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VCAR vs. JAGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCAR vs. JAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). The values are adjusted to include any dividend payments, if applicable.

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VCAR vs. JAGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
-22.35%-14.73%152.27%58.33%-61.11%18.52%4.79%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.11%7.27%1.26%5.41%-13.26%-1.79%0.11%

Returns By Period

In the year-to-date period, VCAR achieves a -22.35% return, which is significantly lower than JAGG's 0.11% return.


VCAR

1D
4.57%
1M
-10.10%
YTD
-22.35%
6M
-49.41%
1Y
-0.94%
3Y*
25.43%
5Y*
6.75%
10Y*

JAGG

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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VCAR vs. JAGG - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than JAGG's 0.03% expense ratio.


Return for Risk

VCAR vs. JAGG — Risk / Return Rank

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

VCAR
VCAR Risk / Return Rank: 1414
Overall Rank
VCAR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VCAR Sortino Ratio Rank: 1818
Sortino Ratio Rank
VCAR Omega Ratio Rank: 1717
Omega Ratio Rank
VCAR Calmar Ratio Rank: 1111
Calmar Ratio Rank
VCAR Martin Ratio Rank: 1111
Martin Ratio Rank

JAGG
JAGG Risk / Return Rank: 5757
Overall Rank
JAGG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JAGG Sortino Ratio Rank: 5555
Sortino Ratio Rank
JAGG Omega Ratio Rank: 4949
Omega Ratio Rank
JAGG Calmar Ratio Rank: 7171
Calmar Ratio Rank
JAGG Martin Ratio Rank: 5252
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.

VCAR vs. JAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). 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.


VCARJAGGDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.01

-1.03

Sortino ratio

Return per unit of downside risk

0.45

1.43

-0.98

Omega ratio

Gain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.05

1.81

-1.86

Martin ratio

Return relative to average drawdown

-0.10

4.90

-5.00

VCAR vs. JAGG - Sharpe Ratio Comparison

The current VCAR Sharpe Ratio is -0.02, which is lower than the JAGG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VCAR and JAGG, 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


VCARJAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.01

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.02

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.33

-0.23

Correlation

The correlation between VCAR and JAGG is 0.09, 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.


Dividends

VCAR vs. JAGG - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 29.62%, more than JAGG's 4.32% yield.


TTM20252024202320222021202020192018
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
29.62%23.87%0.62%0.00%0.83%0.00%0.00%0.00%0.00%
JAGG
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%

Drawdowns

VCAR vs. JAGG - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, which is greater than JAGG's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for VCAR and JAGG.


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Drawdown Indicators


VCARJAGGDifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-18.73%

-50.38%

Max Drawdown (1Y)

Largest decline over 1 year

-53.92%

-2.61%

-51.31%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-18.06%

-51.05%

Current Drawdown

Current decline from peak

-51.82%

-2.90%

-48.92%

Average Drawdown

Average peak-to-trough decline

-37.48%

-6.31%

-31.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.42%

0.96%

+24.46%

Volatility

VCAR vs. JAGG - Volatility Comparison

Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 11.07% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) at 1.83%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier than JAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCARJAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

1.83%

+9.24%

Volatility (6M)

Calculated over the trailing 6-month period

39.16%

2.71%

+36.45%

Volatility (1Y)

Calculated over the trailing 1-year period

62.56%

4.47%

+58.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.33%

5.91%

+43.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.22%

5.84%

+43.38%