JEGI.L vs. JAM.L
Compare and contrast key facts about JPMorgan European Growth & Income plc (JEGI.L) and JPMorgan American Investment Trust (JAM.L).
JEGI.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe ex UK (total return). It was launched on Mar 15, 1929.
Performance
JEGI.L vs. JAM.L - Performance Comparison
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JEGI.L vs. JAM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | -1.93% | 47.40% | 5.81% | 19.14% | -42.50% | 21.15% | -8.57% | 14.83% | -11.82% | 28.33% |
JAM.L JPMorgan American Investment Trust | -3.21% | 0.44% | 32.65% | 26.63% | -9.87% | 34.31% | 21.19% | 22.82% | -0.20% | 11.26% |
Returns By Period
In the year-to-date period, JEGI.L achieves a -1.93% return, which is significantly higher than JAM.L's -3.21% return. Over the past 10 years, JEGI.L has underperformed JAM.L with an annualized return of 5.44%, while JAM.L has yielded a comparatively higher 15.34% annualized return.
JEGI.L
- 1D
- 5.02%
- 1M
- -8.11%
- YTD
- -1.93%
- 6M
- 7.39%
- 1Y
- 26.14%
- 3Y*
- 18.06%
- 5Y*
- 3.22%
- 10Y*
- 5.44%
JAM.L
- 1D
- 1.69%
- 1M
- -3.89%
- YTD
- -3.21%
- 6M
- -0.91%
- 1Y
- 10.52%
- 3Y*
- 16.36%
- 5Y*
- 13.45%
- 10Y*
- 15.34%
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Return for Risk
JEGI.L vs. JAM.L — Risk / Return Rank
JEGI.L
JAM.L
JEGI.L vs. JAM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and JPMorgan American Investment Trust (JAM.L). 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.
| JEGI.L | JAM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.57 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.91 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.32 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.22 | 4.45 | +2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEGI.L | JAM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.57 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.74 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.80 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.27 |
Correlation
The correlation between JEGI.L and JAM.L is 0.36, 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.
Dividends
JEGI.L vs. JAM.L - Dividend Comparison
JEGI.L's dividend yield for the trailing twelve months is around 3.68%, more than JAM.L's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | 3.68% | 3.43% | 4.71% | 4.24% | 4.78% | 3.64% | 3.90% | 5.78% | 4.84% | 4.08% | 4.62% | 1.88% |
JAM.L JPMorgan American Investment Trust | 1.01% | 0.98% | 0.71% | 0.84% | 1.02% | 0.88% | 1.13% | 1.35% | 1.44% | 1.23% | 1.29% | 1.35% |
Drawdowns
JEGI.L vs. JAM.L - Drawdown Comparison
The maximum JEGI.L drawdown since its inception was -56.35%, roughly equal to the maximum JAM.L drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for JEGI.L and JAM.L.
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Drawdown Indicators
| JEGI.L | JAM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.35% | -58.93% | +2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -12.66% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -56.35% | -26.73% | -29.62% |
Max Drawdown (10Y)Largest decline over 10 years | -56.35% | -35.50% | -20.85% |
Current DrawdownCurrent decline from peak | -10.82% | -7.37% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -13.38% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.34% | +1.36% |
Volatility
JEGI.L vs. JAM.L - Volatility Comparison
JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 10.26% compared to JPMorgan American Investment Trust (JAM.L) at 5.31%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than JAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGI.L | JAM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 5.31% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 10.38% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 18.49% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 18.20% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 19.13% | +8.78% |