracking the LifeSci Biotechnology Products Index, while JFEAX is a Foreign Large Cap Equities fund actively managed by JPMorgan. BBP is passively managed, while JFEAX is actively managed. Over the past 10 years, BBP returned 12.52%/yr vs 10.75%/yr for JFEAX. At a 0.42 correlation, their price movements are largely independent. BBP charges 0.79%/yr vs 1.00%/yr for JFEAX.
Performance
BBP vs. JFEAX - Performance Comparison
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Returns By Period
In the year-to-date period, BBP achieves a 9.07% return, which is significantly lower than JFEAX's 9.79% return. Over the past 10 years, BBP has outperformed JFEAX with an annualized return of 12.52%, while JFEAX has yielded a comparatively lower 10.75% annualized return.
BBP
- 1D
- 0.42%
- 1M
- -2.08%
- YTD
- 9.07%
- 6M
- 10.60%
- 1Y
- 43.95%
- 3Y*
- 16.56%
- 5Y*
- 9.63%
- 10Y*
- 12.52%
JFEAX
- 1D
- 2.16%
- 1M
- -0.18%
- YTD
- 9.79%
- 6M
- 12.09%
- 1Y
- 30.17%
- 3Y*
- 25.24%
- 5Y*
- 14.19%
- 10Y*
- 10.75%
BBP vs. JFEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBP Virtus LifeSci Biotech Products ETF | 9.07% | 33.15% | 3.32% | 17.88% | 0.85% | -8.17% | 22.24% | 24.73% | -13.95% | 24.07% |
JFEAX JPMorgan Developed International Value Fund Class A | 9.79% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
Correlation
The correlation between BBP and JFEAX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2014 | 0.42 |
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Return for Risk
BBP vs. JFEAX — Risk / Return Rank
BBP
JFEAX
BBP vs. JFEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and JPMorgan Developed International Value Fund Class A (JFEAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBP | JFEAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | 2.87 | +1.89 |
| Martin ratioReturn relative to average drawdown | 14.64 | 10.49 | +4.15 |
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Drawdowns
BBP vs. JFEAX - Drawdown Comparison
The maximum BBP drawdown since its inception was -44.32%, smaller than the maximum JFEAX drawdown of -62.44%. Use the drawdown chart below to compare losses from any high point for BBP and JFEAX.
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Drawdown Indicators
| BBP | JFEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.32% | -62.44% | +18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -11.02% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | -13.64% | -12.45% |
Max Drawdown (5Y)Largest decline over 5 years | -37.89% | -27.71% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | -48.74% | +4.42% |
Current DrawdownCurrent decline from peak | -3.57% | -2.55% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -14.87% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.01% | +0.04% |
Volatility
BBP vs. JFEAX - Volatility Comparison
Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 7.34% compared to JPMorgan Developed International Value Fund Class A (JFEAX) at 3.94%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than JFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBP | JFEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.94% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.71% | 11.50% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 14.16% | +9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.33% | 16.22% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 17.97% | +9.44% |
BBP vs. JFEAX - Expense Ratio Comparison
BBP has a 0.79% expense ratio, which is lower than JFEAX's 1.00% expense ratio.
Dividends
BBP vs. JFEAX - Dividend Comparison
BBP has not paid dividends to shareholders, while JFEAX's dividend yield for the trailing twelve months is around 2.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBP Virtus LifeSci Biotech Products ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.18% | 0.00% | 1.29% |
JFEAX JPMorgan Developed International Value Fund Class A | 2.51% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
Frequently Asked Questions
BBP and JFEAX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBP has higher volatility (7.34%) compared to JFEAX (3.94%). In terms of maximum drawdown, BBP dropped -44.32% vs JFEAX's -62.44%.
JFEAX currently has the higher Sharpe Ratio (2.23 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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