BBSC vs. VB

Last updated Jun 23, 2026

BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds - BBSC tracks the Morningstar US Small Cap Target Market Exposure Extended Index while VB tracks the CRSP US Small Cap Index. Both are passively managed. Over the past 5 years, BBSC returned 7.22%/yr vs 7.39%/yr for VB. With a 0.97 correlation, they move nearly in lockstep. BBSC charges 0.09%/yr vs 0.05%/yr for VB.

Performance

BBSC vs. VB - 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 Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBSC achieves a 20.14% return, which is significantly higher than VB's 15.68% return.

BBSC

• 1D: 0.21%
• 1M: 4.47%
• YTD: 20.14%
• 6M: 16.83%
• 1Y: 41.19%
• 3Y*: 19.37%
• 5Y*: 7.22%
• 10Y*: —

VB

• 1D: 0.26%
• 1M: 2.83%
• YTD: 15.68%
• 6M: 13.00%
• 1Y: 30.17%
• 3Y*: 17.54%
• 5Y*: 7.39%
• 10Y*: 11.79%

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

BBSC vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	20.14%	10.38%	12.31%	20.07%	-19.75%	15.44%	11.94%
VB Vanguard Small-Cap ETF	15.68%	8.87%	14.17%	18.22%	-17.51%	17.57%	9.30%

Correlation

The correlation between BBSC and VB 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 (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020	0.98

The correlation between BBSC and VB has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

BBSC vs. VB - Sectors Allocation Comparison

Sectors	BBSC	VB
Technology	20.3%	19.4%
Financial Services	16.7%	12.3%
Healthcare	15.5%	11.3%
Industrials	15.0%	20.6%
Consumer Cyclical	8.7%	10.9%
Real Estate	7.5%	7.5%
Energy	5.8%	4.2%
Basic Materials	4.0%	4.7%
Consumer Defensive	3.0%	3.1%
Communication Services	2.3%	3.0%
Utilities	1.2%	3.1%

Return for Risk

BBSC vs. VB — Risk / Return Rank

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

BBSC

BBSC Risk / Return Rank: 71
BBSC Sharpe Ratio Rank: 68
BBSC Sortino Ratio Rank: 68
BBSC Omega Ratio Rank: 59
BBSC Calmar Ratio Rank: 83
BBSC Martin Ratio Rank: 76

VB

VB Risk / Return Rank: 60
VB Sharpe Ratio Rank: 56
VB Sortino Ratio Rank: 56
VB Omega Ratio Rank: 52
VB Calmar Ratio Rank: 69
VB Martin Ratio Rank: 69

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. VB - 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 Vanguard Small-Cap ETF (VB). 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.

	BBSC	VB	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.82	+0.31
Sortino ratio: Return per unit of downside risk	2.98	2.59	+0.39
Omega ratio: Gain probability vs. loss probability	1.35	1.31	+0.04
Calmar ratio: Return relative to maximum drawdown	4.34	3.38	+0.96
Martin ratio: Return relative to average drawdown	14.18	12.38	+1.80

BBSC vs. VB - Sharpe Ratio Comparison

The current BBSC Sharpe Ratio is 2.14, which is comparable to the VB Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BBSC and VB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBSC vs. VB - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for BBSC and VB.

Drawdown Indicators

	BBSC	VB	Difference
Max Drawdown Largest peak-to-trough decline	-30.96%	-59.56%	+28.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	-8.98%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-29.32%	-25.36%	-3.96%
Max Drawdown (5Y) Largest decline over 5 years	-30.96%	-28.15%	-2.81%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	0.00%	-0.39%	+0.39%
Average Drawdown Average peak-to-trough decline	-11.39%	-8.42%	-2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.44%	+0.47%

Volatility

BBSC vs. VB - Volatility Comparison

JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 5.45% compared to Vanguard Small-Cap ETF (VB) at 4.92%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBSC	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	4.92%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	13.40%	12.21%	+1.19%
Volatility (1Y) Calculated over the trailing 1-year period	19.41%	16.66%	+2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.97%	20.78%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.85%	21.45%	+1.40%

BBSC vs. VB - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is higher than VB's 0.05% 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%.

Dividends

BBSC vs. VB - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 0.99%, less than VB's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	0.99%	1.13%	1.29%	1.58%	1.37%	1.06%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.18%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both BBSC and VB in my portfolio?

With a correlation of 0.96, BBSC and VB 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.

Which is riskier, BBSC or VB?

BBSC has higher volatility (5.45%) compared to VB (4.92%). In terms of maximum drawdown, BBSC dropped -30.96% vs VB's -59.56%.

Which ETF is better, BBSC or VB?

On 5-year performance, VB leads with 7.39% vs 7.22% for BBSC. On fees, VB is cheaper at 0.05% per year. On volatility, VB has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBSC or VB?

Over the 5-year period, VB has performed better with a 7.39% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBSC or VB?

VB is cheaper with a 0.05% expense ratio, compared with 0.09% for BBSC.

Which ETF pays a higher dividend yield, BBSC or VB?

VB has the higher dividend yield at 1.18%, compared with 0.99% for BBSC.

What is the main difference between BBSC and VB?

BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index, while VB tracks CRSP US Small Cap Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.09% for BBSC and 0.05% for VB.

Which has better risk-adjusted returns?

BBSC currently has the higher Sharpe Ratio (2.14 vs 1.82), 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.