PortfoliosLab logoPortfoliosLab logo
JSTC vs. PID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSTC vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JSTC achieves a 11.63% return, which is significantly higher than PID's 8.06% return.


JSTC

1D
-0.03%
1M
-0.08%
6M
9.52%
YTD
11.63%
1Y
17.52%
3Y*
12.41%
5Y*
6.37%
10Y*
ALL TIME*
8.55%

PID

1D
-0.89%
1M
3.23%
6M
4.55%
YTD
8.06%
1Y
17.63%
3Y*
12.62%
5Y*
9.36%
10Y*
9.15%
ALL TIME*
5.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.31M$859.73K$669.66K
$1.28M$1.81M$1.50M

JSTC vs. PID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JSTC
Adasina Social Justice All Cap Global ETF
11.63%12.02%8.96%15.67%-17.58%19.28%2.48%
PID
Invesco International Dividend Achievers™ ETF
8.06%24.45%3.08%14.28%-6.48%24.49%-0.11%

Correlation

The correlation between JSTC and PID is 0.51, 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.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.75

Over the past year, the correlation between JSTC and PID has dropped to 0.51 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

JSTC vs. PID - Sectors Allocation Comparison


Sectors
JSTC
PID

Technology

28.6%
8.5%

Financial Services

23.5%
18.7%

Industrials

18.4%
8.1%

Healthcare

9.8%
8.6%

Communication Services

7.2%
13.5%

Consumer Cyclical

4.1%
6.5%

Consumer Defensive

3.2%
7.1%

Utilities

2.6%
14.6%

Basic Materials

1.9%
3.5%

Real Estate

0.7%
0.5%

Energy

0.0%
10.4%

Technology

JSTC
28.6%
PID
8.5%

Financial Services

JSTC
23.5%
PID
18.7%

Industrials

JSTC
18.4%
PID
8.1%

Healthcare

JSTC
9.8%
PID
8.6%

Communication Services

JSTC
7.2%
PID
13.5%

Consumer Cyclical

JSTC
4.1%
PID
6.5%

Consumer Defensive

JSTC
3.2%
PID
7.1%

Utilities

JSTC
2.6%
PID
14.6%

Basic Materials

JSTC
1.9%
PID
3.5%

Real Estate

JSTC
0.7%
PID
0.5%

Energy

JSTC
0.0%
PID
10.4%

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

JSTC vs. PID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JSTC
JSTC Risk / Return Rank: 4949
Overall Rank
JSTC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 4848
Sortino Ratio Rank
JSTC Omega Ratio Rank: 4545
Omega Ratio Rank
JSTC Calmar Ratio Rank: 4747
Calmar Ratio Rank
JSTC Martin Ratio Rank: 5656
Martin Ratio Rank

PID
PID Risk / Return Rank: 7474
Overall Rank
PID Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8282
Sortino Ratio Rank
PID Omega Ratio Rank: 7878
Omega Ratio Rank
PID Calmar Ratio Rank: 6868
Calmar Ratio Rank
PID Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JSTC vs. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Invesco International Dividend Achievers™ ETF (PID). 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.


JSTCPIDDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.69

2.35

-0.66

Martin ratioReturn relative to average drawdown

6.76

7.45

-0.69

JSTC vs. PID - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.19, which is lower than the PID Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JSTC and PID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JSTC vs. PID - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for JSTC and PID.


Loading charts...

Drawdown Indicators


JSTCPIDDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-66.34%

+39.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-7.47%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-11.39%

-5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-22.97%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

Current Drawdown

Current decline from peak

-1.45%

-1.08%

-0.37%

Average Drawdown

Average peak-to-trough decline

-6.45%

-12.95%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.35%

+0.12%

Volatility

JSTC vs. PID - Volatility Comparison

Adasina Social Justice All Cap Global ETF (JSTC) has a higher volatility of 3.81% compared to Invesco International Dividend Achievers™ ETF (PID) at 2.68%. This indicates that JSTC's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JSTCPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

2.68%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

7.84%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.12%

9.75%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

13.92%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

17.56%

-1.81%

JSTC vs. PID - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than PID's 0.56% expense ratio.


Dividends

JSTC vs. PID - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.22%, less than PID's 3.45% yield.


PositionTTM20252024202320222021202020192018201720162015
JSTC
Adasina Social Justice All Cap Global ETF
1.22%1.34%1.11%1.03%0.83%0.96%0.00%0.00%0.00%0.00%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.45%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Frequently Asked Questions


JSTC and PID have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JSTC has higher volatility (3.81%) compared to PID (2.68%). In terms of maximum drawdown, JSTC dropped -26.82% vs PID's -66.34%.

On 5-year performance, PID leads with 9.36% vs 6.37% for JSTC. On fees, PID is cheaper at 0.56% per year. On volatility, PID has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PID has performed better with a 9.36% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PID is cheaper with a 0.56% expense ratio, compared with 0.89% for JSTC.

PID has the higher dividend yield at 3.45%, compared with 1.22% for JSTC.

They also come from different issuers: Toroso Investments and Invesco. Their fees differ too: 0.89% for JSTC and 0.56% for PID.

PID currently has the higher Sharpe Ratio (1.80 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for JSTC and PID

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