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JGLO vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGLO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JGLO achieves a 3.31% return, which is significantly lower than VOO's 8.19% return.


JGLO

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

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLO vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023
JGLO
Jpmorgan Global Select Equity ETF
3.31%14.07%17.00%8.01%
VOO
Vanguard S&P 500 ETF
8.19%17.82%24.98%7.29%

Correlation

The correlation between JGLO and VOO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.93

The correlation between JGLO and VOO has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

JGLO vs. VOO - Sectors Allocation Comparison


Sectors
JGLO
VOO

Technology

31.6%
39.1%

Financial Services

17.3%
10.9%

Consumer Cyclical

16.1%
9.8%

Healthcare

8.6%
8.3%

Communication Services

8.2%
10.5%

Industrials

7.8%
7.6%

Energy

3.9%
3.2%

Utilities

2.2%
2.5%

Basic Materials

1.6%
1.7%

Real Estate

1.5%
1.8%

Consumer Defensive

1.3%
4.5%

Technology

JGLO
31.6%
VOO
39.1%

Financial Services

JGLO
17.3%
VOO
10.9%

Consumer Cyclical

JGLO
16.1%
VOO
9.8%

Healthcare

JGLO
8.6%
VOO
8.3%

Communication Services

JGLO
8.2%
VOO
10.5%

Industrials

JGLO
7.8%
VOO
7.6%

Energy

JGLO
3.9%
VOO
3.2%

Utilities

JGLO
2.2%
VOO
2.5%

Basic Materials

JGLO
1.6%
VOO
1.7%

Real Estate

JGLO
1.5%
VOO
1.8%

Consumer Defensive

JGLO
1.3%
VOO
4.5%

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Return for Risk

JGLO vs. VOO — Risk / Return Rank

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

JGLO
JGLO Risk / Return Rank: 3232
Overall Rank
JGLO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3131
Sortino Ratio Rank
JGLO Omega Ratio Rank: 3030
Omega Ratio Rank
JGLO Calmar Ratio Rank: 2929
Calmar Ratio Rank
JGLO Martin Ratio Rank: 3838
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Vanguard S&P 500 ETF (VOO). 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.


JGLOVOODifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.39

2.67

-1.28

Martin ratioReturn relative to average drawdown

5.59

11.96

-6.37

JGLO vs. VOO - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.08, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of JGLO and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JGLO vs. VOO - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JGLO and VOO.


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Drawdown Indicators


JGLOVOODifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-33.99%

+17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-8.90%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-2.43%

-3.14%

+0.71%

Average Drawdown

Average peak-to-trough decline

-1.88%

-3.68%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.99%

+0.36%

Volatility

JGLO vs. VOO - Volatility Comparison

Jpmorgan Global Select Equity ETF (JGLO) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.77% and 4.83%, 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.


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Volatility by Period


JGLOVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.83%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.82%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

12.46%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

16.91%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

18.02%

-3.85%

JGLO vs. VOO - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than VOO's 0.03% expense ratio.


Dividends

JGLO vs. VOO - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


With a correlation of 0.93, JGLO and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VOO has higher volatility (4.83%) compared to JGLO (4.77%). In terms of maximum drawdown, JGLO dropped -16.12% vs VOO's -33.99%.

On 1-year performance, VOO leads with 23.69% vs 13.14% for JGLO. On fees, VOO is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VOO has performed better with a 23.69% return vs 13.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.47% for JGLO.

JGLO has the higher dividend yield at 1.16%, compared with 1.05% for VOO.

JGLO is categorized as Global Equities, while VOO is S&P 500. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.47% for JGLO and 0.03% for VOO.

VOO currently has the higher Sharpe Ratio (1.91 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.

Portfolio Optimizer

Find the right allocation for JGLO and VOO

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