JGGI.L vs. VUKE.L
Compare and contrast key facts about JP Morgan Global Growth & Income plc (JGGI.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGGI.L or VUKE.L.
Key characteristics
| JGGI.L | VUKE.L | |
|---|---|---|
| YTD Return | 15.21% | 8.96% |
| 1Y Return | 21.74% | 14.19% |
| 3Y Return (Ann) | 11.39% | 7.55% |
| 5Y Return (Ann) | 14.14% | 5.64% |
| 10Y Return (Ann) | 12.86% | 6.00% |
| Sharpe Ratio | 1.66 | 1.47 |
| Sortino Ratio | 2.33 | 2.16 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 2.57 | 2.68 |
| Martin Ratio | 9.19 | 8.76 |
| Ulcer Index | 2.37% | 1.63% |
| Daily Std Dev | 13.07% | 9.71% |
| Max Drawdown | -54.88% | -34.27% |
| Current Drawdown | -2.76% | -2.61% |
Correlation
The correlation between JGGI.L and VUKE.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JGGI.L vs. VUKE.L - Performance Comparison
In the year-to-date period, JGGI.L achieves a 15.21% return, which is significantly higher than VUKE.L's 8.96% return. Over the past 10 years, JGGI.L has outperformed VUKE.L with an annualized return of 12.86%, while VUKE.L has yielded a comparatively lower 6.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JGGI.L vs. VUKE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JP Morgan Global Growth & Income plc (JGGI.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
JGGI.L vs. VUKE.L - Dividend Comparison
JGGI.L's dividend yield for the trailing twelve months is around 3.46%, less than VUKE.L's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGGI.L JP Morgan Global Growth & Income plc | 3.46% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.76% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
JGGI.L vs. VUKE.L - Drawdown Comparison
The maximum JGGI.L drawdown since its inception was -54.88%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for JGGI.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
JGGI.L vs. VUKE.L - Volatility Comparison
JP Morgan Global Growth & Income plc (JGGI.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) have volatilities of 3.28% and 3.31%, 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.