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

Key characteristics


RDVIJPST
YTD Return21.32%4.87%
1Y Return37.07%6.07%
Sharpe Ratio2.4711.53
Sortino Ratio3.6128.84
Omega Ratio1.456.43
Calmar Ratio4.6661.95
Martin Ratio15.79358.42
Ulcer Index2.33%0.02%
Daily Std Dev14.86%0.53%
Max Drawdown-12.56%-3.28%
Current Drawdown-0.76%-0.04%

Correlation

-0.50.00.51.00.0

The correlation between RDVI and JPST is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

RDVI vs. JPST - Performance Comparison

In the year-to-date period, RDVI achieves a 21.32% return, which is significantly higher than JPST's 4.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.74%
2.77%
RDVI
JPST

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RDVI vs. JPST - Expense Ratio Comparison

RDVI has a 0.75% expense ratio, which is higher than JPST's 0.18% expense ratio.


RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
Expense ratio chart for RDVI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for JPST: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

RDVI vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) 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.


RDVI
Sharpe ratio
The chart of Sharpe ratio for RDVI, currently valued at 2.47, compared to the broader market-2.000.002.004.006.002.47
Sortino ratio
The chart of Sortino ratio for RDVI, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.0012.003.61
Omega ratio
The chart of Omega ratio for RDVI, currently valued at 1.45, compared to the broader market1.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for RDVI, currently valued at 4.66, compared to the broader market0.005.0010.0015.004.66
Martin ratio
The chart of Martin ratio for RDVI, currently valued at 15.79, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.79
JPST
Sharpe ratio
The chart of Sharpe ratio for JPST, currently valued at 11.53, compared to the broader market-2.000.002.004.006.0011.53
Sortino ratio
The chart of Sortino ratio for JPST, currently valued at 28.84, compared to the broader market-2.000.002.004.006.008.0010.0012.0028.84
Omega ratio
The chart of Omega ratio for JPST, currently valued at 6.43, compared to the broader market1.001.502.002.503.006.43
Calmar ratio
The chart of Calmar ratio for JPST, currently valued at 61.95, compared to the broader market0.005.0010.0015.0061.95
Martin ratio
The chart of Martin ratio for JPST, currently valued at 358.42, compared to the broader market0.0020.0040.0060.0080.00100.00120.00358.42

RDVI vs. JPST - Sharpe Ratio Comparison

The current RDVI Sharpe Ratio is 2.47, which is lower than the JPST Sharpe Ratio of 11.53. The chart below compares the historical Sharpe Ratios of RDVI and JPST, 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 Ratio0.002.004.006.008.0010.0012.00JuneJulyAugustSeptemberOctoberNovember
2.47
11.53
RDVI
JPST

Dividends

RDVI vs. JPST - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 7.88%, more than JPST's 5.27% yield.


TTM2023202220212020201920182017
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
7.88%8.45%1.53%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
5.27%4.80%1.83%0.73%1.43%2.68%2.07%0.96%

Drawdowns

RDVI vs. JPST - Drawdown Comparison

The maximum RDVI drawdown since its inception was -12.56%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for RDVI and JPST. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.76%
-0.04%
RDVI
JPST

Volatility

RDVI vs. JPST - Volatility Comparison

FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) has a higher volatility of 7.02% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that RDVI's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.02%
0.15%
RDVI
JPST