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FICS vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FICS and JPST is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FICS vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Developed Capital Strength ETF (FICS) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
36.44%
14.38%
FICS
JPST

Key characteristics

Sharpe Ratio

FICS:

0.89

JPST:

8.80

Sortino Ratio

FICS:

1.40

JPST:

17.47

Omega Ratio

FICS:

1.19

JPST:

4.10

Calmar Ratio

FICS:

1.33

JPST:

18.14

Martin Ratio

FICS:

3.40

JPST:

129.60

Ulcer Index

FICS:

4.36%

JPST:

0.04%

Daily Std Dev

FICS:

15.40%

JPST:

0.61%

Max Drawdown

FICS:

-29.16%

JPST:

-3.28%

Current Drawdown

FICS:

-1.29%

JPST:

-0.02%

Returns By Period

In the year-to-date period, FICS achieves a 14.25% return, which is significantly higher than JPST's 1.69% return.


FICS

YTD

14.25%

1M

8.33%

6M

9.81%

1Y

13.53%

5Y*

N/A

10Y*

N/A

JPST

YTD

1.69%

1M

0.58%

6M

2.35%

1Y

5.32%

5Y*

3.07%

10Y*

N/A

*Annualized

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FICS vs. JPST - Expense Ratio Comparison

FICS has a 0.70% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

FICS vs. JPST — Risk-Adjusted Performance Rank

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

FICS
The Risk-Adjusted Performance Rank of FICS is 8181
Overall Rank
The Sharpe Ratio Rank of FICS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FICS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FICS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FICS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FICS is 7878
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
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.

FICS vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and JPMorgan Ultra-Short Income ETF (JPST). 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 current FICS Sharpe Ratio is 0.89, which is lower than the JPST Sharpe Ratio of 8.80. The chart below compares the historical Sharpe Ratios of FICS and JPST, 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 Ratio0.002.004.006.008.0010.0012.00December2025FebruaryMarchAprilMay
0.89
8.80
FICS
JPST

Dividends

FICS vs. JPST - Dividend Comparison

FICS's dividend yield for the trailing twelve months is around 2.01%, less than JPST's 4.91% yield.


TTM20242023202220212020201920182017
FICS
First Trust International Developed Capital Strength ETF
2.01%2.01%1.02%1.89%1.27%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.91%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

FICS vs. JPST - Drawdown Comparison

The maximum FICS drawdown since its inception was -29.16%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for FICS and JPST. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.29%
-0.02%
FICS
JPST

Volatility

FICS vs. JPST - Volatility Comparison

First Trust International Developed Capital Strength ETF (FICS) has a higher volatility of 4.32% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.24%. This indicates that FICS's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
4.32%
0.24%
FICS
JPST