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JEMA vs. JIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEMA and JIG is 0.82, 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.


-0.50.00.51.00.8

Performance

JEMA vs. JIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan International Growth ETF (JIG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-18.93%
-11.29%
JEMA
JIG

Key characteristics

Sharpe Ratio

JEMA:

0.66

JIG:

0.82

Sortino Ratio

JEMA:

1.03

JIG:

1.22

Omega Ratio

JEMA:

1.13

JIG:

1.15

Calmar Ratio

JEMA:

0.37

JIG:

0.41

Martin Ratio

JEMA:

2.20

JIG:

2.86

Ulcer Index

JEMA:

4.83%

JIG:

3.99%

Daily Std Dev

JEMA:

16.10%

JIG:

13.93%

Max Drawdown

JEMA:

-39.50%

JIG:

-43.75%

Current Drawdown

JEMA:

-21.97%

JIG:

-20.99%

Returns By Period

In the year-to-date period, JEMA achieves a 0.13% return, which is significantly lower than JIG's 1.15% return.


JEMA

YTD

0.13%

1M

-2.80%

6M

-1.78%

1Y

8.77%

5Y*

N/A

10Y*

N/A

JIG

YTD

1.15%

1M

-1.63%

6M

-1.91%

1Y

9.78%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JEMA vs. JIG - Expense Ratio Comparison

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


JIG
JPMorgan International Growth ETF
Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for JEMA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

JEMA vs. JIG — Risk-Adjusted Performance Rank

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

JEMA
The Risk-Adjusted Performance Rank of JEMA is 2323
Overall Rank
The Sharpe Ratio Rank of JEMA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 2020
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 2525
Martin Ratio Rank

JIG
The Risk-Adjusted Performance Rank of JIG is 3030
Overall Rank
The Sharpe Ratio Rank of JIG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 3131
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 2323
Calmar Ratio Rank
The Martin Ratio Rank of JIG 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.

JEMA vs. JIG - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.66, compared to the broader market0.002.004.000.660.82
The chart of Sortino ratio for JEMA, currently valued at 1.03, compared to the broader market0.005.0010.001.031.22
The chart of Omega ratio for JEMA, currently valued at 1.13, compared to the broader market1.002.003.001.131.15
The chart of Calmar ratio for JEMA, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.370.41
The chart of Martin ratio for JEMA, currently valued at 2.20, compared to the broader market0.0020.0040.0060.0080.00100.002.202.86
JEMA
JIG

The current JEMA Sharpe Ratio is 0.66, which is comparable to the JIG Sharpe Ratio of 0.82. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.66
0.82
JEMA
JIG

Dividends

JEMA vs. JIG - Dividend Comparison

Neither JEMA nor JIG has paid dividends to shareholders.


TTM20242023202220212020
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
0.00%0.00%2.95%2.68%1.54%0.00%
JIG
JPMorgan International Growth ETF
0.00%0.00%1.69%0.91%1.35%0.04%

Drawdowns

JEMA vs. JIG - Drawdown Comparison

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.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%AugustSeptemberOctoberNovemberDecember2025
-21.97%
-20.99%
JEMA
JIG

Volatility

JEMA vs. JIG - Volatility Comparison

JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 4.49% compared to JPMorgan International Growth ETF (JIG) at 4.15%. This indicates that JEMA'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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.49%
4.15%
JEMA
JIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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