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BBSA vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSA and AGG is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BBSA vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


BBSA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

AGG

YTD

1.66%

1M

-1.06%

6M

1.35%

1Y

4.57%

3Y*

1.18%

5Y*

-1.06%

10Y*

1.42%

*Annualized

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BBSA vs. AGG - Expense Ratio Comparison

Both BBSA and AGG have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


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Risk-Adjusted Performance

BBSA vs. AGG — Risk-Adjusted Performance Rank

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

BBSA
The Risk-Adjusted Performance Rank of BBSA is 7777
Overall Rank
The Sharpe Ratio Rank of BBSA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BBSA is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BBSA is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BBSA is 7676
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 6565
Overall Rank
The Sharpe Ratio Rank of AGG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 6161
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.

BBSA vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.



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Dividends

BBSA vs. AGG - Dividend Comparison

BBSA has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.84%.


TTM20242023202220212020201920182017201620152014
BBSA
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
1.56%2.84%2.93%1.57%1.67%2.04%2.02%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.84%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

BBSA vs. AGG - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BBSA vs. AGG - Volatility Comparison


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