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UITB vs. BBAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UITB vs. BBAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Core Intermediate Bond ETF (UITB) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). The values are adjusted to include any dividend payments, if applicable.

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UITB vs. BBAG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UITB
VictoryShares Core Intermediate Bond ETF
0.03%7.32%1.81%6.49%-12.23%-0.88%7.99%11.40%0.75%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.11%7.27%1.26%5.41%-13.26%-1.79%7.31%8.31%1.00%

Returns By Period

In the year-to-date period, UITB achieves a 0.03% return, which is significantly lower than BBAG's 0.11% return.


UITB

1D
0.30%
1M
-1.76%
YTD
0.03%
6M
0.98%
1Y
4.34%
3Y*
4.13%
5Y*
0.74%
10Y*

BBAG

1D
0.30%
1M
-1.73%
YTD
0.11%
6M
1.03%
1Y
4.51%
3Y*
3.61%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UITB vs. BBAG - Expense Ratio Comparison

UITB has a 0.38% expense ratio, which is higher than BBAG's 0.03% expense ratio.


Return for Risk

UITB vs. BBAG — Risk / Return Rank

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

UITB
UITB Risk / Return Rank: 5959
Overall Rank
UITB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UITB Sortino Ratio Rank: 5959
Sortino Ratio Rank
UITB Omega Ratio Rank: 4949
Omega Ratio Rank
UITB Calmar Ratio Rank: 7070
Calmar Ratio Rank
UITB Martin Ratio Rank: 5353
Martin Ratio Rank

BBAG
BBAG Risk / Return Rank: 5656
Overall Rank
BBAG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBAG Omega Ratio Rank: 4848
Omega Ratio Rank
BBAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
BBAG Martin Ratio Rank: 5050
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.

UITB vs. BBAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Intermediate Bond ETF (UITB) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). 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.


UITBBBAGDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.01

+0.05

Sortino ratio

Return per unit of downside risk

1.53

1.43

+0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.79

1.81

-0.02

Martin ratio

Return relative to average drawdown

5.16

4.90

+0.26

UITB vs. BBAG - Sharpe Ratio Comparison

The current UITB Sharpe Ratio is 1.06, which is comparable to the BBAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of UITB and BBAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UITBBBAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.01

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.02

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.33

+0.14

Correlation

The correlation between UITB and BBAG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UITB vs. BBAG - Dividend Comparison

UITB's dividend yield for the trailing twelve months is around 4.10%, less than BBAG's 4.32% yield.


TTM202520242023202220212020201920182017
UITB
VictoryShares Core Intermediate Bond ETF
4.10%4.04%3.89%3.14%2.32%1.95%2.79%3.01%2.99%0.50%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.32%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%0.00%

Drawdowns

UITB vs. BBAG - Drawdown Comparison

The maximum UITB drawdown since its inception was -17.02%, smaller than the maximum BBAG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for UITB and BBAG.


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Drawdown Indicators


UITBBBAGDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-18.73%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-2.61%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-18.06%

+1.04%

Current Drawdown

Current decline from peak

-1.76%

-2.90%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.40%

-6.31%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.96%

-0.07%

Volatility

UITB vs. BBAG - Volatility Comparison

The current volatility for VictoryShares Core Intermediate Bond ETF (UITB) is 1.55%, while JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) has a volatility of 1.83%. This indicates that UITB experiences smaller price fluctuations and is considered to be less risky than BBAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UITBBBAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.83%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

2.71%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.47%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.91%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

5.84%

-0.84%