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JPMorgan International Growth ETF (JIG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

JPMorgan Chase

Inception Date

May 20, 2020

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

JIG features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JIG vs. VIGI JIG vs. IWF JIG vs. DNL JIG vs. JIDA JIG vs. JEMA JIG vs. FIGFX JIG vs. EFG JIG vs. VYMI JIG vs. IEFA JIG vs. DGRO
Popular comparisons:
JIG vs. VIGI JIG vs. IWF JIG vs. DNL JIG vs. JIDA JIG vs. JEMA JIG vs. FIGFX JIG vs. EFG JIG vs. VYMI JIG vs. IEFA JIG vs. DGRO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan International Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
29.50%
99.16%
JIG (JPMorgan International Growth ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan International Growth ETF had a return of 10.07% year-to-date (YTD) and 11.16% in the last 12 months.


JIG

YTD

10.07%

1M

0.63%

6M

-0.14%

1Y

11.16%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of JIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.23%4.87%2.67%-3.90%4.16%1.79%0.53%3.18%1.33%-4.07%0.82%10.07%
20239.63%-4.71%5.94%0.76%-2.07%3.06%1.42%-5.24%-5.82%-2.58%8.44%5.00%13.00%
2022-11.42%-7.30%-0.60%-10.18%-0.70%-7.06%7.40%-5.92%-9.94%1.73%14.72%-3.38%-30.57%
20212.48%0.00%-2.52%3.40%2.19%1.85%-0.40%3.92%-6.14%4.54%-3.69%1.18%6.40%
20202.51%6.97%7.30%5.85%-0.09%-1.74%8.23%6.50%40.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JIG is 38, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JIG is 3838
Overall Rank
The Sharpe Ratio Rank of JIG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 2727
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JIG, currently valued at 0.86, compared to the broader market0.002.004.000.861.90
The chart of Sortino ratio for JIG, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.282.54
The chart of Omega ratio for JIG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.35
The chart of Calmar ratio for JIG, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.422.81
The chart of Martin ratio for JIG, currently valued at 3.73, compared to the broader market0.0020.0040.0060.0080.00100.003.7312.39
JIG
^GSPC

The current JPMorgan International Growth ETF Sharpe ratio is 0.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan International Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.86
1.90
JIG (JPMorgan International Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan International Growth ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%$0.00$0.20$0.40$0.60$0.80$1.002020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.00$0.98$0.48$1.03$0.03

Dividend yield

0.00%1.69%0.91%1.35%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan International Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2020$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.68%
-3.58%
JIG (JPMorgan International Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan International Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan International Growth ETF was 43.75%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current JPMorgan International Growth ETF drawdown is 19.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.75%Sep 8, 2021279Oct 14, 2022
-14.04%Feb 17, 202114Mar 8, 2021124Sep 1, 2021138
-6.08%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.84%Sep 3, 20203Sep 8, 202022Oct 8, 202025
-5.22%Jan 26, 20214Jan 29, 20216Feb 8, 202110

Volatility

Volatility Chart

The current JPMorgan International Growth ETF volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
3.64%
JIG (JPMorgan International Growth ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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