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STBF vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STBF vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Short Term Bond ETF (STBF) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STBF achieves a 1.55% return, which is significantly higher than BBSB's 0.46% return.


STBF

1D
-0.10%
1M
0.40%
YTD
1.55%
6M
1.65%
1Y
5.10%
3Y*
5Y*
10Y*

BBSB

1D
0.07%
1M
0.16%
YTD
0.46%
6M
0.63%
1Y
2.97%
3Y*
4.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STBF vs. BBSB - Yearly Performance Comparison


Correlation

The correlation between STBF and BBSB is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2024

0.46

The correlation between STBF and BBSB shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STBF vs. BBSB — Risk / Return Rank

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

STBF
STBF Risk / Return Rank: 9494
Overall Rank
STBF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
STBF Sortino Ratio Rank: 9696
Sortino Ratio Rank
STBF Omega Ratio Rank: 9696
Omega Ratio Rank
STBF Calmar Ratio Rank: 9191
Calmar Ratio Rank
STBF Martin Ratio Rank: 9494
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8181
Overall Rank
BBSB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8585
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7878
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.

STBF vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Short Term Bond ETF (STBF) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.


STBFBBSBDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.70

1.48

+0.22

Calmar ratioReturn relative to maximum drawdown

5.11

3.48

+1.62

Martin ratioReturn relative to average drawdown

23.30

13.90

+9.40

STBF vs. BBSB - Sharpe Ratio Comparison

The current STBF Sharpe Ratio is 3.32, which is higher than the BBSB Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of STBF and BBSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STBF vs. BBSB - Drawdown Comparison

The maximum STBF drawdown since its inception was -1.18%, smaller than the maximum BBSB drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for STBF and BBSB.


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Drawdown Indicators


STBFBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.18%

-1.57%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-0.86%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.96%

Current Drawdown

Current decline from peak

-0.10%

-0.26%

+0.16%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.31%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.21%

+0.01%

Volatility

STBF vs. BBSB - Volatility Comparison

Performance Trust Short Term Bond ETF (STBF) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) have volatilities of 0.40% and 0.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STBFBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.41%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

0.90%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

1.28%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

1.66%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

1.66%

+0.09%

STBF vs. BBSB - Expense Ratio Comparison

STBF has a 0.65% expense ratio, which is higher than BBSB's 0.04% expense ratio.


Dividends

STBF vs. BBSB - Dividend Comparison

STBF's dividend yield for the trailing twelve months is around 4.87%, more than BBSB's 3.81% yield.


PositionTTM202520242023
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%
STBF
Performance Trust Short Term Bond ETF
4.87%5.09%4.18%0.00%

Frequently Asked Questions


STBF and BBSB have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBSB has higher volatility (0.41%) compared to STBF (0.40%). In terms of maximum drawdown, STBF dropped -1.18% vs BBSB's -1.57%.

On 1-year performance, STBF leads with 5.10% vs 2.97% for BBSB. On fees, BBSB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STBF has performed better with a 5.10% return vs 2.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.65% for STBF.

STBF has the higher dividend yield at 4.87%, compared with 3.81% for BBSB.

STBF is categorized as Short-Term Bond, while BBSB is Government Bonds. They also come from different issuers: Performance Trust and JPMorgan. Their fees differ too: 0.65% for STBF and 0.04% for BBSB.

STBF currently has the higher Sharpe Ratio (3.32 vs 2.34), 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.

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