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LDSF vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LDSF and JPST is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

LDSF vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Strategic Focus ETF (LDSF) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

LDSF:

0.54%

JPST:

0.65%

Max Drawdown

LDSF:

0.00%

JPST:

-0.04%

Current Drawdown

LDSF:

0.00%

JPST:

-0.02%

Returns By Period


LDSF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPST

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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LDSF vs. JPST - Expense Ratio Comparison

LDSF has a 0.77% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

LDSF vs. JPST — Risk-Adjusted Performance Rank

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

LDSF
The Risk-Adjusted Performance Rank of LDSF is 9595
Overall Rank
The Sharpe Ratio Rank of LDSF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LDSF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LDSF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of LDSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDSF is 9393
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LDSF vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Strategic Focus ETF (LDSF) and JPMorgan Ultra-Short Income ETF (JPST). 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.



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Dividends

LDSF vs. JPST - Dividend Comparison

LDSF's dividend yield for the trailing twelve months is around 4.59%, while JPST has not paid dividends to shareholders.


TTM202420232022202120202019
LDSF
First Trust Low Duration Strategic Focus ETF
4.59%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LDSF vs. JPST - Drawdown Comparison

The maximum LDSF drawdown since its inception was 0.00%, smaller than the maximum JPST drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for LDSF and JPST. For additional features, visit the drawdowns tool.


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Volatility

LDSF vs. JPST - Volatility Comparison


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