JPSE vs. FSGS
Compare and contrast key facts about JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and First Trust SMID Growth Strength ETF (FSGS).
JPSE and FSGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSE is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Small Cap Equity Index. It was launched on Nov 15, 2016. FSGS is a passively managed fund by First Trust that tracks the performance of the SMID Growth Strength Index. It was launched on Jun 20, 2017. Both JPSE and FSGS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JPSE vs. FSGS - Performance Comparison
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JPSE vs. FSGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 4.88% | 8.77% | 8.07% | 15.87% | -14.40% | 29.31% | 12.49% | 22.95% | -8.61% | 10.41% |
FSGS First Trust SMID Growth Strength ETF | -4.02% | 2.41% | 6.38% | 15.98% | -13.17% | 25.56% | 10.26% | 21.31% | -11.92% | 10.39% |
Returns By Period
In the year-to-date period, JPSE achieves a 4.88% return, which is significantly higher than FSGS's -4.02% return.
JPSE
- 1D
- 2.12%
- 1M
- -3.77%
- YTD
- 4.88%
- 6M
- 6.09%
- 1Y
- 22.22%
- 3Y*
- 11.49%
- 5Y*
- 5.73%
- 10Y*
- —
FSGS
- 1D
- 2.68%
- 1M
- -4.80%
- YTD
- -4.02%
- 6M
- -6.45%
- 1Y
- 6.83%
- 3Y*
- 4.89%
- 5Y*
- 2.15%
- 10Y*
- —
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JPSE vs. FSGS - Expense Ratio Comparison
JPSE has a 0.29% expense ratio, which is lower than FSGS's 0.60% expense ratio.
Return for Risk
JPSE vs. FSGS — Risk / Return Rank
JPSE
FSGS
JPSE vs. FSGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and First Trust SMID Growth Strength ETF (FSGS). 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.
| JPSE | FSGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.34 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.66 | 0.66 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.57 | +1.12 |
Martin ratioReturn relative to average drawdown | 7.13 | 1.72 | +5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPSE | FSGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.34 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.11 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.28 | +0.16 |
Correlation
The correlation between JPSE and FSGS is 0.86, 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
JPSE vs. FSGS - Dividend Comparison
JPSE's dividend yield for the trailing twelve months is around 1.52%, while FSGS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 1.52% | 1.62% | 1.66% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
FSGS First Trust SMID Growth Strength ETF | 0.00% | 0.00% | 2.71% | 2.29% | 1.95% | 1.35% | 1.32% | 1.77% | 2.13% | 1.15% | 0.00% |
Drawdowns
JPSE vs. FSGS - Drawdown Comparison
The maximum JPSE drawdown since its inception was -43.02%, roughly equal to the maximum FSGS drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for JPSE and FSGS.
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Drawdown Indicators
| JPSE | FSGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.02% | -43.26% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -11.84% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -24.08% | -1.48% |
Current DrawdownCurrent decline from peak | -4.86% | -9.71% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -8.08% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.89% | -0.72% |
Volatility
JPSE vs. FSGS - Volatility Comparison
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 5.95% compared to First Trust SMID Growth Strength ETF (FSGS) at 5.40%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than FSGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSE | FSGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.40% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 11.33% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 19.90% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 20.16% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 22.95% | -1.02% |