JPSE vs. PULS
Compare and contrast key facts about JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and PGIM Ultra Short Bond ETF (PULS).
JPSE and PULS 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. PULS is an actively managed fund by Prudential. It was launched on Apr 5, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSE or PULS.
Key characteristics
| JPSE | PULS | |
|---|---|---|
| YTD Return | 17.75% | 5.37% |
| 1Y Return | 36.53% | 6.63% |
| 3Y Return (Ann) | 4.24% | 4.38% |
| 5Y Return (Ann) | 12.24% | 3.09% |
| Sharpe Ratio | 1.98 | 12.38 |
| Sortino Ratio | 2.88 | 31.08 |
| Omega Ratio | 1.36 | 8.08 |
| Calmar Ratio | 2.17 | 65.70 |
| Martin Ratio | 11.28 | 405.23 |
| Ulcer Index | 3.41% | 0.02% |
| Daily Std Dev | 19.40% | 0.54% |
| Max Drawdown | -43.02% | -5.85% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPSE and PULS is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JPSE vs. PULS - Performance Comparison
In the year-to-date period, JPSE achieves a 17.75% return, which is significantly higher than PULS's 5.37% 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. PULS - Expense Ratio Comparison
JPSE has a 0.29% expense ratio, which is higher than PULS's 0.15% expense ratio.
Risk-Adjusted Performance
JPSE vs. PULS - 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 PGIM Ultra Short Bond ETF (PULS). 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. PULS - Dividend Comparison
JPSE's dividend yield for the trailing twelve months is around 1.58%, less than PULS's 5.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 1.58% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
PULS PGIM Ultra Short Bond ETF | 5.70% | 5.48% | 2.30% | 1.19% | 1.85% | 2.92% | 1.87% | 0.00% | 0.00% |
Drawdowns
JPSE vs. PULS - Drawdown Comparison
The maximum JPSE drawdown since its inception was -43.02%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for JPSE and PULS. For additional features, visit the drawdowns tool.
Volatility
JPSE vs. PULS - Volatility Comparison
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 6.92% compared to PGIM Ultra Short Bond ETF (PULS) at 0.15%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.