ZECP vs. JPST
Compare and contrast key facts about Zacks Earnings Consistent Portfolio ETF (ZECP) and JPMorgan Ultra-Short Income ETF (JPST).
ZECP and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZECP is an actively managed fund by Zacks Investment Management. It was launched on Aug 24, 2021. 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: ZECP or JPST.
Performance
ZECP vs. JPST - Performance Comparison
Returns By Period
In the year-to-date period, ZECP achieves a 22.47% return, which is significantly higher than JPST's 5.08% return.
ZECP
22.47%
4.34%
12.68%
26.78%
N/A
N/A
JPST
5.08%
0.31%
2.83%
6.02%
2.77%
N/A
Key characteristics
| ZECP | JPST | |
|---|---|---|
| Sharpe Ratio | 2.73 | 11.45 |
| Sortino Ratio | 3.72 | 28.10 |
| Omega Ratio | 1.50 | 6.34 |
| Calmar Ratio | 4.73 | 60.87 |
| Martin Ratio | 18.06 | 350.34 |
| Ulcer Index | 1.48% | 0.02% |
| Daily Std Dev | 9.81% | 0.53% |
| Max Drawdown | -21.85% | -3.28% |
| Current Drawdown | 0.00% | 0.00% |
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ZECP vs. JPST - Expense Ratio Comparison
ZECP has a 0.55% expense ratio, which is higher than JPST's 0.18% expense ratio.
Correlation
The correlation between ZECP and JPST is 0.10, 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.
Risk-Adjusted Performance
ZECP vs. JPST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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
ZECP vs. JPST - Dividend Comparison
ZECP's dividend yield for the trailing twelve months is around 0.60%, less than JPST's 5.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | 0.60% | 0.73% | 0.91% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 5.26% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% |
Drawdowns
ZECP vs. JPST - Drawdown Comparison
The maximum ZECP drawdown since its inception was -21.85%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for ZECP and JPST. For additional features, visit the drawdowns tool.
Volatility
ZECP vs. JPST - Volatility Comparison
Zacks Earnings Consistent Portfolio ETF (ZECP) has a higher volatility of 3.42% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.16%. This indicates that ZECP'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.