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JCHI vs. PCGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JCHI and PCGG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JCHI vs. PCGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active China ETF (JCHI) and Polen Capital Global Growth ETF (PCGG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JCHI:

0.31

PCGG:

0.19

Sortino Ratio

JCHI:

0.72

PCGG:

0.39

Omega Ratio

JCHI:

1.10

PCGG:

1.05

Calmar Ratio

JCHI:

0.40

PCGG:

0.17

Martin Ratio

JCHI:

0.70

PCGG:

0.61

Ulcer Index

JCHI:

15.74%

PCGG:

5.59%

Daily Std Dev

JCHI:

32.70%

PCGG:

19.32%

Max Drawdown

JCHI:

-29.57%

PCGG:

-20.22%

Current Drawdown

JCHI:

-15.79%

PCGG:

-9.03%

Returns By Period

In the year-to-date period, JCHI achieves a 8.08% return, which is significantly higher than PCGG's -3.65% return.


JCHI

YTD

8.08%

1M

10.37%

6M

4.71%

1Y

9.44%

5Y*

N/A

10Y*

N/A

PCGG

YTD

-3.65%

1M

8.61%

6M

-4.46%

1Y

3.46%

5Y*

N/A

10Y*

N/A

*Annualized

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JCHI vs. PCGG - Expense Ratio Comparison

JCHI has a 0.65% expense ratio, which is lower than PCGG's 0.85% expense ratio.


Risk-Adjusted Performance

JCHI vs. PCGG — Risk-Adjusted Performance Rank

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

JCHI
The Risk-Adjusted Performance Rank of JCHI is 4747
Overall Rank
The Sharpe Ratio Rank of JCHI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JCHI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JCHI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of JCHI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JCHI is 3434
Martin Ratio Rank

PCGG
The Risk-Adjusted Performance Rank of PCGG is 3232
Overall Rank
The Sharpe Ratio Rank of PCGG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PCGG is 3131
Sortino Ratio Rank
The Omega Ratio Rank of PCGG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PCGG is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PCGG is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JCHI vs. PCGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and Polen Capital Global Growth ETF (PCGG). 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 JCHI Sharpe Ratio is 0.31, which is higher than the PCGG Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of JCHI and PCGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JCHI vs. PCGG - Dividend Comparison

JCHI's dividend yield for the trailing twelve months is around 1.96%, while PCGG has not paid dividends to shareholders.


TTM20242023
JCHI
JPMorgan Active China ETF
1.96%2.12%2.13%
PCGG
Polen Capital Global Growth ETF
0.00%0.00%0.00%

Drawdowns

JCHI vs. PCGG - Drawdown Comparison

The maximum JCHI drawdown since its inception was -29.57%, which is greater than PCGG's maximum drawdown of -20.22%. Use the drawdown chart below to compare losses from any high point for JCHI and PCGG. For additional features, visit the drawdowns tool.


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Volatility

JCHI vs. PCGG - Volatility Comparison

The current volatility for JPMorgan Active China ETF (JCHI) is 5.52%, while Polen Capital Global Growth ETF (PCGG) has a volatility of 7.14%. This indicates that JCHI experiences smaller price fluctuations and is considered to be less risky than PCGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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