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BBSC vs. VTWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSC and VTWO is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

BBSC vs. VTWO - 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 Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%December2025FebruaryMarchApril
-11.06%
-10.51%
BBSC
VTWO

Key characteristics

Sharpe Ratio

BBSC:

0.01

VTWO:

-0.02

Sortino Ratio

BBSC:

0.20

VTWO:

0.14

Omega Ratio

BBSC:

1.02

VTWO:

1.02

Calmar Ratio

BBSC:

0.01

VTWO:

-0.02

Martin Ratio

BBSC:

0.03

VTWO:

-0.06

Ulcer Index

BBSC:

9.43%

VTWO:

8.89%

Daily Std Dev

BBSC:

25.13%

VTWO:

24.18%

Max Drawdown

BBSC:

-30.96%

VTWO:

-41.19%

Current Drawdown

BBSC:

-20.69%

VTWO:

-19.16%

Returns By Period

In the year-to-date period, BBSC achieves a -13.26% return, which is significantly lower than VTWO's -11.58% return.


BBSC

YTD

-13.26%

1M

-2.54%

6M

-12.15%

1Y

1.57%

5Y*

N/A

10Y*

N/A

VTWO

YTD

-11.58%

1M

-2.36%

6M

-11.52%

1Y

0.83%

5Y*

10.83%

10Y*

6.31%

*Annualized

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BBSC vs. VTWO - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is lower than VTWO's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VTWO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWO: 0.10%
Expense ratio chart for BBSC: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBSC: 0.09%

Risk-Adjusted Performance

BBSC vs. VTWO — Risk-Adjusted Performance Rank

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

BBSC
The Risk-Adjusted Performance Rank of BBSC is 2121
Overall Rank
The Sharpe Ratio Rank of BBSC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of BBSC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BBSC is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BBSC is 2020
Martin Ratio Rank

VTWO
The Risk-Adjusted Performance Rank of VTWO is 1818
Overall Rank
The Sharpe Ratio Rank of VTWO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VTWO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VTWO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VTWO is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBSC vs. VTWO - 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 Russell 2000 ETF (VTWO). 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.


The chart of Sharpe ratio for BBSC, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.00
BBSC: 0.01
VTWO: -0.02
The chart of Sortino ratio for BBSC, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
BBSC: 0.20
VTWO: 0.14
The chart of Omega ratio for BBSC, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
BBSC: 1.02
VTWO: 1.02
The chart of Calmar ratio for BBSC, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
BBSC: 0.01
VTWO: -0.02
The chart of Martin ratio for BBSC, currently valued at 0.03, compared to the broader market0.0020.0040.0060.00
BBSC: 0.03
VTWO: -0.06

The current BBSC Sharpe Ratio is 0.01, which is higher than the VTWO Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BBSC and VTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchApril
0.01
-0.02
BBSC
VTWO

Dividends

BBSC vs. VTWO - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.43%, less than VTWO's 1.47% yield.


TTM20242023202220212020201920182017201620152014
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.43%1.29%1.58%1.37%1.06%0.18%0.00%0.00%0.00%0.00%0.00%0.00%
VTWO
Vanguard Russell 2000 ETF
1.47%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%

Drawdowns

BBSC vs. VTWO - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for BBSC and VTWO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchApril
-20.69%
-19.16%
BBSC
VTWO

Volatility

BBSC vs. VTWO - Volatility Comparison

JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a higher volatility of 14.87% compared to Vanguard Russell 2000 ETF (VTWO) at 14.11%. This indicates that BBSC's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchApril
14.87%
14.11%
BBSC
VTWO