RPAR vs. JSTC
RPAR (RPAR Risk Parity ETF) and JSTC (Adasina Social Justice All Cap Global ETF) are both exchange-traded funds - RPAR is a Global Allocation fund actively managed by Toroso Investments, while JSTC is a Global Equities fund actively managed by Toroso Investments. Both are actively managed. Over the past 5 years, RPAR returned 0.20%/yr vs 6.37%/yr for JSTC. Their 0.59 correlation means they have sometimes moved together and sometimes differently. RPAR charges 0.51%/yr vs 0.89%/yr for JSTC.
Performance
RPAR vs. JSTC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RPAR achieves a 2.65% return, which is significantly lower than JSTC's 11.63% return.
RPAR
- 1D
- -0.55%
- 1M
- -1.99%
- 6M
- -1.98%
- YTD
- 2.65%
- 1Y
- 11.54%
- 3Y*
- 7.20%
- 5Y*
- 0.20%
- 10Y*
- —
- ALL TIME*
- 3.72%
JSTC
- 1D
- -0.03%
- 1M
- -0.08%
- 6M
- 9.52%
- YTD
- 11.63%
- 1Y
- 17.52%
- 3Y*
- 12.41%
- 5Y*
- 6.37%
- 10Y*
- —
- ALL TIME*
- 8.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.31M | $859.73K | $669.66K | |
| $342.76K | $300.17K | $486.62K |
RPAR vs. JSTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RPAR RPAR Risk Parity ETF | 2.65% | 17.91% | 0.06% | 6.03% | -22.82% | 7.56% | 2.08% |
JSTC Adasina Social Justice All Cap Global ETF | 11.63% | 12.02% | 8.96% | 15.67% | -17.58% | 19.28% | 2.48% |
Correlation
The correlation between RPAR and JSTC is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.59 |
The correlation between RPAR and JSTC has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RPAR vs. JSTC — Risk / Return Rank
RPAR
JSTC
RPAR vs. JSTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) and Adasina Social Justice All Cap Global ETF (JSTC). 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.
| RPAR | JSTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.69 | -0.20 |
| Martin ratioReturn relative to average drawdown | 3.68 | 6.76 | -3.07 |
Loading charts...
Drawdowns
RPAR vs. JSTC - Drawdown Comparison
The maximum RPAR drawdown since its inception was -30.16%, which is greater than JSTC's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for RPAR and JSTC.
Loading charts...
Drawdown Indicators
| RPAR | JSTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.16% | -26.82% | -3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -9.93% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -11.26% | -16.72% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -30.16% | -26.82% | -3.34% |
Current DrawdownCurrent decline from peak | -7.05% | -1.45% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -6.45% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.47% | +0.80% |
Volatility
RPAR vs. JSTC - Volatility Comparison
The current volatility for RPAR Risk Parity ETF (RPAR) is 2.71%, while Adasina Social Justice All Cap Global ETF (JSTC) has a volatility of 3.81%. This indicates that RPAR experiences smaller price fluctuations and is considered to be less risky than JSTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RPAR | JSTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.81% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 11.76% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.56% | 14.12% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.50% | 16.06% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.65% | 15.75% | -3.10% |
RPAR vs. JSTC - Expense Ratio Comparison
RPAR has a 0.51% expense ratio, which is lower than JSTC's 0.89% expense ratio.
Dividends
RPAR vs. JSTC - Dividend Comparison
RPAR's dividend yield for the trailing twelve months is around 2.45%, more than JSTC's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JSTC Adasina Social Justice All Cap Global ETF | 1.22% | 1.34% | 1.11% | 1.03% | 0.83% | 0.96% | 0.00% | 0.00% |
RPAR RPAR Risk Parity ETF | 2.45% | 2.55% | 2.51% | 3.16% | 4.01% | 2.02% | 0.76% | 0.23% |
Frequently Asked Questions
RPAR and JSTC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSTC has higher volatility (3.81%) compared to RPAR (2.71%). In terms of maximum drawdown, RPAR dropped -30.16% vs JSTC's -26.82%.
On 5-year performance, JSTC leads with 6.37% vs 0.20% for RPAR. On fees, RPAR is cheaper at 0.51% per year. On volatility, RPAR has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JSTC has performed better with a 6.37% return vs 0.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RPAR is cheaper with a 0.51% expense ratio, compared with 0.89% for JSTC.
RPAR has the higher dividend yield at 2.45%, compared with 1.22% for JSTC.
RPAR is categorized as Global Allocation, while JSTC is Global Equities. Their fees differ too: 0.51% for RPAR and 0.89% for JSTC.
JSTC currently has the higher Sharpe Ratio (1.19 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RPAR and JSTC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer