JPSE vs. BIGZ

In the year-to-date period, JPSE achieves a -10.63% return, which is significantly higher than BIGZ's -11.31% return.

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This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Blackrock Innovation & Growth Trust (BIGZ). 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.

The current JPSE Sharpe Ratio is -0.11, which is lower than the BIGZ Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of JPSE and BIGZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JPSE's dividend yield for the trailing twelve months is around 1.89%, less than BIGZ's 15.92% yield.

The maximum JPSE drawdown since its inception was -43.02%, smaller than the maximum BIGZ drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for JPSE and BIGZ. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) is 12.56%, while Blackrock Innovation & Growth Trust (BIGZ) has a volatility of 17.79%. This indicates that JPSE experiences smaller price fluctuations and is considered to be less risky than BIGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.