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JUST vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUST vs. SPIT - 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 F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUST achieves a 10.86% return, which is significantly lower than SPIT's 29.38% return.


JUST

1D
-0.21%
1M
1.15%
6M
9.61%
YTD
10.86%
1Y
22.02%
3Y*
20.97%
5Y*
12.31%
10Y*

SPIT

1D
-0.73%
1M
5.43%
6M
22.94%
YTD
29.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUST vs. SPIT - Yearly Performance Comparison


Correlation

The correlation between JUST and SPIT is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.75

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Return for Risk

JUST vs. SPIT — Risk / Return Rank

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

JUST
JUST Risk / Return Rank: 6767
Overall Rank
JUST Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JUST Sortino Ratio Rank: 6767
Sortino Ratio Rank
JUST Omega Ratio Rank: 6565
Omega Ratio Rank
JUST Calmar Ratio Rank: 6262
Calmar Ratio Rank
JUST Martin Ratio Rank: 7474
Martin Ratio Rank

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SPIT - 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 F/m Emerald Special Situations ETF (SPIT). 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.


JUSTSPITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

11.07

JUST vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

JUST vs. SPIT - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for JUST and SPIT.


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Drawdown Indicators


JUSTSPITDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-12.49%

-21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

Current Drawdown

Current decline from peak

-1.44%

-3.89%

+2.45%

Average Drawdown

Average peak-to-trough decline

-5.07%

-2.49%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

JUST vs. SPIT - Volatility Comparison


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Volatility by Period


JUSTSPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

26.38%

-13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

26.38%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

26.38%

-7.31%

JUST vs. SPIT - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

JUST vs. SPIT - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 0.96%, less than SPIT's 5.55% yield.


PositionTTM20252024202320222021202020192018
JUST
Goldman Sachs JUST U.S. Large Cap Equity ETF
0.96%1.02%1.11%1.37%1.51%1.07%1.36%1.86%1.11%
SPIT
F/m Emerald Special Situations ETF
5.55%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JUST and SPIT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JUST is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JUST is cheaper with a 0.20% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.55%, compared with 0.96% for JUST.

They also come from different issuers: Goldman Sachs and F/m Investments. Their fees differ too: 0.20% for JUST and 0.89% for SPIT.

Portfolio Optimizer

Find the right allocation for JUST and SPIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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