JEGI.L vs. JGGI.L
Compare and contrast key facts about JPMorgan European Growth & Income plc (JEGI.L) and JP Morgan Global Growth & Income plc (JGGI.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. JGGI.L - Performance Comparison
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JEGI.L vs. JGGI.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% |
JGGI.L JP Morgan Global Growth & Income plc | -4.63% | 2.93% | 19.85% | 22.62% | -4.97% | 24.82% | 15.81% | 26.22% | -10.15% | 24.11% |
Returns By Period
In the year-to-date period, JEGI.L achieves a -1.93% return, which is significantly higher than JGGI.L's -4.63% return. Over the past 10 years, JEGI.L has underperformed JGGI.L with an annualized return of 5.44%, while JGGI.L has yielded a comparatively higher 14.48% 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%
JGGI.L
- 1D
- 0.93%
- 1M
- -5.29%
- YTD
- -4.63%
- 6M
- -3.31%
- 1Y
- 6.11%
- 3Y*
- 10.08%
- 5Y*
- 9.64%
- 10Y*
- 14.48%
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Return for Risk
JEGI.L vs. JGGI.L — Risk / Return Rank
JEGI.L
JGGI.L
JEGI.L vs. JGGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and JP Morgan Global Growth & Income plc (JGGI.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 | JGGI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.46 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.76 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.63 | +0.97 |
Martin ratioReturn relative to average drawdown | 7.22 | 2.11 | +5.10 |
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 | JGGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.46 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.58 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.73 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.53 | -0.24 |
Correlation
The correlation between JEGI.L and JGGI.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. JGGI.L - Dividend Comparison
JEGI.L's dividend yield for the trailing twelve months is around 3.68%, less than JGGI.L's 4.23% 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% |
JGGI.L JP Morgan Global Growth & Income plc | 4.23% | 3.99% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% |
Drawdowns
JEGI.L vs. JGGI.L - Drawdown Comparison
The maximum JEGI.L drawdown since its inception was -56.35%, roughly equal to the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for JEGI.L and JGGI.L.
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Drawdown Indicators
| JEGI.L | JGGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.35% | -54.88% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -9.77% | -6.95% |
Max Drawdown (5Y)Largest decline over 5 years | -56.35% | -20.49% | -35.86% |
Max Drawdown (10Y)Largest decline over 10 years | -56.35% | -38.54% | -17.81% |
Current DrawdownCurrent decline from peak | -10.82% | -7.06% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -11.13% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.89% | +0.81% |
Volatility
JEGI.L vs. JGGI.L - Volatility Comparison
JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 10.26% compared to JP Morgan Global Growth & Income plc (JGGI.L) at 5.39%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than JGGI.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 | JGGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 5.39% | +4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 9.81% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 16.77% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 16.70% | +11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 19.84% | +8.07% |