JSCP vs. VABS
JSCP (JPMorgan Short Duration Core Plus ETF) and VABS (Virtus Newfleet ABS/MBS ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while VABS is a Mortgage Backed Securities fund actively managed by Virtus. Both are actively managed. Over the past 5 years, JSCP returned 2.42%/yr vs 3.26%/yr for VABS. Their 0.67 correlation means they have sometimes moved together and sometimes differently. JSCP charges 0.33%/yr vs 0.39%/yr for VABS.
Performance
JSCP vs. VABS - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.81% return, which is significantly lower than VABS's 2.04% return.
JSCP
- 1D
- -0.09%
- 1M
- -0.17%
- 6M
- 0.52%
- YTD
- 0.81%
- 1Y
- 3.14%
- 3Y*
- 5.52%
- 5Y*
- 2.42%
- 10Y*
- —
- ALL TIME*
- 2.35%
VABS
- 1D
- -0.08%
- 1M
- 0.13%
- 6M
- 1.54%
- YTD
- 2.04%
- 1Y
- 3.38%
- 3Y*
- 6.16%
- 5Y*
- 3.26%
- 10Y*
- —
- ALL TIME*
- 3.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.77M | $14.57M | $12.08M | |
| $47.74K | $55.28K | $583.29K |
JSCP vs. VABS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.81% | 6.86% | 5.06% | 6.22% | -5.80% | 0.15% |
VABS Virtus Newfleet ABS/MBS ETF | 2.04% | 5.40% | 7.59% | 7.61% | -5.24% | 0.37% |
Correlation
The correlation between JSCP and VABS is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.67 |
The correlation between JSCP and VABS has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.
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Return for Risk
JSCP vs. VABS — Risk / Return Rank
JSCP
VABS
JSCP vs. VABS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and Virtus Newfleet ABS/MBS ETF (VABS). 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.
| JSCP | VABS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.80 | -0.86 |
| Martin ratioReturn relative to average drawdown | 10.89 | 9.93 | +0.96 |
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Drawdowns
JSCP vs. VABS - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, which is greater than VABS's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for JSCP and VABS.
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Drawdown Indicators
| JSCP | VABS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -7.12% | -1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -0.98% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -1.42% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -7.12% | -1.78% |
Current DrawdownCurrent decline from peak | -0.23% | -0.12% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -1.38% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.38% | -0.04% |
Volatility
JSCP vs. VABS - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.43%, while Virtus Newfleet ABS/MBS ETF (VABS) has a volatility of 0.47%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than VABS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | VABS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 0.47% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.34% | 1.14% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 1.89% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.58% | 2.31% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.53% | 2.22% | +0.31% |
JSCP vs. VABS - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is lower than VABS's 0.39% expense ratio.
Dividends
JSCP vs. VABS - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.46%, less than VABS's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.07% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% |
VABS Virtus Newfleet ABS/MBS ETF | 5.03% | 4.94% | 5.05% | 4.13% | 2.47% | 1.47% |
Frequently Asked Questions
JSCP and VABS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VABS has higher volatility (0.47%) compared to JSCP (0.43%). In terms of maximum drawdown, JSCP dropped -8.90% vs VABS's -7.12%.
On 5-year performance, VABS leads with 3.26% vs 2.42% for JSCP. On fees, JSCP is cheaper at 0.33% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VABS has performed better with a 3.26% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JSCP is cheaper with a 0.33% expense ratio, compared with 0.39% for VABS.
VABS has the higher dividend yield at 5.03%, compared with 4.07% for JSCP.
JSCP is categorized as Short-Term Bond, while VABS is Mortgage Backed Securities. They also come from different issuers: JPMorgan and Virtus. Their fees differ too: 0.33% for JSCP and 0.39% for VABS.
JSCP currently has the higher Sharpe Ratio (2.15 vs 1.98), 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.
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