BBSC vs. VBR
Compare and contrast key facts about JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Vanguard Small-Cap Value ETF (VBR).
BBSC and VBR 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 Chase that tracks the performance of the Morningstar US Small Cap Target Market Exposure Extended Index. It was launched on Nov 16, 2020. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both BBSC and VBR 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: BBSC or VBR.
Key characteristics
| BBSC | VBR | |
|---|---|---|
| YTD Return | 19.41% | 19.15% |
| 1Y Return | 45.26% | 38.40% |
| 3Y Return (Ann) | 2.54% | 6.86% |
| Sharpe Ratio | 2.05 | 2.22 |
| Sortino Ratio | 2.91 | 3.15 |
| Omega Ratio | 1.35 | 1.39 |
| Calmar Ratio | 1.70 | 3.11 |
| Martin Ratio | 12.21 | 12.90 |
| Ulcer Index | 3.72% | 2.95% |
| Daily Std Dev | 22.13% | 17.17% |
| Max Drawdown | -30.96% | -62.01% |
| Current Drawdown | -1.81% | -1.23% |
Correlation
The correlation between BBSC and VBR is 0.94, 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.
Performance
BBSC vs. VBR - Performance Comparison
The year-to-date returns for both stocks are quite close, with BBSC having a 19.41% return and VBR slightly lower at 19.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBSC vs. VBR - Expense Ratio Comparison
BBSC has a 0.09% expense ratio, which is higher than VBR's 0.07% 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%.
Risk-Adjusted Performance
BBSC vs. VBR - Risk-Adjusted Performance 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 Value ETF (VBR). 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
BBSC vs. VBR - Dividend Comparison
BBSC's dividend yield for the trailing twelve months is around 1.23%, less than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 1.23% | 1.58% | 1.37% | 1.06% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
BBSC vs. VBR - Drawdown Comparison
The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for BBSC and VBR. For additional features, visit the drawdowns tool.
Volatility
BBSC vs. VBR - Volatility Comparison
JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 7.65% compared to Vanguard Small-Cap Value ETF (VBR) at 5.78%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.