JGLO vs. LVHI

Last updated Jun 24, 2026

JGLO (Jpmorgan Global Select Equity ETF) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - JGLO is a Global Equities fund actively managed by JPMorgan, while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. JGLO is actively managed, while LVHI is passively managed. Over the past year, JGLO returned 13.14% vs 31.92% for LVHI. A 0.57 correlation means they provide meaningful diversification when combined. JGLO charges 0.47%/yr vs 0.40%/yr for LVHI.

Performance

JGLO vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGLO achieves a 3.31% return, which is significantly lower than LVHI's 12.42% return.

JGLO

• 1D: -1.34%
• 1M: -1.33%
• YTD: 3.31%
• 6M: 2.82%
• 1Y: 13.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVHI

• 1D: -0.15%
• 1M: -0.65%
• YTD: 12.42%
• 6M: 12.76%
• 1Y: 31.92%
• 3Y*: 21.68%
• 5Y*: 15.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLO vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JGLO Jpmorgan Global Select Equity ETF	3.31%	14.07%	17.00%	8.01%
LVHI Franklin International Low Volatility High Dividend Index ETF	12.42%	27.12%	14.81%	5.46%

Correlation

The correlation between JGLO and LVHI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.57

The correlation between JGLO and LVHI has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

JGLO vs. LVHI - Sectors Allocation Comparison

Sectors	JGLO	LVHI
Technology	31.6%	0.1%
Financial Services	17.3%	24.1%
Consumer Cyclical	16.1%	5.5%
Healthcare	8.6%	7.4%
Communication Services	8.2%	5.8%
Industrials	7.8%	13.4%
Energy	3.9%	16.6%
Utilities	2.2%	10.0%
Basic Materials	1.6%	6.8%
Real Estate	1.5%	1.8%
Consumer Defensive	1.3%	8.6%

Return for Risk

JGLO vs. LVHI — Risk / Return Rank

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

JGLO

JGLO Risk / Return Rank: 32
JGLO Sharpe Ratio Rank: 32
JGLO Sortino Ratio Rank: 31
JGLO Omega Ratio Rank: 30
JGLO Calmar Ratio Rank: 29
JGLO Martin Ratio Rank: 38

LVHI

LVHI Risk / Return Rank: 93
LVHI Sharpe Ratio Rank: 94
LVHI Sortino Ratio Rank: 94
LVHI Omega Ratio Rank: 93
LVHI Calmar Ratio Rank: 90
LVHI Martin Ratio Rank: 92

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. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JGLO	LVHI	Difference
Sharpe ratio: Return per unit of total volatility	1.08	3.34	-2.26
Sortino ratio: Return per unit of downside risk	1.56	4.56	-3.00
Omega ratio: Gain probability vs. loss probability	1.20	1.63	-0.43
Calmar ratio: Return relative to maximum drawdown	1.39	5.28	-3.89
Martin ratio: Return relative to average drawdown	5.59	21.81	-16.22

JGLO vs. LVHI - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.08, which is lower than the LVHI Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of JGLO and LVHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JGLO vs. LVHI - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for JGLO and LVHI.

Drawdown Indicators

	JGLO	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-16.12%	-32.31%	+16.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.47%	-6.08%	-3.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.99%	—
Current Drawdown Current decline from peak	-2.43%	-1.19%	-1.24%
Average Drawdown Average peak-to-trough decline	-1.88%	-3.50%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	1.47%	+0.88%

Volatility

JGLO vs. LVHI - Volatility Comparison

Jpmorgan Global Select Equity ETF (JGLO) has a higher volatility of 4.77% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.61%. This indicates that JGLO's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGLO	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	2.61%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	9.99%	7.70%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	9.61%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	11.07%	+3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	13.74%	+0.43%

JGLO vs. LVHI - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than LVHI's 0.40% expense ratio.

Dividends

JGLO vs. LVHI - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, less than LVHI's 4.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JGLO Jpmorgan Global Select Equity ETF	1.16%	1.20%	2.00%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.74%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%

Frequently Asked Questions

Can I hold both JGLO and LVHI in my portfolio?

JGLO and LVHI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JGLO or LVHI?

JGLO has higher volatility (4.77%) compared to LVHI (2.61%). In terms of maximum drawdown, JGLO dropped -16.12% vs LVHI's -32.31%.

Which ETF is better, JGLO or LVHI?

On 1-year performance, LVHI leads with 31.92% vs 13.14% for JGLO. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGLO or LVHI?

Over the 1-year period, LVHI has performed better with a 31.92% return vs 13.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGLO or LVHI?

LVHI is cheaper with a 0.40% expense ratio, compared with 0.47% for JGLO.

Which ETF pays a higher dividend yield, JGLO or LVHI?

LVHI has the higher dividend yield at 4.74%, compared with 1.16% for JGLO.

What is the main difference between JGLO and LVHI?

JGLO is categorized as Global Equities, while LVHI is Volatility Hedged Equity. They also come from different issuers: JPMorgan and Franklin Templeton. Their fees differ too: 0.47% for JGLO and 0.40% for LVHI.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.34 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.