JEMA vs. JIG

In the year-to-date period, JEMA achieves a 1.71% return, which is significantly lower than JIG's 3.76% return.

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JEMA has a 0.39% expense ratio, which is lower than JIG's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) 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.

The current JEMA Sharpe Ratio is 0.40, which is comparable to the JIG Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of JEMA and JIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JEMA's dividend yield for the trailing twelve months is around 2.40%, more than JIG's 1.63% yield.

The maximum JEMA drawdown since its inception was -39.50%, smaller than the maximum JIG drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for JEMA and JIG. For additional features, visit the drawdowns tool.

JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan International Growth ETF (JIG) have volatilities of 12.42% and 12.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.