DGT vs. JHQAX

In the year-to-date period, DGT achieves a 10.30% return, which is significantly higher than JHQAX's -1.91% return. Over the past 10 years, DGT has outperformed JHQAX with an annualized return of 10.20%, while JHQAX has yielded a comparatively lower 7.69% annualized return.

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DGT has a 0.50% expense ratio, which is lower than JHQAX's 0.83% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR Global Dow ETF (DGT) and JPMorgan Hedged Equity Fund (JHQAX). 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.

The current DGT Sharpe Ratio is 0.83, which is comparable to the JHQAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DGT and JHQAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGT's dividend yield for the trailing twelve months is around 2.58%, more than JHQAX's 0.53% yield.

The maximum DGT drawdown since its inception was -55.36%, which is greater than JHQAX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DGT and JHQAX. For additional features, visit the drawdowns tool.

SPDR Global Dow ETF (DGT) has a higher volatility of 3.87% compared to JPMorgan Hedged Equity Fund (JHQAX) at 3.49%. This indicates that DGT's price experiences larger fluctuations and is considered to be riskier than JHQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.