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VABS vs. JSCP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VABS and JSCP is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VABS vs. JSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet ABS/MBS ETF (VABS) and JPMorgan Short Duration Core Plus ETF (JSCP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

VABS:

2.67%

JSCP:

2.71%

Max Drawdown

VABS:

-0.21%

JSCP:

-0.24%

Current Drawdown

VABS:

-0.02%

JSCP:

-0.16%

Returns By Period


VABS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JSCP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VABS vs. JSCP - Expense Ratio Comparison

VABS has a 0.39% expense ratio, which is higher than JSCP's 0.33% expense ratio.


Risk-Adjusted Performance

VABS vs. JSCP — Risk-Adjusted Performance Rank

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

VABS
The Risk-Adjusted Performance Rank of VABS is 9898
Overall Rank
The Sharpe Ratio Rank of VABS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VABS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VABS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VABS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VABS is 9797
Martin Ratio Rank

JSCP
The Risk-Adjusted Performance Rank of JSCP is 9797
Overall Rank
The Sharpe Ratio Rank of JSCP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSCP is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSCP is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSCP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSCP is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VABS vs. JSCP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet ABS/MBS ETF (VABS) and JPMorgan Short Duration Core Plus ETF (JSCP). 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.



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Dividends

VABS vs. JSCP - Dividend Comparison

VABS has not paid dividends to shareholders, while JSCP's dividend yield for the trailing twelve months is around 4.84%.


TTM2024202320222021
VABS
Virtus Newfleet ABS/MBS ETF
0.00%0.00%0.00%0.00%0.00%
JSCP
JPMorgan Short Duration Core Plus ETF
4.84%0.00%0.00%0.00%0.00%

Drawdowns

VABS vs. JSCP - Drawdown Comparison

The maximum VABS drawdown since its inception was -0.21%, smaller than the maximum JSCP drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for VABS and JSCP. For additional features, visit the drawdowns tool.


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Volatility

VABS vs. JSCP - Volatility Comparison


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