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JGLO vs. GQGPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGLO vs. GQGPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and GQG Partners Emerging Markets Equity Fund (GQGPX). The values are adjusted to include any dividend payments, if applicable.

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JGLO vs. GQGPX - Yearly Performance Comparison


2026 (YTD)202520242023
JGLO
Jpmorgan Global Select Equity ETF
-3.18%14.07%17.00%8.01%
GQGPX
GQG Partners Emerging Markets Equity Fund
2.09%9.67%6.00%8.97%

Returns By Period

In the year-to-date period, JGLO achieves a -3.18% return, which is significantly lower than GQGPX's 2.09% return.


JGLO

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

GQGPX

1D
1.63%
1M
-4.69%
YTD
2.09%
6M
5.19%
1Y
12.31%
3Y*
13.93%
5Y*
3.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGLO vs. GQGPX - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is lower than GQGPX's 1.22% expense ratio.


Return for Risk

JGLO vs. GQGPX — 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

GQGPX
GQGPX Risk / Return Rank: 4545
Overall Rank
GQGPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GQGPX Sortino Ratio Rank: 4646
Sortino Ratio Rank
GQGPX Omega Ratio Rank: 3737
Omega Ratio Rank
GQGPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
GQGPX Martin Ratio Rank: 4343
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. GQGPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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.


JGLOGQGPXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.99

-0.26

Sortino ratio

Return per unit of downside risk

1.16

1.41

-0.25

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.11

1.34

-0.23

Martin ratio

Return relative to average drawdown

4.57

4.62

-0.05

JGLO vs. GQGPX - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 0.73, which is comparable to the GQGPX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of JGLO and GQGPX, 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


JGLOGQGPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.99

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.52

+0.47

Correlation

The correlation between JGLO and GQGPX is 0.65, 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.


Dividends

JGLO vs. GQGPX - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.24%, less than GQGPX's 1.88% yield.


TTM202520242023202220212020201920182017
JGLO
Jpmorgan Global Select Equity ETF
1.24%1.20%2.00%0.32%0.00%0.00%0.00%0.00%0.00%0.00%
GQGPX
GQG Partners Emerging Markets Equity Fund
1.88%1.91%1.50%2.54%5.52%3.78%0.15%1.06%0.59%0.17%

Drawdowns

JGLO vs. GQGPX - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum GQGPX drawdown of -33.68%. Use the drawdown chart below to compare losses from any high point for JGLO and GQGPX.


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Drawdown Indicators


JGLOGQGPXDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-33.68%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-9.12%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-30.02%

Current Drawdown

Current decline from peak

-6.40%

-7.43%

+1.03%

Average Drawdown

Average peak-to-trough decline

-1.93%

-11.70%

+9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.65%

+0.08%

Volatility

JGLO vs. GQGPX - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 5.60%, while GQG Partners Emerging Markets Equity Fund (GQGPX) has a volatility of 5.92%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than GQGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLOGQGPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.92%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.00%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.53%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

14.73%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

15.99%

-1.82%