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JIDA vs. BBIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JIDABBIN

Correlation

-0.50.00.51.00.8

The correlation between JIDA and BBIN is 0.82, 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.

Performance

JIDA vs. BBIN - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
-2.96%
JIDA
BBIN

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


JIDA vs. BBIN - Expense Ratio Comparison

JIDA has a 0.25% expense ratio, which is higher than BBIN's 0.07% 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%.


JIDA
JPMorgan ActiveBuilders International Equity ETF
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BBIN: 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%

Risk-Adjusted Performance

JIDA vs. BBIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders International Equity ETF (JIDA) and JPMorgan BetaBuilders International Equity ETF (BBIN). 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.


JIDA
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
BBIN
Sharpe ratio
The chart of Sharpe ratio for BBIN, currently valued at 1.07, compared to the broader market-2.000.002.004.001.07
Sortino ratio
The chart of Sortino ratio for BBIN, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.55
Omega ratio
The chart of Omega ratio for BBIN, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for BBIN, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.71
Martin ratio
The chart of Martin ratio for BBIN, currently valued at 5.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.63

JIDA vs. BBIN - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.00
1.07
JIDA
BBIN

Dividends

JIDA vs. BBIN - Dividend Comparison

JIDA has not paid dividends to shareholders, while BBIN's dividend yield for the trailing twelve months is around 3.38%.


TTM20232022202120202019
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%0.00%
BBIN
JPMorgan BetaBuilders International Equity ETF
3.38%3.20%2.83%3.54%1.07%0.09%

Drawdowns

JIDA vs. BBIN - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.73%
-8.61%
JIDA
BBIN

Volatility

JIDA vs. BBIN - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders International Equity ETF (JIDA) is 0.00%, while JPMorgan BetaBuilders International Equity ETF (BBIN) has a volatility of 5.75%. This indicates that JIDA experiences smaller price fluctuations and is considered to be less risky than BBIN 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%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
5.75%
JIDA
BBIN