BBSC vs. ESSC

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Eventide Small Cap ETF (ESSC).

BBSC and ESSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBSC is a passively managed fund by JPMorgan that tracks the performance of the Morningstar US Small Cap Target Market Exposure Extended Index. It was launched on Nov 16, 2020. ESSC is an actively managed fund by Eventide. It was launched on Sep 29, 2025.

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.

BBSC vs. ESSC - Yearly Performance Comparison

	2026 (YTD)	2025
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	1.23%	0.65%
ESSC Eventide Small Cap ETF	1.16%	3.65%

Returns By Period

In the year-to-date period, BBSC achieves a 1.23% return, which is significantly higher than ESSC's 1.16% return.

BBSC

• 1D: 3.27%
• 1M: -4.19%
• YTD: 1.23%
• 6M: 1.88%
• 1Y: 25.54%
• 3Y*: 13.00%
• 5Y*: 4.26%
• 10Y*: —

ESSC

• 1D: 3.44%
• 1M: -3.82%
• YTD: 1.16%
• 6M: 4.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. ESSC - Expense Ratio Comparison

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

ESSC

Eventide Small Cap ETF

BBSC

JPMorgan BetaBuilders U.S. Small Cap Equity ETF

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: 64
BBSC Sharpe Ratio Rank: 62
BBSC Sortino Ratio Rank: 64
BBSC Omega Ratio Rank: 57
BBSC Calmar Ratio Rank: 69
BBSC Martin Ratio Rank: 68

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.

	BBSC	ESSC	Difference
Sharpe ratio Return per unit of total volatility	1.07	—	—
Sortino ratio Return per unit of downside risk	1.62	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.74	—	—
Martin ratio Return relative to average drawdown	6.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BBSC	ESSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.51	-0.13

Correlation

The correlation between BBSC and ESSC is 0.96, 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.

Dividends

BBSC vs. ESSC - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.18%, more than ESSC's 0.19% yield.

	TTM	2025	2024	2023	2022	2021	2020
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	1.18%	1.13%	1.29%	1.58%	1.37%	1.06%	0.18%
ESSC Eventide Small Cap ETF	0.19%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	BBSC	ESSC	Difference
Max Drawdown Largest peak-to-trough decline	-30.96%	-9.51%	-21.45%
Max Drawdown (1Y) Largest decline over 1 year	-14.59%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.96%	—	—
Current Drawdown Current decline from peak	-6.58%	-6.40%	-0.18%
Average Drawdown Average peak-to-trough decline	-11.83%	-2.49%	-9.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	—	—

Volatility

Volatility by Period

	BBSC	ESSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.02%	19.61%	+4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.97%	19.61%	+3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.03%	19.61%	+3.42%