EFG vs. JIG
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and JPMorgan International Growth ETF (JIG).
EFG and JIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. JIG is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFG or JIG.
Performance
EFG vs. JIG - Performance Comparison
Returns By Period
In the year-to-date period, EFG achieves a 1.93% return, which is significantly lower than JIG's 9.02% return.
EFG
1.93%
-6.04%
-5.73%
10.01%
4.46%
5.31%
JIG
9.02%
-3.98%
-0.33%
16.40%
N/A
N/A
Key characteristics
| EFG | JIG | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.20 |
| Sortino Ratio | 1.07 | 1.75 |
| Omega Ratio | 1.13 | 1.21 |
| Calmar Ratio | 0.55 | 0.52 |
| Martin Ratio | 3.06 | 5.78 |
| Ulcer Index | 3.28% | 2.87% |
| Daily Std Dev | 14.46% | 13.82% |
| Max Drawdown | -58.41% | -43.75% |
| Current Drawdown | -10.18% | -20.46% |
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EFG vs. JIG - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is lower than JIG's 0.55% expense ratio.
Correlation
The correlation between EFG and JIG is 0.94, 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.
Risk-Adjusted Performance
EFG vs. JIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and JPMorgan International Growth ETF (JIG). 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.
Dividends
EFG vs. JIG - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.58%, more than JIG's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
JIG JPMorgan International Growth ETF | 1.55% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFG vs. JIG - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, which is greater than JIG's maximum drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for EFG and JIG. For additional features, visit the drawdowns tool.
Volatility
EFG vs. JIG - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 4.20% compared to JPMorgan International Growth ETF (JIG) at 3.81%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than JIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.