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JAGG vs. BBSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JAGG and BBSA is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

JAGG vs. BBSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Aggregate Bond ETF (JAGG) and JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.88%
2.81%
JAGG
BBSA

Key characteristics

Returns By Period


JAGG

YTD

0.96%

1M

-0.58%

6M

0.90%

1Y

1.22%

5Y*

-0.65%

10Y*

N/A

BBSA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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JAGG vs. BBSA - Expense Ratio Comparison

JAGG has a 0.07% expense ratio, which is higher than BBSA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JAGG
JPMorgan U.S. Aggregate Bond ETF
Expense ratio chart for JAGG: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BBSA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

JAGG vs. BBSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Aggregate Bond ETF (JAGG) and JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA). 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 JAGG, currently valued at 0.23, compared to the broader market0.002.004.000.241.71
The chart of Sortino ratio for JAGG, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.362.50
The chart of Omega ratio for JAGG, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.36
The chart of Calmar ratio for JAGG, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.091.18
The chart of Martin ratio for JAGG, currently valued at 0.64, compared to the broader market0.0020.0040.0060.0080.00100.000.646.66
JAGG
BBSA


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.24
1.71
JAGG
BBSA

Dividends

JAGG vs. BBSA - Dividend Comparison

JAGG's dividend yield for the trailing twelve months is around 4.22%, while BBSA has not paid dividends to shareholders.


TTM202320222021202020192018
JAGG
JPMorgan U.S. Aggregate Bond ETF
4.22%3.60%2.23%1.44%1.93%2.78%0.16%
BBSA
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
3.16%2.93%1.57%1.67%2.04%2.02%0.00%

Drawdowns

JAGG vs. BBSA - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.14%
-0.84%
JAGG
BBSA

Volatility

JAGG vs. BBSA - Volatility Comparison

JPMorgan U.S. Aggregate Bond ETF (JAGG) has a higher volatility of 1.67% compared to JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF (BBSA) at 0.00%. This indicates that JAGG's price experiences larger fluctuations and is considered to be riskier than BBSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
0
JAGG
BBSA
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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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