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JPMorgan International Growth ETF (JIG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
JPMorgan
Inception Date
May 20, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

JPMorgan International Growth ETF (JIG) has returned 1.23% so far this year and 19.74% over the past 12 months.


JPMorgan International Growth ETF

1D
4.04%
1M
-9.18%
YTD
1.23%
6M
0.77%
1Y
19.74%
3Y*
10.55%
5Y*
1.59%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2020, JIG's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +14.7%, while the worst month was Jan 2022 at -11.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JIG closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.68%5.47%-9.18%1.23%
20253.53%-0.11%-1.81%2.57%6.04%3.69%-2.22%2.81%4.81%1.62%-3.08%1.08%20.10%
20240.23%4.87%2.67%-3.90%4.16%1.79%0.53%3.18%1.33%-4.07%0.82%-2.63%8.84%
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%-10.17%-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%2.18%1.85%-0.40%3.92%-6.14%4.54%-3.69%1.18%6.40%

Benchmark Metrics

JPMorgan International Growth ETF has an annualized alpha of -4.02%, beta of 0.89, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.

  • This ETF participated in 104.47% of S&P 500 Index downside but only 79.44% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.02% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.89 and R² of 0.65, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-4.02%
Beta
0.89
0.65
Upside Capture
79.44%
Downside Capture
104.47%

Expense Ratio

JIG has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JIG ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JIG Risk / Return Rank: 5555
Overall Rank
JIG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JIG Sortino Ratio Rank: 5656
Sortino Ratio Rank
JIG Omega Ratio Rank: 5454
Omega Ratio Rank
JIG Calmar Ratio Rank: 5555
Calmar Ratio Rank
JIG Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and compare them to a chosen benchmark (S&P 500 Index).


JIGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.90

+0.11

Sortino ratio

Return per unit of downside risk

1.50

1.39

+0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.47

1.40

+0.07

Martin ratio

Return relative to average drawdown

5.65

6.61

-0.95

Explore JIG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

JPMorgan International Growth ETF provided a 2.22% dividend yield over the last twelve months, with an annual payout of $1.65 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.65$1.65$1.06$0.98$0.48$1.03$0.03

Dividend yield

2.22%2.25%1.70%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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.06$1.06
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

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.


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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. Recovery took 812 trading sessions.

The current JPMorgan International Growth ETF drawdown is 9.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.75%Sep 8, 2021279Oct 14, 2022812Jan 12, 20261091
-14.04%Feb 17, 202114Mar 8, 2021124Sep 1, 2021138
-12.94%Feb 27, 202622Mar 30, 2026
-6.08%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.84%Sep 3, 20203Sep 8, 202022Oct 8, 202025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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