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

Correlation

The correlation between FLLV and JPST is 0.06, 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.


-0.50.00.51.00.1

Performance

FLLV vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty U.S. Low Volatility ETF (FLLV) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
131.69%
22.36%
FLLV
JPST

Key characteristics

Sharpe Ratio

FLLV:

1.12

JPST:

10.89

Sortino Ratio

FLLV:

1.58

JPST:

24.51

Omega Ratio

FLLV:

1.20

JPST:

5.59

Calmar Ratio

FLLV:

1.50

JPST:

56.90

Martin Ratio

FLLV:

5.25

JPST:

296.42

Ulcer Index

FLLV:

1.98%

JPST:

0.02%

Daily Std Dev

FLLV:

9.26%

JPST:

0.52%

Max Drawdown

FLLV:

-33.95%

JPST:

-3.28%

Current Drawdown

FLLV:

-6.03%

JPST:

-0.02%

Returns By Period

In the year-to-date period, FLLV achieves a 8.08% return, which is significantly higher than JPST's 5.43% return.


FLLV

YTD

8.08%

1M

-4.01%

6M

1.98%

1Y

9.37%

5Y*

9.17%

10Y*

N/A

JPST

YTD

5.43%

1M

0.35%

6M

2.75%

1Y

5.57%

5Y*

2.80%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLLV vs. JPST - Expense Ratio Comparison

FLLV has a 0.29% expense ratio, which is higher than JPST's 0.18% expense ratio.


FLLV
Franklin Liberty U.S. Low Volatility ETF
Expense ratio chart for FLLV: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for JPST: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

FLLV vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Low Volatility ETF (FLLV) 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.


Sharpe ratio
The chart of Sharpe ratio for FLLV, currently valued at 1.12, compared to the broader market0.002.004.001.1210.89
The chart of Sortino ratio for FLLV, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.001.5824.51
The chart of Omega ratio for FLLV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.205.59
The chart of Calmar ratio for FLLV, currently valued at 1.50, compared to the broader market0.005.0010.0015.001.5056.90
The chart of Martin ratio for FLLV, currently valued at 5.25, compared to the broader market0.0020.0040.0060.0080.00100.005.25296.42
FLLV
JPST

The current FLLV Sharpe Ratio is 1.12, which is lower than the JPST Sharpe Ratio of 10.89. The chart below compares the historical Sharpe Ratios of FLLV 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 Ratio0.002.004.006.008.0010.0012.00JulyAugustSeptemberOctoberNovemberDecember
1.12
10.89
FLLV
JPST

Dividends

FLLV vs. JPST - Dividend Comparison

FLLV's dividend yield for the trailing twelve months is around 2.79%, less than JPST's 5.21% yield.


TTM20232022202120202019201820172016
FLLV
Franklin Liberty U.S. Low Volatility ETF
2.79%1.75%0.00%1.41%0.00%1.31%0.00%1.44%0.50%
JPST
JPMorgan Ultra-Short Income ETF
5.21%4.80%1.83%0.73%1.43%2.68%2.07%0.96%0.00%

Drawdowns

FLLV vs. JPST - Drawdown Comparison

The maximum FLLV drawdown since its inception was -33.95%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for FLLV and JPST. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.03%
-0.02%
FLLV
JPST

Volatility

FLLV vs. JPST - Volatility Comparison

Franklin Liberty U.S. Low Volatility ETF (FLLV) has a higher volatility of 2.97% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.16%. This indicates that FLLV'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%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.97%
0.16%
FLLV
JPST
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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