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JPST vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPST achieves a 1.56% return, which is significantly lower than AVUV's 21.54% return.


JPST

1D
0.06%
1M
0.37%
YTD
1.56%
6M
1.76%
1Y
4.34%
3Y*
5.19%
5Y*
3.64%
10Y*

AVUV

1D
-0.96%
1M
5.44%
YTD
21.54%
6M
18.43%
1Y
40.75%
3Y*
19.22%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPST vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPST
JPMorgan Ultra-Short Income ETF
1.56%4.99%5.58%5.13%1.14%0.11%2.18%0.69%
AVUV
Avantis US Small Cap Value ETF
21.54%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between JPST and AVUV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.05

The correlation between JPST and AVUV shifts across timeframes, from 0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPST vs. AVUV — Risk / Return Rank

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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 8383
Overall Rank
AVUV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8484
Martin Ratio Rank
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.

JPST vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and Avantis US Small Cap Value ETF (AVUV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPSTAVUVDifference
Sharpe ratioReturn per unit of total volatility

+5.85

Sortino ratioReturn per unit of downside risk

+14.69

Omega ratioGain probability vs. loss probability

4.00

1.40

+2.59

Calmar ratioReturn relative to maximum drawdown

29.30

5.15

+24.15

Martin ratioReturn relative to average drawdown

143.82

15.34

+128.48

JPST vs. AVUV - Sharpe Ratio Comparison

The current JPST Sharpe Ratio is 8.18, which is higher than the AVUV Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of JPST and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPST vs. AVUV - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for JPST and AVUV.


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Drawdown Indicators


JPSTAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-49.42%

+46.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

-7.95%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-28.79%

+28.49%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

-28.79%

+28.00%

Current Drawdown

Current decline from peak

0.00%

-0.96%

+0.96%

Average Drawdown

Average peak-to-trough decline

-0.08%

-7.91%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.66%

-2.63%

Volatility

JPST vs. AVUV - Volatility Comparison

The current volatility for JPMorgan Ultra-Short Income ETF (JPST) is 0.16%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 4.66%. This indicates that JPST experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSTAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

4.66%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

11.37%

-11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

17.62%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

22.75%

-22.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

28.25%

-27.32%

JPST vs. AVUV - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JPST vs. AVUV - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.25%, more than AVUV's 1.62% yield.


PositionTTM202520242023202220212020201920182017
AVUV
Avantis US Small Cap Value ETF
1.62%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.25%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Frequently Asked Questions


JPST and AVUV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVUV has higher volatility (4.66%) compared to JPST (0.16%). In terms of maximum drawdown, JPST dropped -3.28% vs AVUV's -49.42%.

On 5-year performance, AVUV leads with 11.59% vs 3.64% for JPST. On fees, JPST is cheaper at 0.18% per year. On volatility, JPST has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.59% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPST is cheaper with a 0.18% expense ratio, compared with 0.25% for AVUV.

JPST has the higher dividend yield at 4.25%, compared with 1.62% for AVUV.

JPST is categorized as Ultrashort Bond, while AVUV is Small Cap Value Equities. They also come from different issuers: JPMorgan and Avantis. Their fees differ too: 0.18% for JPST and 0.25% for AVUV.

JPST currently has the higher Sharpe Ratio (8.18 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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