CATH vs. JUST
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST).
CATH and JUST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CATH is a passively managed fund by Global X that tracks the performance of the S&P 500 Catholic Values Index. It was launched on Apr 18, 2016. JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018. Both CATH and JUST 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: CATH or JUST.
Performance
CATH vs. JUST - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CATH having a 25.80% return and JUST slightly lower at 25.66%.
CATH
25.80%
4.25%
14.28%
32.08%
15.16%
N/A
JUST
25.66%
2.45%
12.05%
31.80%
15.28%
N/A
Key characteristics
| CATH | JUST | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.65 |
| Sortino Ratio | 3.49 | 3.55 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 3.75 | 3.60 |
| Martin Ratio | 16.07 | 16.24 |
| Ulcer Index | 2.00% | 1.96% |
| Daily Std Dev | 12.39% | 12.00% |
| Max Drawdown | -33.95% | -33.83% |
| Current Drawdown | -0.11% | -0.39% |
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CATH vs. JUST - Expense Ratio Comparison
CATH has a 0.29% expense ratio, which is higher than JUST's 0.20% expense ratio.
Correlation
The correlation between CATH and JUST is 0.96, 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.
Risk-Adjusted Performance
CATH vs. JUST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST). 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
CATH vs. JUST - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.92%, less than JUST's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values Custom ETF | 0.92% | 1.16% | 1.34% | 1.03% | 1.23% | 1.45% | 2.01% | 1.27% | 0.50% |
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.12% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.10% | 0.00% | 0.00% |
Drawdowns
CATH vs. JUST - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, roughly equal to the maximum JUST drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for CATH and JUST. For additional features, visit the drawdowns tool.
Volatility
CATH vs. JUST - Volatility Comparison
Global X S&P 500 Catholic Values Custom ETF (CATH) and Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) have volatilities of 4.10% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.