EPSB vs. SCDS

Last updated Jun 23, 2026

EPSB (Harbor SMID Cap Core ETF) and SCDS (JPMorgan Fundamental Data Science Small Core ETF) are both Small Cap Blend Equities funds. Both are actively managed. Over the past year, EPSB returned 32.14% vs 48.53% for SCDS. Their correlation of 0.88 suggests significant overlap in exposure. EPSB charges 0.88%/yr vs 0.40%/yr for SCDS.

Performance

EPSB vs. SCDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor SMID Cap Core ETF (EPSB) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPSB achieves a 21.25% return, which is significantly lower than SCDS's 27.90% return.

EPSB

• 1D: 0.14%
• 1M: 3.53%
• YTD: 21.25%
• 6M: 19.22%
• 1Y: 32.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCDS

• 1D: 1.07%
• 1M: 5.98%
• YTD: 27.90%
• 6M: 24.54%
• 1Y: 48.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EPSB vs. SCDS - Yearly Performance Comparison

	2026 (YTD)	2025
EPSB Harbor SMID Cap Core ETF	21.25%	14.56%
SCDS JPMorgan Fundamental Data Science Small Core ETF	27.90%	23.57%

Correlation

The correlation between EPSB and SCDS is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 2, 2025	0.88

The correlation between EPSB and SCDS has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

EPSB vs. SCDS - Sectors Allocation Comparison

Sectors	EPSB	SCDS
Industrials	28.8%	16.3%
Technology	23.3%	23.8%
Financial Services	13.1%	15.2%
Consumer Cyclical	9.3%	10.3%
Healthcare	7.9%	13.8%
Basic Materials	6.4%	3.2%
Real Estate	5.7%	5.4%
Utilities	2.9%	2.3%
Energy	2.7%	4.8%
Communication Services	-	2.4%
Consumer Defensive	-	2.5%

Return for Risk

EPSB vs. SCDS — Risk / Return Rank

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

EPSB

EPSB Risk / Return Rank: 70
EPSB Sharpe Ratio Rank: 67
EPSB Sortino Ratio Rank: 72
EPSB Omega Ratio Rank: 62
EPSB Calmar Ratio Rank: 77
EPSB Martin Ratio Rank: 72

SCDS

SCDS Risk / Return Rank: 85
SCDS Sharpe Ratio Rank: 84
SCDS Sortino Ratio Rank: 85
SCDS Omega Ratio Rank: 77
SCDS Calmar Ratio Rank: 91
SCDS Martin Ratio Rank: 89

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.

EPSB vs. SCDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor SMID Cap Core ETF (EPSB) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). 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.

	EPSB	SCDS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.62	-0.51
Sortino ratio: Return per unit of downside risk	3.12	3.60	-0.48
Omega ratio: Gain probability vs. loss probability	1.36	1.44	-0.07
Calmar ratio: Return relative to maximum drawdown	3.82	5.51	-1.69
Martin ratio: Return relative to average drawdown	12.96	19.13	-6.18

EPSB vs. SCDS - Sharpe Ratio Comparison

The current EPSB Sharpe Ratio is 2.11, which is comparable to the SCDS Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of EPSB and SCDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EPSB vs. SCDS - Drawdown Comparison

The maximum EPSB drawdown since its inception was -8.46%, smaller than the maximum SCDS drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for EPSB and SCDS.

Drawdown Indicators

	EPSB	SCDS	Difference
Max Drawdown Largest peak-to-trough decline	-8.46%	-26.71%	+18.25%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-8.85%	+0.39%
Current Drawdown Current decline from peak	-0.48%	0.00%	-0.48%
Average Drawdown Average peak-to-trough decline	-1.53%	-5.16%	+3.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.54%	-0.05%

Volatility

EPSB vs. SCDS - Volatility Comparison

The current volatility for Harbor SMID Cap Core ETF (EPSB) is 4.80%, while JPMorgan Fundamental Data Science Small Core ETF (SCDS) has a volatility of 6.04%. This indicates that EPSB experiences smaller price fluctuations and is considered to be less risky than SCDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPSB	SCDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	6.04%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	13.57%	-2.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.34%	18.67%	-3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	21.26%	-5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	21.26%	-5.75%

EPSB vs. SCDS - Expense Ratio Comparison

EPSB has a 0.88% expense ratio, which is higher than SCDS's 0.40% expense ratio.

Dividends

EPSB vs. SCDS - Dividend Comparison

EPSB's dividend yield for the trailing twelve months is around 1.12%, more than SCDS's 0.88% yield.

Position	TTM	2025	2024
EPSB Harbor SMID Cap Core ETF	1.12%	1.36%	0.00%
SCDS JPMorgan Fundamental Data Science Small Core ETF	0.88%	1.15%	0.42%

Frequently Asked Questions

Can I hold both EPSB and SCDS in my portfolio?

EPSB and SCDS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPSB or SCDS?

SCDS has higher volatility (6.04%) compared to EPSB (4.80%). In terms of maximum drawdown, EPSB dropped -8.46% vs SCDS's -26.71%.

Which ETF is better, EPSB or SCDS?

On 1-year performance, SCDS leads with 48.53% vs 32.14% for EPSB. On fees, SCDS is cheaper at 0.40% per year. On volatility, EPSB has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPSB or SCDS?

Over the 1-year period, SCDS has performed better with a 48.53% return vs 32.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPSB or SCDS?

SCDS is cheaper with a 0.40% expense ratio, compared with 0.88% for EPSB.

Which ETF pays a higher dividend yield, EPSB or SCDS?

EPSB has the higher dividend yield at 1.12%, compared with 0.88% for SCDS.

What is the main difference between EPSB and SCDS?

They also come from different issuers: Harbor and JPMorgan. Their fees differ too: 0.88% for EPSB and 0.40% for SCDS.

Which has better risk-adjusted returns?

SCDS currently has the higher Sharpe Ratio (2.62 vs 2.11), 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.