VFITX vs. JPST
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and JPMorgan Ultra-Short Income ETF (JPST).
VFITX is managed by Vanguard. It was launched on Oct 28, 1991. 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: VFITX or JPST.
Key characteristics
| VFITX | JPST | |
|---|---|---|
| YTD Return | 1.14% | 4.87% |
| 1Y Return | 6.23% | 6.07% |
| 3Y Return (Ann) | -1.89% | 3.69% |
| 5Y Return (Ann) | -0.84% | 2.74% |
| Sharpe Ratio | 1.14 | 11.53 |
| Sortino Ratio | 1.70 | 28.84 |
| Omega Ratio | 1.21 | 6.43 |
| Calmar Ratio | 0.37 | 61.95 |
| Martin Ratio | 3.64 | 358.42 |
| Ulcer Index | 1.71% | 0.02% |
| Daily Std Dev | 5.46% | 0.53% |
| Max Drawdown | -18.61% | -3.28% |
| Current Drawdown | -11.67% | -0.04% |
Correlation
The correlation between VFITX and JPST is 0.35, 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.
Performance
VFITX vs. JPST - Performance Comparison
In the year-to-date period, VFITX achieves a 1.14% return, which is significantly lower than JPST's 4.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFITX vs. JPST - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than JPST's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFITX vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) 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
VFITX vs. JPST - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 4.01%, less than JPST's 5.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 4.01% | 3.44% | 1.97% | 0.94% | 1.18% | 2.32% | 2.34% | 1.77% | 1.61% | 1.69% | 1.64% | 1.52% |
JPST JPMorgan Ultra-Short Income ETF | 5.27% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFITX vs. JPST - Drawdown Comparison
The maximum VFITX drawdown since its inception was -18.61%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for VFITX and JPST. For additional features, visit the drawdowns tool.
Volatility
VFITX vs. JPST - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a higher volatility of 1.48% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that VFITX'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.