IWF vs. JIG
Compare and contrast key facts about iShares Russell 1000 Growth ETF (IWF) and JPMorgan International Growth ETF (JIG).
IWF and JIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. 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: IWF or JIG.
Performance
IWF vs. JIG - Performance Comparison
Returns By Period
In the year-to-date period, IWF achieves a 28.34% return, which is significantly higher than JIG's 9.02% return.
IWF
28.34%
1.92%
13.33%
35.40%
18.94%
16.21%
JIG
9.02%
-3.98%
-0.33%
16.40%
N/A
N/A
Key characteristics
| IWF | JIG | |
|---|---|---|
| Sharpe Ratio | 2.13 | 1.20 |
| Sortino Ratio | 2.79 | 1.75 |
| Omega Ratio | 1.39 | 1.21 |
| Calmar Ratio | 2.70 | 0.52 |
| Martin Ratio | 10.64 | 5.78 |
| Ulcer Index | 3.36% | 2.87% |
| Daily Std Dev | 16.76% | 13.82% |
| Max Drawdown | -64.18% | -43.75% |
| Current Drawdown | -2.82% | -20.46% |
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IWF vs. JIG - Expense Ratio Comparison
IWF has a 0.19% expense ratio, which is lower than JIG's 0.55% expense ratio.
Correlation
The correlation between IWF and JIG 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.
Risk-Adjusted Performance
IWF vs. JIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) 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
IWF vs. JIG - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.52%, less than JIG's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 0.52% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
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
IWF vs. JIG - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.18%, which is greater than JIG's maximum drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for IWF and JIG. For additional features, visit the drawdowns tool.
Volatility
IWF vs. JIG - Volatility Comparison
iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 5.59% compared to JPMorgan International Growth ETF (JIG) at 3.81%. This indicates that IWF'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.