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BLLD vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLLD and VTI is 0.56, 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.


Performance

BLLD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Sustainable Infrastructure ETF (BLLD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


BLLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

0.21%

1M

9.56%

6M

-1.64%

1Y

13.05%

5Y*

16.81%

10Y*

12.09%

*Annualized

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BLLD vs. VTI - Expense Ratio Comparison

BLLD has a 0.49% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

BLLD vs. VTI — Risk-Adjusted Performance Rank

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

BLLD
The Risk-Adjusted Performance Rank of BLLD is 6262
Overall Rank
The Sharpe Ratio Rank of BLLD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BLLD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BLLD is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BLLD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BLLD is 4949
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6565
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
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.

BLLD vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Sustainable Infrastructure ETF (BLLD) and Vanguard Total Stock Market ETF (VTI). 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.



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Dividends

BLLD vs. VTI - Dividend Comparison

BLLD has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
BLLD
JPMorgan Sustainable Infrastructure ETF
3.62%3.80%1.64%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.30%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BLLD vs. VTI - Drawdown Comparison


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Volatility

BLLD vs. VTI - Volatility Comparison


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