BBSC vs. VSNGX
BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) and VSNGX (JPMorgan Mid Cap Equity Fund) are both funds - BBSC is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure Extended Index, while VSNGX is a Mid Cap Growth Equities fund managed by JPMorgan. Over the past 5 years, BBSC returned 8.63%/yr vs 7.04%/yr for VSNGX. Their correlation of 0.90 means they have usually moved in the same direction. BBSC charges 0.09%/yr vs 0.89%/yr for VSNGX.
Performance
BBSC vs. VSNGX - Performance Comparison
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Returns By Period
In the year-to-date period, BBSC achieves a 22.80% return, which is significantly higher than VSNGX's 10.11% return.
BBSC
- 1D
- 1.77%
- 1M
- 0.16%
- 6M
- 16.07%
- YTD
- 22.80%
- 1Y
- 39.29%
- 3Y*
- 16.68%
- 5Y*
- 8.63%
- 10Y*
- —
- ALL TIME*
- 11.85%
VSNGX
- 1D
- -0.26%
- 1M
- -0.60%
- 6M
- 6.96%
- YTD
- 10.11%
- 1Y
- 13.26%
- 3Y*
- 13.05%
- 5Y*
- 7.04%
- 10Y*
- 11.75%
- ALL TIME*
- 10.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $572.49K | $377.85K | $898.85K | |
| $0.00 | $0.00 | $0.00 |
BBSC vs. VSNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 22.80% | 10.38% | 12.31% | 20.07% | -19.75% | 15.44% | 11.94% |
VSNGX JPMorgan Mid Cap Equity Fund | 10.11% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 6.10% |
Correlation
The correlation between BBSC and VSNGX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020 | 0.90 |
The correlation between BBSC and VSNGX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
BBSC vs. VSNGX — Risk / Return Rank
BBSC
VSNGX
BBSC vs. VSNGX - 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 JPMorgan Mid Cap Equity Fund (VSNGX). 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 | VSNGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 1.47 | +2.67 |
| Martin ratioReturn relative to average drawdown | 13.57 | 5.50 | +8.07 |
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Drawdowns
BBSC vs. VSNGX - Drawdown Comparison
The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum VSNGX drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for BBSC and VSNGX.
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Drawdown Indicators
| BBSC | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.96% | -54.50% | +23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -8.24% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -29.32% | -18.96% | -10.36% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -25.08% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.33% | — |
Current DrawdownCurrent decline from peak | -1.07% | -0.99% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -11.20% | -7.40% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.20% | +0.70% |
Volatility
BBSC vs. VSNGX - Volatility Comparison
JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 4.16% compared to JPMorgan Mid Cap Equity Fund (VSNGX) at 2.59%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than VSNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBSC | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 2.59% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 9.36% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 12.59% | +6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 17.37% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 19.52% | +3.17% |
BBSC vs. VSNGX - Expense Ratio Comparison
BBSC has a 0.09% expense ratio, which is lower than VSNGX's 0.89% expense ratio.
Dividends
BBSC vs. VSNGX - Dividend Comparison
BBSC's dividend yield for the trailing twelve months is around 0.99%, less than VSNGX's 5.59% 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% |
VSNGX JPMorgan Mid Cap Equity Fund | 5.59% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Frequently Asked Questions
BBSC and VSNGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBSC has higher volatility (4.16%) compared to VSNGX (2.59%). In terms of maximum drawdown, BBSC dropped -30.96% vs VSNGX's -54.50%.
BBSC currently has the higher Sharpe Ratio (2.09 vs 0.97), 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.
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