BBSA vs. BSV
Compare and contrast key facts about JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) and Vanguard Short-Term Bond ETF (BSV).
BBSA and BSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBSA is a passively managed fund by JPMorgan Chase that tracks the performance of the Bloomberg Barclays Short-Term US Aggregate Bond Index. It was launched on Mar 12, 2019. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. Both BBSA and BSV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBSA or BSV.
Performance
BBSA vs. BSV - Performance Comparison
Returns By Period
In the year-to-date period, BBSA achieves a 3.82% return, which is significantly higher than BSV's 3.34% return.
BBSA
3.82%
0.00%
3.57%
6.13%
1.26%
N/A
BSV
3.34%
-0.51%
3.08%
5.65%
1.24%
1.57%
Key characteristics
| BBSA | BSV | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.23 |
| Sortino Ratio | 4.30 | 3.42 |
| Omega Ratio | 1.56 | 1.43 |
| Calmar Ratio | 1.30 | 1.36 |
| Martin Ratio | 15.00 | 9.29 |
| Ulcer Index | 0.51% | 0.61% |
| Daily Std Dev | 2.82% | 2.54% |
| Max Drawdown | -9.03% | -8.54% |
| Current Drawdown | -0.84% | -1.28% |
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BBSA vs. BSV - Expense Ratio Comparison
BBSA has a 0.05% expense ratio, which is higher than BSV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between BBSA and BSV is 0.85, 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.
Risk-Adjusted Performance
BBSA vs. BSV - 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 Vanguard Short-Term Bond ETF (BSV). 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.
Dividends
BBSA vs. BSV - Dividend Comparison
BBSA's dividend yield for the trailing twelve months is around 3.46%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBSA JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF | 3.46% | 2.93% | 1.57% | 1.67% | 2.04% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
BBSA vs. BSV - Drawdown Comparison
The maximum BBSA drawdown since its inception was -9.03%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BBSA and BSV. For additional features, visit the drawdowns tool.
Volatility
BBSA vs. BSV - Volatility Comparison
The current volatility for JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) is 0.00%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.55%. This indicates that BBSA experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.