VSMV vs. JPST
Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and JPMorgan Ultra-Short Income ETF (JPST).
VSMV and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSMV is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Multi-Factor Minimum Volatility Index. It was launched on Jun 22, 2017. 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: VSMV or JPST.
Key characteristics
| VSMV | JPST | |
|---|---|---|
| YTD Return | 20.31% | 4.91% |
| 1Y Return | 27.70% | 6.19% |
| 3Y Return (Ann) | 9.38% | 3.69% |
| 5Y Return (Ann) | 11.23% | 2.75% |
| Sharpe Ratio | 3.03 | 11.73 |
| Sortino Ratio | 4.20 | 29.69 |
| Omega Ratio | 1.58 | 6.69 |
| Calmar Ratio | 5.22 | 62.59 |
| Martin Ratio | 18.25 | 366.04 |
| Ulcer Index | 1.47% | 0.02% |
| Daily Std Dev | 8.86% | 0.53% |
| Max Drawdown | -31.33% | -3.28% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VSMV 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.
Performance
VSMV vs. JPST - Performance Comparison
In the year-to-date period, VSMV achieves a 20.31% return, which is significantly higher than JPST's 4.91% 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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VSMV vs. JPST - Expense Ratio Comparison
VSMV has a 0.35% expense ratio, which is higher than JPST's 0.18% expense ratio.
Risk-Adjusted Performance
VSMV vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) 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
VSMV vs. JPST - Dividend Comparison
VSMV's dividend yield for the trailing twelve months is around 1.35%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 1.35% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.14% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
VSMV vs. JPST - Drawdown Comparison
The maximum VSMV drawdown since its inception was -31.33%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for VSMV and JPST. For additional features, visit the drawdowns tool.
Volatility
VSMV vs. JPST - Volatility Comparison
VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) has a higher volatility of 3.23% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that VSMV'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.