PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JUST vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

JUST vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.05%
14.25%
JUST
FSPGX

Returns By Period

In the year-to-date period, JUST achieves a 25.66% return, which is significantly lower than FSPGX's 30.71% return.


JUST

YTD

25.66%

1M

2.45%

6M

12.05%

1Y

31.80%

5Y (annualized)

15.28%

10Y (annualized)

N/A

FSPGX

YTD

30.71%

1M

4.10%

6M

14.25%

1Y

36.35%

5Y (annualized)

19.58%

10Y (annualized)

N/A

Key characteristics


JUSTFSPGX
Sharpe Ratio2.652.16
Sortino Ratio3.552.82
Omega Ratio1.491.40
Calmar Ratio3.602.77
Martin Ratio16.2410.84
Ulcer Index1.96%3.35%
Daily Std Dev12.00%16.80%
Max Drawdown-33.83%-32.66%
Current Drawdown-0.39%-1.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JUST vs. FSPGX - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is higher than FSPGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
Expense ratio chart for JUST: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between JUST and FSPGX is 0.93, 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.

Risk-Adjusted Performance

JUST vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for JUST, currently valued at 2.65, compared to the broader market0.002.004.002.652.16
The chart of Sortino ratio for JUST, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.0012.003.552.82
The chart of Omega ratio for JUST, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.40
The chart of Calmar ratio for JUST, currently valued at 3.60, compared to the broader market0.005.0010.0015.003.602.77
The chart of Martin ratio for JUST, currently valued at 16.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.2410.84
JUST
FSPGX

The current JUST Sharpe Ratio is 2.65, which is comparable to the FSPGX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JUST and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.65
2.16
JUST
FSPGX

Dividends

JUST vs. FSPGX - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 1.12%, more than FSPGX's 0.43% yield.


TTM20232022202120202019201820172016
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
1.12%1.37%1.51%1.07%1.36%1.86%1.10%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.43%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

JUST vs. FSPGX - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, roughly equal to the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for JUST and FSPGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.39%
-1.13%
JUST
FSPGX

Volatility

JUST vs. FSPGX - Volatility Comparison

The current volatility for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) is 3.92%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.29%. This indicates that JUST experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.92%
5.29%
JUST
FSPGX