JSTC vs. VEGA
JSTC (Adasina Social Justice All Cap Global ETF) and VEGA (AdvisorShares STAR Global Buy-Write ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, JSTC returned 6.37%/yr vs 6.69%/yr for VEGA. Their correlation of 0.83 means they have usually moved in the same direction. JSTC charges 0.89%/yr vs 2.02%/yr for VEGA.
Performance
JSTC vs. VEGA - Performance Comparison
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Returns By Period
In the year-to-date period, JSTC achieves a 11.63% return, which is significantly higher than VEGA's 5.98% 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%
VEGA
- 1D
- 0.15%
- 1M
- -0.55%
- 6M
- 3.67%
- YTD
- 5.98%
- 1Y
- 14.11%
- 3Y*
- 12.10%
- 5Y*
- 6.69%
- 10Y*
- 7.55%
- ALL TIME*
- 6.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.31M | $859.73K | $669.66K | |
| $235.51K | $205.05K | $288.45K |
JSTC vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JSTC Adasina Social Justice All Cap Global ETF | 11.63% | 12.02% | 8.96% | 15.67% | -17.58% | 19.28% | 2.48% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 5.98% | 15.83% | 11.20% | 15.12% | -15.02% | 12.36% | 1.94% |
Correlation
The correlation between JSTC and VEGA is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.83 |
The correlation between JSTC and VEGA has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
JSTC vs. VEGA — Risk / Return Rank
JSTC
VEGA
JSTC vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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.
| JSTC | VEGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.93 | -0.25 |
| Martin ratioReturn relative to average drawdown | 6.76 | 8.06 | -1.31 |
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Drawdowns
JSTC vs. VEGA - Drawdown Comparison
The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for JSTC and VEGA.
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Drawdown Indicators
| JSTC | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.82% | -28.37% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -6.86% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -11.62% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -22.78% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.37% | — |
Current DrawdownCurrent decline from peak | -1.45% | -1.56% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -3.76% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.64% | +0.83% |
Volatility
JSTC vs. VEGA - Volatility Comparison
Adasina Social Justice All Cap Global ETF (JSTC) has a higher volatility of 3.81% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 2.85%. This indicates that JSTC's price experiences larger fluctuations and is considered to be riskier than VEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSTC | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.85% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 8.06% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 9.87% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 12.29% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 12.73% | +3.02% |
JSTC vs. VEGA - Expense Ratio Comparison
JSTC has a 0.89% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Dividends
JSTC vs. VEGA - Dividend Comparison
JSTC's dividend yield for the trailing twelve months is around 1.22%, less than VEGA's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.27% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% |
Frequently Asked Questions
JSTC and VEGA have a correlation of 0.82, 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 VEGA (2.85%). In terms of maximum drawdown, JSTC dropped -26.82% vs VEGA's -28.37%.
On 5-year performance, VEGA leads with 6.69% vs 6.37% for JSTC. On fees, JSTC is cheaper at 0.89% per year. On volatility, VEGA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VEGA has performed better with a 6.69% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JSTC is cheaper with a 0.89% expense ratio, compared with 2.02% for VEGA.
VEGA has the higher dividend yield at 1.27%, compared with 1.22% for JSTC.
They also come from different issuers: Toroso Investments and AdvisorShares. Their fees differ too: 0.89% for JSTC and 2.02% for VEGA.
VEGA currently has the higher Sharpe Ratio (1.34 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.
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