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JUST vs. VSDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUST vs. VSDA - 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 VictoryShares Dividend Accelerator ETF (VSDA). The values are adjusted to include any dividend payments, if applicable.

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JUST vs. VSDA - 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%
VSDA
VictoryShares Dividend Accelerator ETF
3.70%6.67%9.40%8.74%-4.42%21.95%12.72%31.39%-3.92%

Returns By Period

In the year-to-date period, JUST achieves a -4.08% return, which is significantly lower than VSDA's 3.70% return.


JUST

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

VSDA

1D
0.98%
1M
-6.88%
YTD
3.70%
6M
3.36%
1Y
8.38%
3Y*
8.99%
5Y*
7.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUST vs. VSDA - Expense Ratio Comparison

JUST has a 0.20% expense ratio, which is lower than VSDA's 0.35% expense ratio.


Return for Risk

JUST vs. VSDA — 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

VSDA
VSDA Risk / Return Rank: 3333
Overall Rank
VSDA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 3333
Sortino Ratio Rank
VSDA Omega Ratio Rank: 3030
Omega Ratio Rank
VSDA Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSDA Martin Ratio Rank: 3333
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. VSDA - 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 VictoryShares Dividend Accelerator ETF (VSDA). 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.


JUSTVSDADifference

Sharpe ratio

Return per unit of total volatility

0.97

0.57

+0.39

Sortino ratio

Return per unit of downside risk

1.48

0.92

+0.56

Omega ratio

Gain probability vs. loss probability

1.22

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.47

0.90

+0.56

Martin ratio

Return relative to average drawdown

7.04

2.89

+4.15

JUST vs. VSDA - Sharpe Ratio Comparison

The current JUST Sharpe Ratio is 0.97, which is higher than the VSDA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JUST and VSDA, 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


JUSTVSDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.57

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.56

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.67

+0.01

Correlation

The correlation between JUST and VSDA is 0.75, 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. VSDA - Dividend Comparison

JUST's dividend yield for the trailing twelve months is around 1.08%, less than VSDA's 2.64% yield.


TTM202520242023202220212020201920182017
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%
VSDA
VictoryShares Dividend Accelerator ETF
2.64%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%

Drawdowns

JUST vs. VSDA - Drawdown Comparison

The maximum JUST drawdown since its inception was -33.83%, which is greater than VSDA's maximum drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for JUST and VSDA.


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Drawdown Indicators


JUSTVSDADifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-32.12%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-10.75%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-16.14%

-8.58%

Current Drawdown

Current decline from peak

-6.12%

-7.18%

+1.06%

Average Drawdown

Average peak-to-trough decline

-5.20%

-3.60%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.36%

-0.77%

Volatility

JUST vs. VSDA - Volatility Comparison

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) has a higher volatility of 5.06% compared to VictoryShares Dividend Accelerator ETF (VSDA) at 3.53%. This indicates that JUST's price experiences larger fluctuations and is considered to be riskier than VSDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUSTVSDADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

3.53%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

7.92%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

14.76%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

13.99%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

16.67%

+2.57%