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JSCP vs. AVSF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSCP vs. AVSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus ETF (JSCP) and Avantis Short-Term Fixed Income ETF (AVSF). The values are adjusted to include any dividend payments, if applicable.

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JSCP vs. AVSF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JSCP
JPMorgan Short Duration Core Plus ETF
0.17%6.86%5.06%6.22%-5.80%0.18%
AVSF
Avantis Short-Term Fixed Income ETF
0.12%6.57%3.81%5.25%-5.52%-0.73%

Returns By Period

In the year-to-date period, JSCP achieves a 0.17% return, which is significantly higher than AVSF's 0.12% return.


JSCP

1D
0.19%
1M
-0.80%
YTD
0.17%
6M
1.53%
1Y
4.90%
3Y*
5.41%
5Y*
2.45%
10Y*

AVSF

1D
0.20%
1M
-0.86%
YTD
0.12%
6M
1.32%
1Y
4.58%
3Y*
4.69%
5Y*
1.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSCP vs. AVSF - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than AVSF's 0.15% expense ratio.


Return for Risk

JSCP vs. AVSF — Risk / Return Rank

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

JSCP
JSCP Risk / Return Rank: 9595
Overall Rank
JSCP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
JSCP Sortino Ratio Rank: 9797
Sortino Ratio Rank
JSCP Omega Ratio Rank: 9696
Omega Ratio Rank
JSCP Calmar Ratio Rank: 9191
Calmar Ratio Rank
JSCP Martin Ratio Rank: 9595
Martin Ratio Rank

AVSF
AVSF Risk / Return Rank: 9393
Overall Rank
AVSF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AVSF Sortino Ratio Rank: 9696
Sortino Ratio Rank
AVSF Omega Ratio Rank: 9393
Omega Ratio Rank
AVSF Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVSF Martin Ratio Rank: 9393
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.

JSCP vs. AVSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and Avantis Short-Term Fixed Income ETF (AVSF). 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.


JSCPAVSFDifference

Sharpe ratio

Return per unit of total volatility

2.33

2.16

+0.17

Sortino ratio

Return per unit of downside risk

3.75

3.19

+0.56

Omega ratio

Gain probability vs. loss probability

1.49

1.43

+0.07

Calmar ratio

Return relative to maximum drawdown

3.13

3.26

-0.14

Martin ratio

Return relative to average drawdown

14.78

13.58

+1.20

JSCP vs. AVSF - Sharpe Ratio Comparison

The current JSCP Sharpe Ratio is 2.33, which is comparable to the AVSF Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JSCP and AVSF, 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


JSCPAVSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.16

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.71

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.66

+0.27

Correlation

The correlation between JSCP and AVSF is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JSCP vs. AVSF - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.60%, more than AVSF's 4.36% yield.


TTM202520242023202220212020
JSCP
JPMorgan Short Duration Core Plus ETF
4.60%4.64%4.76%4.13%2.51%1.09%0.00%
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.31%4.34%3.93%1.78%0.48%0.10%

Drawdowns

JSCP vs. AVSF - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, roughly equal to the maximum AVSF drawdown of -8.85%. Use the drawdown chart below to compare losses from any high point for JSCP and AVSF.


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Drawdown Indicators


JSCPAVSFDifference

Max Drawdown

Largest peak-to-trough decline

-8.90%

-8.85%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-1.42%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-8.90%

-8.85%

-0.05%

Current Drawdown

Current decline from peak

-0.80%

-0.86%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.12%

-2.26%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.34%

0.00%

Volatility

JSCP vs. AVSF - Volatility Comparison

The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.72%, while Avantis Short-Term Fixed Income ETF (AVSF) has a volatility of 0.86%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSCPAVSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.86%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

1.30%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

2.13%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

2.63%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.57%

2.54%

+0.03%