JPSE vs. PFFA
Compare and contrast key facts about JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA).
JPSE and PFFA 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 Chase that tracks the performance of the JPMorgan Diversified Factor US Small Cap Equity Index. It was launched on Nov 15, 2016. PFFA is an actively managed fund by Virtus Investment Partners. It was launched on May 15, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSE or PFFA.
Key characteristics
| JPSE | PFFA | |
|---|---|---|
| YTD Return | 2.81% | 5.54% |
| 1Y Return | 18.29% | 27.46% |
| 3Y Return (Ann) | 3.26% | 4.68% |
| 5Y Return (Ann) | 10.05% | 5.84% |
| Sharpe Ratio | 1.09 | 2.59 |
| Daily Std Dev | 17.46% | 10.92% |
| Max Drawdown | -43.02% | -70.52% |
| Current Drawdown | -1.62% | 0.00% |
Correlation
The correlation between JPSE and PFFA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JPSE vs. PFFA - Performance Comparison
In the year-to-date period, JPSE achieves a 2.81% return, which is significantly lower than PFFA's 5.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPSE vs. PFFA - Expense Ratio Comparison
JPSE has a 0.29% expense ratio, which is lower than PFFA's 1.47% expense ratio.
Risk-Adjusted Performance
JPSE vs. PFFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.
Dividends
JPSE vs. PFFA - Dividend Comparison
JPSE's dividend yield for the trailing twelve months is around 1.77%, less than PFFA's 9.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 1.77% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 9.40% | 9.56% | 10.75% | 7.64% | 8.54% | 10.02% | 5.15% | 0.00% | 0.00% |
Drawdowns
JPSE vs. PFFA - Drawdown Comparison
The maximum JPSE drawdown since its inception was -43.02%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for JPSE and PFFA. For additional features, visit the drawdowns tool.
Volatility
JPSE vs. PFFA - Volatility Comparison
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 3.75% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.66%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.