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BBSC vs. ESSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSC vs. ESSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Eventide Small Cap ETF (ESSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BBSC having a 15.75% return and ESSC slightly lower at 15.03%.


BBSC

1D
-1.11%
1M
2.71%
YTD
15.75%
6M
14.20%
1Y
35.98%
3Y*
17.34%
5Y*
6.64%
10Y*

ESSC

1D
-0.78%
1M
2.91%
YTD
15.03%
6M
14.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. ESSC - Yearly Performance Comparison


Correlation

The correlation between BBSC and ESSC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.96

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Return for Risk

BBSC vs. ESSC — Risk / Return Rank

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

BBSC
BBSC Risk / Return Rank: 6161
Overall Rank
BBSC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 5656
Sortino Ratio Rank
BBSC Omega Ratio Rank: 5050
Omega Ratio Rank
BBSC Calmar Ratio Rank: 7575
Calmar Ratio Rank
BBSC Martin Ratio Rank: 6767
Martin Ratio Rank

ESSC
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSC vs. ESSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Eventide Small Cap ETF (ESSC). 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.


BBSCESSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.79

Martin ratioReturn relative to average drawdown

12.35

BBSC vs. ESSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBSCESSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.58

-1.10

Drawdowns

BBSC vs. ESSC - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, which is greater than ESSC's maximum drawdown of -9.51%. Use the drawdown chart below to compare losses from any high point for BBSC and ESSC.


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Drawdown Indicators


BBSCESSCDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-9.51%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

Current Drawdown

Current decline from peak

-1.48%

-1.05%

-0.43%

Average Drawdown

Average peak-to-trough decline

-11.49%

-2.19%

-9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

BBSC vs. ESSC - Volatility Comparison


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Volatility by Period


BBSCESSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

19.00%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

19.00%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.86%

19.00%

+3.86%

BBSC vs. ESSC - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is lower than ESSC's 0.49% expense ratio.


Dividends

BBSC vs. ESSC - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.03%, more than ESSC's 0.16% yield.


PositionTTM202520242023202220212020
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.03%1.13%1.29%1.58%1.37%1.06%0.18%
ESSC
Eventide Small Cap ETF
0.16%0.04%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, BBSC and ESSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBSC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSC is cheaper with a 0.09% expense ratio, compared with 0.49% for ESSC.

BBSC has the higher dividend yield at 1.03%, compared with 0.16% for ESSC.

They also come from different issuers: JPMorgan and Eventide. Their fees differ too: 0.09% for BBSC and 0.49% for ESSC.

Portfolio Optimizer

Find the right allocation for BBSC and ESSC

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