Correlation
The correlation between JSTC and VOO is 0.87, 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.
JSTC vs. VOO
Compare and contrast key facts about Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard S&P 500 ETF (VOO).
JSTC and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSTC is an actively managed fund by Toroso Investments. It was launched on Dec 10, 2020. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSTC or VOO.
Performance
JSTC vs. VOO - Performance Comparison
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Key characteristics
JSTC:
0.81
VOO:
0.70
JSTC:
1.04
VOO:
1.05
JSTC:
1.14
VOO:
1.15
JSTC:
0.66
VOO:
0.69
JSTC:
2.82
VOO:
2.62
JSTC:
3.90%
VOO:
4.93%
JSTC:
16.68%
VOO:
19.55%
JSTC:
-26.82%
VOO:
-33.99%
JSTC:
-0.96%
VOO:
-3.45%
Returns By Period
In the year-to-date period, JSTC achieves a 4.68% return, which is significantly higher than VOO's 1.00% return.
JSTC
4.68%
5.00%
0.34%
13.30%
8.07%
N/A
N/A
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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JSTC vs. VOO - Expense Ratio Comparison
JSTC has a 0.89% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JSTC vs. VOO — Risk-Adjusted Performance Rank
JSTC
VOO
JSTC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
JSTC vs. VOO - Dividend Comparison
JSTC's dividend yield for the trailing twelve months is around 1.06%, less than VOO's 1.29% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JSTC Adasina Social Justice All Cap Global ETF | 1.06% | 1.11% | 1.03% | 0.83% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JSTC vs. VOO - Drawdown Comparison
The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JSTC and VOO.
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Volatility
JSTC vs. VOO - Volatility Comparison
The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 3.73%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that JSTC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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