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JPST vs. EVSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPST vs. EVSB - Performance Comparison

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

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JPST vs. EVSB - Yearly Performance Comparison


2026 (YTD)202520242023
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%1.63%
EVSB
Eaton Vance Ultra-Short Income ETF
0.90%5.12%6.04%1.84%

Returns By Period

In the year-to-date period, JPST achieves a 0.71% return, which is significantly lower than EVSB's 0.90% return.


JPST

1D
0.08%
1M
0.03%
YTD
0.71%
6M
1.89%
1Y
4.41%
3Y*
5.12%
5Y*
3.50%
10Y*

EVSB

1D
0.04%
1M
0.16%
YTD
0.90%
6M
2.04%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPST vs. EVSB - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is higher than EVSB's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JPST vs. EVSB — 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

EVSB
EVSB Risk / Return Rank: 9999
Overall Rank
EVSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EVSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
EVSB Omega Ratio Rank: 9999
Omega Ratio Rank
EVSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
EVSB Martin Ratio Rank: 9999
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. EVSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and Eaton Vance Ultra-Short Income ETF (EVSB). 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.


JPSTEVSBDifference

Sharpe ratio

Return per unit of total volatility

7.27

5.33

+1.94

Sortino ratio

Return per unit of downside risk

13.92

8.80

+5.12

Omega ratio

Gain probability vs. loss probability

3.41

2.52

+0.90

Calmar ratio

Return relative to maximum drawdown

14.93

15.04

-0.11

Martin ratio

Return relative to average drawdown

94.51

85.60

+8.91

JPST vs. EVSB - Sharpe Ratio Comparison

The current JPST Sharpe Ratio is 7.27, which is higher than the EVSB Sharpe Ratio of 5.33. The chart below compares the historical Sharpe Ratios of JPST and EVSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPSTEVSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.27

5.33

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.16

Sharpe Ratio (All Time)

Calculated using the full available price history

3.16

6.97

-3.81

Correlation

The correlation between JPST and EVSB is 0.32, 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.


Dividends

JPST vs. EVSB - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.36%, less than EVSB's 4.68% yield.


TTM202520242023202220212020201920182017
JPST
JPMorgan Ultra-Short Income ETF
4.36%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%
EVSB
Eaton Vance Ultra-Short Income ETF
4.68%4.63%5.18%1.21%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPST vs. EVSB - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, which is greater than EVSB's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for JPST and EVSB.


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Drawdown Indicators


JPSTEVSBDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-0.31%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-0.31%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.02%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.06%

-0.01%

Volatility

JPST vs. EVSB - Volatility Comparison

JPMorgan Ultra-Short Income ETF (JPST) and Eaton Vance Ultra-Short Income ETF (EVSB) have volatilities of 0.22% and 0.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSTEVSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

0.22%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

0.50%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

0.88%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.57%

0.83%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.94%

0.83%

+0.11%