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

Performance

JSTC vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard Total International Stock ETF (VXUS). 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 11.04% return, which is significantly lower than VXUS's 15.39% return.


JSTC

1D
0.18%
1M
5.97%
YTD
11.04%
6M
12.18%
1Y
18.64%
3Y*
14.14%
5Y*
6.65%
10Y*

VXUS

1D
0.75%
1M
4.81%
YTD
15.39%
6M
18.56%
1Y
32.67%
3Y*
19.70%
5Y*
8.88%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSTC vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JSTC
Adasina Social Justice All Cap Global ETF
11.04%12.02%8.96%15.67%-17.58%19.28%2.16%
VXUS
Vanguard Total International Stock ETF
15.39%32.35%5.08%15.86%-16.08%8.98%1.95%

Correlation

The correlation between JSTC and VXUS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.86

The correlation between JSTC and VXUS has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

JSTC vs. VXUS - Sectors Allocation Comparison


Sectors
JSTC
VXUS

Technology

27.2%
18.1%

Financial Services

22.5%
22.3%

Industrials

16.7%
16.1%

Healthcare

10.3%
7.1%

Communication Services

7.7%
4.4%

Consumer Cyclical

4.6%
8.4%

Consumer Defensive

3.0%
5.0%

Utilities

1.8%
3.2%

Basic Materials

0.8%
7.6%

Real Estate

0.5%
2.6%

Energy

0.0%
5.2%

Technology

JSTC
27.2%
VXUS
18.1%

Financial Services

JSTC
22.5%
VXUS
22.3%

Industrials

JSTC
16.7%
VXUS
16.1%

Healthcare

JSTC
10.3%
VXUS
7.1%

Communication Services

JSTC
7.7%
VXUS
4.4%

Consumer Cyclical

JSTC
4.6%
VXUS
8.4%

Consumer Defensive

JSTC
3.0%
VXUS
5.0%

Utilities

JSTC
1.8%
VXUS
3.2%

Basic Materials

JSTC
0.8%
VXUS
7.6%

Real Estate

JSTC
0.5%
VXUS
2.6%

Energy

JSTC
0.0%
VXUS
5.2%

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. VXUS — Risk / Return Rank

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

JSTC
JSTC Risk / Return Rank: 4040
Overall Rank
JSTC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 3939
Sortino Ratio Rank
JSTC Omega Ratio Rank: 3737
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3838
Calmar Ratio Rank
JSTC Martin Ratio Rank: 4646
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6363
Overall Rank
VXUS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6565
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6565
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.

JSTC vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard Total International Stock ETF (VXUS). 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.


JSTCVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.16

-0.76

Sortino ratio

Return per unit of downside risk

2.04

2.96

-0.92

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

1.91

3.02

-1.11

Martin ratio

Return relative to average drawdown

7.80

11.82

-4.02

JSTC vs. VXUS - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.40, which is lower than the VXUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JSTC and VXUS, 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...

Sharpe Ratios by Period


JSTCVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.16

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.56

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.16

Drawdowns

JSTC vs. VXUS - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JSTC and VXUS.


Loading charts...

Drawdown Indicators


JSTCVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-35.97%

+9.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-11.27%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-13.58%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-29.44%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.60%

-8.22%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.88%

-0.44%

Volatility

JSTC vs. VXUS - Volatility Comparison

The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 4.30%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.57%. This indicates that JSTC experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JSTCVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.57%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

12.97%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

15.19%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

16.04%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

17.16%

-1.40%

JSTC vs. VXUS - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

JSTC vs. VXUS - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.21%, less than VXUS's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
JSTC
Adasina Social Justice All Cap Global ETF
1.21%1.34%1.11%1.03%0.83%0.96%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.63%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


JSTC and VXUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (5.57%) compared to JSTC (4.30%). In terms of maximum drawdown, JSTC dropped -26.82% vs VXUS's -35.97%.

On 5-year performance, VXUS leads with 8.88% vs 6.65% for JSTC. On fees, VXUS is cheaper at 0.05% per year. On volatility, JSTC has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VXUS has performed better with a 8.88% return vs 6.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.89% for JSTC.

VXUS has the higher dividend yield at 2.63%, compared with 1.21% for JSTC.

They also come from different issuers: Toroso Investments and Vanguard. Their fees differ too: 0.89% for JSTC and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (2.16 vs 1.40), 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 VXUS

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