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JUST vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUST vs. IVV - 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 iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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JUST vs. IVV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
-4.08%17.60%23.73%24.86%-17.88%26.89%19.59%31.54%-9.62%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-8.68%

Returns By Period

In the year-to-date period, JUST achieves a -4.08% return, which is significantly higher than IVV's -4.38% return.


JUST

1D
2.89%
1M
-4.66%
YTD
-4.08%
6M
-0.85%
1Y
17.59%
3Y*
17.81%
5Y*
11.04%
10Y*

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUST vs. IVV - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is higher than IVV's 0.03% 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%.


Return for Risk

JUST vs. IVV — Risk / Return Rank

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

JUST
JUST Risk / Return Rank: 6161
Overall Rank
JUST Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JUST Sortino Ratio Rank: 5858
Sortino Ratio Rank
JUST Omega Ratio Rank: 6262
Omega Ratio Rank
JUST Calmar Ratio Rank: 5959
Calmar Ratio Rank
JUST Martin Ratio Rank: 7070
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

JUST vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and iShares Core S&P 500 ETF (IVV). 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.


JUSTIVVDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.97

0.00

Sortino ratio

Return per unit of downside risk

1.48

1.49

0.00

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.47

1.53

-0.07

Martin ratio

Return relative to average drawdown

7.04

7.32

-0.29

JUST vs. IVV - Sharpe Ratio Comparison

The current JUST Sharpe Ratio is 0.97, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of JUST and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JUSTIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.97

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.70

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.42

+0.25

Correlation

The correlation between JUST and IVV is 0.99, 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.


Dividends

JUST vs. IVV - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 1.08%, less than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
1.08%1.02%1.11%1.37%1.51%1.07%1.36%1.86%1.11%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

JUST vs. IVV - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for JUST and IVV.


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Drawdown Indicators


JUSTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-55.25%

+21.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-12.06%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-24.53%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-6.12%

-6.26%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.20%

-10.85%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.53%

+0.06%

Volatility

JUST vs. IVV - Volatility Comparison

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and iShares Core S&P 500 ETF (IVV) have volatilities of 5.06% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUSTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

5.30%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

9.45%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

18.31%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

16.89%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

18.04%

+1.20%