GSJY vs. JPM
Compare and contrast key facts about Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and JPMorgan Chase & Co. (JPM).
GSJY is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Japan Equity Index. It was launched on Mar 2, 2016.
Performance
GSJY vs. JPM - Performance Comparison
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GSJY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 7.13% | 26.22% | 8.89% | 19.18% | -16.15% | 0.41% | 13.81% | 18.29% | -11.56% | 25.50% |
JPM JPMorgan Chase & Co. | -7.92% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Returns By Period
In the year-to-date period, GSJY achieves a 7.13% return, which is significantly higher than JPM's -7.92% return. Over the past 10 years, GSJY has underperformed JPM with an annualized return of 9.18%, while JPM has yielded a comparatively higher 20.50% annualized return.
GSJY
- 1D
- 2.57%
- 1M
- -3.83%
- YTD
- 7.13%
- 6M
- 12.44%
- 1Y
- 33.14%
- 3Y*
- 17.98%
- 5Y*
- 7.56%
- 10Y*
- 9.18%
JPM
- 1D
- 0.41%
- 1M
- -0.73%
- YTD
- -7.92%
- 6M
- -4.04%
- 1Y
- 23.71%
- 3Y*
- 34.51%
- 5Y*
- 16.89%
- 10Y*
- 20.50%
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Return for Risk
GSJY vs. JPM — Risk / Return Rank
GSJY
JPM
GSJY vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and JPMorgan Chase & Co. (JPM). 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.
| GSJY | JPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.94 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.34 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.48 | +0.82 |
Martin ratioReturn relative to average drawdown | 8.67 | 4.00 | +4.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSJY | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.94 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.70 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.75 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.18 |
Correlation
The correlation between GSJY and JPM is 0.42, 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.
Dividends
GSJY vs. JPM - Dividend Comparison
GSJY's dividend yield for the trailing twelve months is around 1.85%, less than JPM's 1.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 1.85% | 1.99% | 1.64% | 2.11% | 2.13% | 1.73% | 1.22% | 2.79% | 3.28% | 1.70% | 2.09% | 0.00% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Drawdowns
GSJY vs. JPM - Drawdown Comparison
The maximum GSJY drawdown since its inception was -32.53%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for GSJY and JPM.
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Drawdown Indicators
| GSJY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -76.16% | +43.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -15.47% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.53% | -38.77% | +6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | -43.63% | +11.10% |
Current DrawdownCurrent decline from peak | -7.92% | -11.72% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -17.66% | +10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 5.72% | -1.99% |
Volatility
GSJY vs. JPM - Volatility Comparison
Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) has a higher volatility of 9.24% compared to JPMorgan Chase & Co. (JPM) at 6.28%. This indicates that GSJY's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSJY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 6.28% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 17.19% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 25.24% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 24.34% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 27.38% | -10.41% |