HUSV vs. JPST
Compare and contrast key facts about First Trust Horizon Managed Volatility Domestic ETF (HUSV) and JPMorgan Ultra-Short Income ETF (JPST).
HUSV and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUSV is an actively managed fund by First Trust. It was launched on Aug 24, 2016. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUSV or JPST.
Key characteristics
| HUSV | JPST | |
|---|---|---|
| YTD Return | 14.00% | 4.37% |
| 1Y Return | 18.73% | 6.50% |
| 3Y Return (Ann) | 6.51% | 3.46% |
| 5Y Return (Ann) | 8.54% | 2.74% |
| Sharpe Ratio | 2.17 | 12.64 |
| Daily Std Dev | 9.02% | 0.52% |
| Max Drawdown | -35.72% | -3.28% |
| Current Drawdown | -0.24% | 0.00% |
Correlation
The correlation between HUSV and JPST is 0.07, 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
HUSV vs. JPST - Performance Comparison
In the year-to-date period, HUSV achieves a 14.00% return, which is significantly higher than JPST's 4.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HUSV vs. JPST - Expense Ratio Comparison
HUSV has a 0.70% expense ratio, which is higher than JPST's 0.18% expense ratio.
Risk-Adjusted Performance
HUSV vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) 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.
Dividends
HUSV vs. JPST - Dividend Comparison
HUSV's dividend yield for the trailing twelve months is around 1.28%, less than JPST's 5.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.28% | 1.80% | 1.68% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% |
JPST JPMorgan Ultra-Short Income ETF | 5.27% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% |
Drawdowns
HUSV vs. JPST - Drawdown Comparison
The maximum HUSV drawdown since its inception was -35.72%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for HUSV and JPST. For additional features, visit the drawdowns tool.
Volatility
HUSV vs. JPST - Volatility Comparison
First Trust Horizon Managed Volatility Domestic ETF (HUSV) has a higher volatility of 2.36% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.18%. This indicates that HUSV'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.