BBJP vs VMBS

Comparison between JPMORGAN BETABUILDERS JAPAN ETF (BBJP, ETF) and VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF).

5-Year PerformanceBBJP has outperformed VMBS, delivering a return of +9.2% compared to +0.5%

BBJP vs VMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BBJP(ETF)	VMBS(ETF)
Net Assets	$17B	$17B
Expense Ratio	0.19%	0.03%
Max Drawdown	34.56%	22.61%
Sharpe Ratio	1.41	0.72
5Y Beta	0.86	0.04
5Y Dividends CAGR	23.57%	19.16%

Net Assets

BBJP

$17B

Winner

VMBS

$17B

Expense Ratio

BBJP

0.19%

Winner

VMBS

0.03%

Max Drawdown

BBJP

34.56%

Winner

VMBS

22.61%

Sharpe Ratio

Winner

BBJP

1.41

VMBS

0.72

5Y Beta

BBJP

0.86

Winner

VMBS

0.04

5Y Dividends CAGR

Winner

BBJP

23.57%

VMBS

19.16%

BBJP vs VMBS - Historical Returns

Returns include dividend reinvestment.

Period	BBJP	VMBS
1 month	+4.34%	-0.02%
3 months	-2.22%	+0.07%
6 months	+14.19%	+1.30%
1 year	+32.61%	+7.27%
5 years(CAGR)	+9.19%	+0.51%
10 years(CAGR)	N/A	+1.38%
Max(CAGR)	+8.06%	+2.11%

Winner

BBJP

+4.34%

VMBS

-0.02%

BBJP

-2.22%

Winner

VMBS

+0.07%

Winner

BBJP

+14.19%

VMBS

+1.30%

Winner

BBJP

+32.61%

VMBS

+7.27%

5Y(CAGR)

Winner

BBJP

+9.19%

VMBS

+0.51%

10Y(CAGR)

BBJP

N/A

VMBS

+1.38%

Max(CAGR)

Winner

BBJP

+8.06%

VMBS

+2.11%

BBJP vs VMBS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	BBJP	VMBS
2026	+12.99%	+0.95%
2025	+26.67%	+8.50%
2024	+8.46%	+2.27%
2023	+20.03%	+4.56%
2022	-17.29%	-11.51%
2021	+2.55%	-1.30%
2020	+14.25%	+3.66%
2019	+18.46%	+6.04%
2018	-13.92%	+0.95%
2017	N/A	+2.35%
2016	N/A	+1.28%
2015	N/A	+1.42%
2014	N/A	+5.91%
2013	N/A	-1.21%
2012	N/A	+2.35%
2011	N/A	+5.83%
2010	N/A	+5.12%
2009	N/A	-1.00%

BBJP vs VMBS Drawdown Comparison

The maximum drawdown for BBJP was -32.67%, occurring on Oct 14, 2022. Recovery took 618 trading sessions.

The maximum drawdown for VMBS was -17.47%, occurring on Oct 20, 2022. Recovery took 1201 trading sessions.

The current BBJP drawdown is -2.22%. The current VMBS drawdown is -1.16%.

Rank	BBJP	VMBS
#1	-32.67% Sep 15, 2021 - Mar 1, 2024	-17.47% Jan 5, 2021 - Oct 16, 2025
#2	-28.67% Dec 16, 2019 - Nov 3, 2020	-5.08% Mar 9, 2020 - Mar 27, 2020
#3	-18.15% Oct 1, 2018 - Nov 4, 2019	-4.00% Sep 26, 2012 - Mar 3, 2014
#4	-14.49% Sep 26, 2024 - Apr 29, 2025	-3.26% Sep 27, 2016 - Aug 3, 2017
#5	-13.60% Feb 11, 2026 - Mar 20, 2026	-2.81% Sep 7, 2017 - Dec 28, 2018
#6	-12.00% Jul 16, 2024 - Aug 23, 2024	-2.79% Nov 4, 2010 - Mar 16, 2011
#7	-8.74% Feb 16, 2021 - Sep 3, 2021	-2.51% Feb 27, 2026 - Mar 26, 2026
#8	-7.30% Mar 22, 2024 - Jul 12, 2024	-1.50% Apr 24, 2015 - Sep 17, 2015
#9	-5.78% Oct 6, 2025 - Oct 20, 2025	-1.47% Nov 30, 2009 - Feb 4, 2010
#10	-5.60% Nov 12, 2025 - Dec 11, 2025	-1.33% Mar 16, 2011 - Apr 18, 2011
#11	-5.24% Aug 30, 2024 - Sep 26, 2024	-1.30% Sep 22, 2011 - Dec 7, 2011
#12	-5.02% Jun 18, 2018 - Sep 19, 2018	-1.13% Mar 23, 2010 - May 7, 2010
#13	-4.74% Jun 27, 2025 - Jul 23, 2025	-1.01% Jun 8, 2011 - Jul 29, 2011
#14	-4.08% Jan 14, 2021 - Feb 8, 2021	-0.95% Aug 18, 2011 - Sep 22, 2011
#15	-3.80% Jul 24, 2025 - Aug 7, 2025	-0.91% Oct 19, 2015 - Jan 7, 2016

Correlation

Correlation between BBJP and VMBS is 0.46 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.46

-101

Dividend Comparison (2009 - 2026)

BBJP vs VMBS dividend yield comparison.

Year	BBJP	VMBS
2026	0.00%	1.38%
2025	5.37%	4.20%
2024	2.80%	3.94%
2023	3.05%	3.31%
2022	1.52%	2.35%
2021	2.89%	1.02%
2020	1.12%	2.01%
2019	2.31%	2.77%
2018	0.65%	2.72%
2017	0.00%	2.16%
2016	0.00%	2.10%
2015	0.00%	2.12%
2014	0.00%	1.90%
2013	0.00%	0.99%
2012	0.00%	1.62%
2011	0.00%	2.65%
2010	0.00%	3.88%
2009	0.00%	0.20%