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JGLO vs. CGGO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGLO vs. CGGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Capital Group Global Growth Equity ETF (CGGO). The values are adjusted to include any dividend payments, if applicable.

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JGLO vs. CGGO - Yearly Performance Comparison


2026 (YTD)202520242023
JGLO
Jpmorgan Global Select Equity ETF
-3.18%14.07%17.00%8.01%
CGGO
Capital Group Global Growth Equity ETF
-1.96%21.08%14.80%7.78%

Returns By Period

In the year-to-date period, JGLO achieves a -3.18% return, which is significantly lower than CGGO's -1.96% return.


JGLO

1D
0.38%
1M
-4.71%
YTD
-3.18%
6M
-2.44%
1Y
12.18%
3Y*
5Y*
10Y*

CGGO

1D
1.80%
1M
-6.88%
YTD
-1.96%
6M
-0.18%
1Y
21.96%
3Y*
15.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGLO vs. CGGO - Expense Ratio Comparison

Both JGLO and CGGO have an expense ratio of 0.47%.


Return for Risk

JGLO vs. CGGO — Risk / Return Rank

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

JGLO
JGLO Risk / Return Rank: 4040
Overall Rank
JGLO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3939
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4040
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4545
Martin Ratio Rank

CGGO
CGGO Risk / Return Rank: 6464
Overall Rank
CGGO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CGGO Sortino Ratio Rank: 6464
Sortino Ratio Rank
CGGO Omega Ratio Rank: 6363
Omega Ratio Rank
CGGO Calmar Ratio Rank: 6464
Calmar Ratio Rank
CGGO Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGLO vs. CGGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Capital Group Global Growth Equity ETF (CGGO). 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.


JGLOCGGODifference

Sharpe ratio

Return per unit of total volatility

0.73

1.14

-0.41

Sortino ratio

Return per unit of downside risk

1.16

1.68

-0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.11

1.71

-0.60

Martin ratio

Return relative to average drawdown

4.57

7.24

-2.66

JGLO vs. CGGO - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 0.73, which is lower than the CGGO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JGLO and CGGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGLOCGGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.14

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.53

+0.46

Correlation

The correlation between JGLO and CGGO is 0.92, 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.


Dividends

JGLO vs. CGGO - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.24%, less than CGGO's 2.07% yield.


TTM2025202420232022
JGLO
Jpmorgan Global Select Equity ETF
1.24%1.20%2.00%0.32%0.00%
CGGO
Capital Group Global Growth Equity ETF
2.07%2.03%1.10%0.76%0.59%

Drawdowns

JGLO vs. CGGO - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum CGGO drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for JGLO and CGGO.


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Drawdown Indicators


JGLOCGGODifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-24.90%

+8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-13.15%

+1.87%

Current Drawdown

Current decline from peak

-6.40%

-8.11%

+1.71%

Average Drawdown

Average peak-to-trough decline

-1.93%

-5.67%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.10%

-0.37%

Volatility

JGLO vs. CGGO - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 5.60%, while Capital Group Global Growth Equity ETF (CGGO) has a volatility of 8.29%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than CGGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLOCGGODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

8.29%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

12.87%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

19.34%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

18.38%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

18.38%

-4.21%