JPEF vs. BBLU

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and Ea Bridgeway Blue Chip ETF (BBLU).

JPEF and BBLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022.

Performance

JPEF vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Focus ETF (JPEF) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

JPEF vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JPEF JPMorgan Equity Focus ETF	-3.42%	12.07%	28.19%	5.72%
BBLU Ea Bridgeway Blue Chip ETF	-3.31%	18.40%	27.47%	4.40%

Returns By Period

The year-to-date returns for both investments are quite close, with JPEF having a -3.42% return and BBLU slightly higher at -3.31%.

JPEF

• 1D: 0.45%
• 1M: -4.69%
• YTD: -3.42%
• 6M: -2.03%
• 1Y: 13.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBLU

• 1D: -0.03%
• 1M: -3.06%
• YTD: -3.31%
• 6M: -1.04%
• 1Y: 17.64%
• 3Y*: 20.20%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPEF vs. BBLU - Expense Ratio Comparison

JPEF has a 0.50% expense ratio, which is higher than BBLU's 0.15% expense ratio.

JPEF

JPMorgan Equity Focus ETF

BBLU

Ea Bridgeway Blue Chip ETF

Return for Risk

JPEF vs. BBLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPEF

JPEF Risk / Return Rank: 46
JPEF Sharpe Ratio Rank: 40
JPEF Sortino Ratio Rank: 42
JPEF Omega Ratio Rank: 46
JPEF Calmar Ratio Rank: 46
JPEF Martin Ratio Rank: 57

BBLU

BBLU Risk / Return Rank: 60
BBLU Sharpe Ratio Rank: 56
BBLU Sortino Ratio Rank: 59
BBLU Omega Ratio Rank: 62
BBLU Calmar Ratio Rank: 56
BBLU Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPEF vs. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) and Ea Bridgeway Blue Chip ETF (BBLU). 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.

	JPEF	BBLU	Difference
Sharpe ratio Return per unit of total volatility	0.78	1.04	-0.26
Sortino ratio Return per unit of downside risk	1.24	1.58	-0.34
Omega ratio Gain probability vs. loss probability	1.19	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.28	1.52	-0.24
Martin ratio Return relative to average drawdown	5.85	6.78	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPEF vs. BBLU - Sharpe Ratio Comparison

The current JPEF Sharpe Ratio is 0.78, which is comparable to the BBLU Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of JPEF and BBLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JPEF	BBLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.04	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	1.56	-0.54

Correlation

The correlation between JPEF and BBLU is 0.87, 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.

Dividends

JPEF vs. BBLU - Dividend Comparison

JPEF's dividend yield for the trailing twelve months is around 0.72%, less than BBLU's 1.30% yield.

	TTM	2025	2024	2023	2022
JPEF JPMorgan Equity Focus ETF	0.72%	0.70%	0.71%	0.39%	0.00%
BBLU Ea Bridgeway Blue Chip ETF	1.30%	1.25%	1.39%	1.68%	32.08%

Drawdowns

JPEF vs. BBLU - Drawdown Comparison

The maximum JPEF drawdown since its inception was -18.09%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for JPEF and BBLU.

Drawdown Indicators

	JPEF	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-18.09%	-17.20%	-0.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.01%	-11.21%	+0.20%
Current Drawdown Current decline from peak	-5.38%	-4.93%	-0.45%
Average Drawdown Average peak-to-trough decline	-2.22%	-2.04%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.51%	-0.10%

Volatility

JPEF vs. BBLU - Volatility Comparison

JPMorgan Equity Focus ETF (JPEF) has a higher volatility of 5.06% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 4.29%. This indicates that JPEF's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPEF	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	4.29%	+0.77%
Volatility (6M) Calculated over the trailing 6-month period	9.01%	8.42%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	17.03%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	14.71%	+0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	14.71%	+0.50%