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JPUS vs. AFOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPUS vs. AFOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and ARS Focused Opportunities Strategy ETF (AFOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPUS achieves a 14.06% return, which is significantly lower than AFOS's 33.60% return.


JPUS

1D
0.69%
1M
2.24%
YTD
14.06%
6M
12.77%
1Y
23.09%
3Y*
16.23%
5Y*
10.14%
10Y*
12.10%

AFOS

1D
2.47%
1M
3.16%
YTD
33.60%
6M
31.56%
1Y
83.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPUS vs. AFOS - Yearly Performance Comparison


Correlation

The correlation between JPUS and AFOS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.53

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Return for Risk

JPUS vs. AFOS — Risk / Return Rank

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

JPUS
JPUS Risk / Return Rank: 7979
Overall Rank
JPUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JPUS Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPUS Omega Ratio Rank: 7676
Omega Ratio Rank
JPUS Calmar Ratio Rank: 7575
Calmar Ratio Rank
JPUS Martin Ratio Rank: 8080
Martin Ratio Rank

AFOS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JPUS vs. AFOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and ARS Focused Opportunities Strategy ETF (AFOS). 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.


JPUSAFOSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

13.47

JPUS vs. AFOS - Sharpe Ratio Comparison


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Drawdowns

JPUS vs. AFOS - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than AFOS's maximum drawdown of -11.52%. Use the drawdown chart below to compare losses from any high point for JPUS and AFOS.


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Drawdown Indicators


JPUSAFOSDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-11.52%

-27.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-11.52%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

0.00%

-2.33%

+2.33%

Average Drawdown

Average peak-to-trough decline

-3.81%

-1.43%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

JPUS vs. AFOS - Volatility Comparison


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Volatility by Period


JPUSAFOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

21.58%

-11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

21.58%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

21.58%

-4.84%

JPUS vs. AFOS - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than AFOS's 0.45% expense ratio.


Dividends

JPUS vs. AFOS - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.00%, more than AFOS's 0.22% yield.


PositionTTM20252024202320222021202020192018201720162015
AFOS
ARS Focused Opportunities Strategy ETF
0.22%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPUS
JPMorgan Diversified Return US Equity ETF
2.00%2.27%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.77%0.48%

Frequently Asked Questions


JPUS and AFOS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, AFOS leads with 83.17% vs 23.09% for JPUS. On fees, JPUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AFOS has performed better with a 83.17% return vs 23.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPUS is cheaper with a 0.18% expense ratio, compared with 0.45% for AFOS.

JPUS has the higher dividend yield at 2.00%, compared with 0.22% for AFOS.

They also come from different issuers: JPMorgan and ARS Investment Partners. Their fees differ too: 0.18% for JPUS and 0.45% for AFOS.

Portfolio Optimizer

Find the right allocation for JPUS and AFOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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