TPSC vs. JPST
Compare and contrast key facts about Timothy Plan US Small Cap Core ETF (TPSC) and JPMorgan Ultra-Short Income ETF (JPST).
TPSC and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPSC is a passively managed fund by Timothy Plan that tracks the performance of the Victory U.S. Small Cap Volatility Weighted BRI. It was launched on Dec 2, 2019. JPST is an actively managed fund by JPMorgan Chase. It was launched on May 17, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPSC or JPST.
Performance
TPSC vs. JPST - Performance Comparison
Returns By Period
In the year-to-date period, TPSC achieves a 16.61% return, which is significantly higher than JPST's 5.06% return.
TPSC
16.61%
5.52%
13.58%
30.94%
N/A
N/A
JPST
5.06%
0.31%
2.89%
6.04%
2.76%
N/A
Key characteristics
| TPSC | JPST | |
|---|---|---|
| Sharpe Ratio | 1.58 | 11.56 |
| Sortino Ratio | 2.34 | 28.68 |
| Omega Ratio | 1.28 | 6.48 |
| Calmar Ratio | 2.53 | 61.30 |
| Martin Ratio | 9.02 | 355.60 |
| Ulcer Index | 3.32% | 0.02% |
| Daily Std Dev | 19.01% | 0.52% |
| Max Drawdown | -41.57% | -3.28% |
| Current Drawdown | -3.11% | 0.00% |
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TPSC vs. JPST - Expense Ratio Comparison
TPSC has a 0.52% expense ratio, which is higher than JPST's 0.18% expense ratio.
Correlation
The correlation between TPSC and JPST is 0.06, 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.
Risk-Adjusted Performance
TPSC vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) 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.
Dividends
TPSC vs. JPST - Dividend Comparison
TPSC's dividend yield for the trailing twelve months is around 0.93%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 0.93% | 1.06% | 1.08% | 1.12% | 1.48% | 0.07% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
TPSC vs. JPST - Drawdown Comparison
The maximum TPSC drawdown since its inception was -41.57%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for TPSC and JPST. For additional features, visit the drawdowns tool.
Volatility
TPSC vs. JPST - Volatility Comparison
Timothy Plan US Small Cap Core ETF (TPSC) has a higher volatility of 7.34% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.16%. This indicates that TPSC'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.