BDGS vs. JCTR

Last updated Apr 1, 2026

Compare and contrast key facts about Bridges Capital Tactical ETF (BDGS) and JPMorgan Carbon Transition U.S. Equity ETF (JCTR).

BDGS and JCTR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDGS is an actively managed fund by Bridges. It was launched on May 10, 2023. JCTR is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Asset Management Carbon Transition U.S. Equity Index. It was launched on Dec 9, 2020.

Performance

BDGS vs. JCTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and JPMorgan Carbon Transition U.S. Equity ETF (JCTR). The values are adjusted to include any dividend payments, if applicable.

BDGS vs. JCTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BDGS Bridges Capital Tactical ETF	-1.41%	10.61%	19.07%	8.31%
JCTR JPMorgan Carbon Transition U.S. Equity ETF	0.00%	13.55%	24.74%	17.97%

Returns By Period

BDGS

• 1D: 1.96%
• 1M: -1.14%
• YTD: -1.41%
• 6M: 0.11%
• 1Y: 10.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JCTR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDGS vs. JCTR - Expense Ratio Comparison

BDGS has a 0.85% expense ratio, which is higher than JCTR's 0.15% expense ratio.

BDGS

Bridges Capital Tactical ETF

JCTR

JPMorgan Carbon Transition U.S. Equity ETF

Return for Risk

BDGS vs. JCTR — Risk / Return Rank

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

BDGS

BDGS Risk / Return Rank: 73
BDGS Sharpe Ratio Rank: 60
BDGS Sortino Ratio Rank: 70
BDGS Omega Ratio Rank: 78
BDGS Calmar Ratio Rank: 74
BDGS Martin Ratio Rank: 86

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.

BDGS vs. JCTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) and JPMorgan Carbon Transition U.S. Equity ETF (JCTR). 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.

	BDGS	JCTR	Difference
Sharpe ratio Return per unit of total volatility	0.99	—	—
Sortino ratio Return per unit of downside risk	1.67	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	1.80	—	—
Martin ratio Return relative to average drawdown	9.34	—	—
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

	BDGS	JCTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.51	—	—

Correlation

The correlation between BDGS and JCTR is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BDGS vs. JCTR - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.56%, more than JCTR's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020
BDGS Bridges Capital Tactical ETF	0.56%	0.55%	1.81%	0.84%	0.00%	0.00%	0.00%
JCTR JPMorgan Carbon Transition U.S. Equity ETF	0.43%	0.61%	1.04%	1.88%	1.53%	1.13%	0.13%

Drawdowns

Drawdown Indicators

	BDGS	JCTR	Difference
Max Drawdown Largest peak-to-trough decline	-9.12%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-5.85%	—	—
Current Drawdown Current decline from peak	-2.15%	—	—
Average Drawdown Average peak-to-trough decline	-0.67%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.13%	—	—

Volatility

Volatility by Period

	BDGS	JCTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.70%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.35%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.35%	—	—