JPST vs. VUG
JPST (JPMorgan Ultra-Short Income ETF) and VUG (Vanguard Growth ETF) are both exchange-traded funds - JPST is a Ultrashort Bond fund actively managed by JPMorgan, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. JPST is actively managed, while VUG is passively managed. Over the past 5 years, JPST returned 3.64%/yr vs 14.43%/yr for VUG. At a 0.09 correlation, their price movements are largely independent. JPST charges 0.18%/yr vs 0.03%/yr for VUG.
Performance
JPST vs. VUG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPST achieves a 1.56% return, which is significantly lower than VUG's 7.94% return.
JPST
- 1D
- 0.06%
- 1M
- 0.37%
- YTD
- 1.56%
- 6M
- 1.76%
- 1Y
- 4.34%
- 3Y*
- 5.19%
- 5Y*
- 3.64%
- 10Y*
- —
VUG
- 1D
- 2.81%
- 1M
- 0.27%
- YTD
- 7.94%
- 6M
- 9.17%
- 1Y
- 26.29%
- 3Y*
- 24.04%
- 5Y*
- 14.43%
- 10Y*
- 18.30%
JPST vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 1.56% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 0.98% |
VUG Vanguard Growth ETF | 7.94% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 13.71% |
Correlation
The correlation between JPST and VUG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 19, 2017 | 0.09 |
The correlation between JPST and VUG shifts across timeframes, from 0.09 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPST vs. VUG — Risk / Return Rank
JPST
VUG
JPST vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and Vanguard Growth ETF (VUG). 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.
| JPST | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.59 | ||
| Sortino ratioReturn per unit of downside risk | +15.83 | ||
| Omega ratioGain probability vs. loss probability | 4.00 | 1.28 | +2.71 |
| Calmar ratioReturn relative to maximum drawdown | 29.30 | 1.60 | +27.70 |
| Martin ratioReturn relative to average drawdown | 143.82 | 5.50 | +138.32 |
Loading charts...
Drawdowns
JPST vs. VUG - Drawdown Comparison
The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JPST and VUG.
Loading charts...
Drawdown Indicators
| JPST | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.28% | -50.68% | +47.40% |
Max Drawdown (1Y)Largest decline over 1 year | -0.15% | -16.53% | +16.38% |
Max Drawdown (3Y)Largest decline over 3 years | -0.30% | -22.85% | +22.55% |
Max Drawdown (5Y)Largest decline over 5 years | -0.79% | -35.61% | +34.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.90% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -7.09% | +7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 4.79% | -4.76% |
Volatility
JPST vs. VUG - Volatility Comparison
The current volatility for JPMorgan Ultra-Short Income ETF (JPST) is 0.16%, while Vanguard Growth ETF (VUG) has a volatility of 6.32%. This indicates that JPST experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPST | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.16% | 6.32% | -6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 0.36% | 13.28% | -12.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.53% | 16.65% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 22.34% | -21.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.93% | 21.51% | -20.58% |
JPST vs. VUG - Expense Ratio Comparison
JPST has a 0.18% expense ratio, which is higher than VUG's 0.03% 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%.
Dividends
JPST vs. VUG - Dividend Comparison
JPST's dividend yield for the trailing twelve months is around 4.25%, more than VUG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.38% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
JPST and VUG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUG has higher volatility (6.32%) compared to JPST (0.16%). In terms of maximum drawdown, JPST dropped -3.28% vs VUG's -50.68%.
On 5-year performance, VUG leads with 14.43% vs 3.64% for JPST. On fees, VUG is cheaper at 0.03% 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, VUG has performed better with a 14.43% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VUG is cheaper with a 0.03% expense ratio, compared with 0.18% for JPST.
JPST has the higher dividend yield at 4.25%, compared with 0.38% for VUG.
JPST is categorized as Ultrashort Bond, while VUG is Large Cap Growth Equities. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.18% for JPST and 0.03% for VUG.
JPST currently has the higher Sharpe Ratio (8.18 vs 1.59), 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.
Find the right allocation for JPST and VUG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer