PortfoliosLab logoPortfoliosLab logo
BBJP vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBJP vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBJP vs. VIGI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBJP
JPMorgan BetaBuilders Japan ETF
7.19%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.30%

Returns By Period

In the year-to-date period, BBJP achieves a 7.19% return, which is significantly higher than VIGI's -1.38% return.


BBJP

1D
2.53%
1M
-4.07%
YTD
7.19%
6M
12.46%
1Y
33.37%
3Y*
17.72%
5Y*
7.52%
10Y*

VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BBJP vs. VIGI - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is higher than VIGI's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BBJP vs. VIGI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBJP
BBJP Risk / Return Rank: 7979
Overall Rank
BBJP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBJP Omega Ratio Rank: 7777
Omega Ratio Rank
BBJP Calmar Ratio Rank: 8181
Calmar Ratio Rank
BBJP Martin Ratio Rank: 7878
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
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.

BBJP vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


BBJPVIGIDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.68

+0.85

Sortino ratio

Return per unit of downside risk

2.17

1.04

+1.13

Omega ratio

Gain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratio

Return relative to maximum drawdown

2.40

0.99

+1.42

Martin ratio

Return relative to average drawdown

8.93

3.69

+5.23

BBJP vs. VIGI - Sharpe Ratio Comparison

The current BBJP Sharpe Ratio is 1.53, which is higher than the VIGI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BBJP and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBJPVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.68

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.32

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.51

-0.11

Correlation

The correlation between BBJP and VIGI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBJP vs. VIGI - Dividend Comparison

BBJP's dividend yield for the trailing twelve months is around 5.01%, more than VIGI's 2.23% yield.


TTM2025202420232022202120202019201820172016
BBJP
JPMorgan BetaBuilders Japan ETF
5.01%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Drawdowns

BBJP vs. VIGI - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for BBJP and VIGI.


Loading graphics...

Drawdown Indicators


BBJPVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-31.01%

-1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-10.64%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-28.80%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-7.88%

-6.29%

-1.59%

Average Drawdown

Average peak-to-trough decline

-8.61%

-6.23%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.84%

+0.82%

Volatility

BBJP vs. VIGI - Volatility Comparison

JPMorgan BetaBuilders Japan ETF (BBJP) has a higher volatility of 8.95% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 6.25%. This indicates that BBJP's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBJPVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

6.25%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

9.92%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

15.54%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

14.41%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

15.87%

+2.40%