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JGLO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGLO and VOO 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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.35%
6.68%
JGLO
VOO

Key characteristics

Sharpe Ratio

JGLO:

1.63

VOO:

2.06

Sortino Ratio

JGLO:

2.28

VOO:

2.75

Omega Ratio

JGLO:

1.29

VOO:

1.38

Calmar Ratio

JGLO:

2.43

VOO:

3.07

Martin Ratio

JGLO:

9.45

VOO:

13.32

Ulcer Index

JGLO:

2.05%

VOO:

1.95%

Daily Std Dev

JGLO:

11.86%

VOO:

12.59%

Max Drawdown

JGLO:

-7.96%

VOO:

-33.99%

Current Drawdown

JGLO:

-3.26%

VOO:

-2.67%

Returns By Period

In the year-to-date period, JGLO achieves a 1.08% return, which is significantly higher than VOO's 0.62% return.


JGLO

YTD

1.08%

1M

-2.48%

6M

0.35%

1Y

18.94%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.62%

1M

-1.89%

6M

6.68%

1Y

25.42%

5Y*

14.43%

10Y*

13.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JGLO vs. VOO - Expense Ratio Comparison

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


JGLO
Jpmorgan Global Select Equity ETF
Expense ratio chart for JGLO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JGLO vs. VOO — Risk-Adjusted Performance Rank

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

JGLO
The Risk-Adjusted Performance Rank of JGLO is 7171
Overall Rank
The Sharpe Ratio Rank of JGLO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of JGLO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of JGLO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JGLO is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGLO vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JGLO, currently valued at 1.63, compared to the broader market0.002.004.001.632.06
The chart of Sortino ratio for JGLO, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.0012.002.282.75
The chart of Omega ratio for JGLO, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.38
The chart of Calmar ratio for JGLO, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.433.07
The chart of Martin ratio for JGLO, currently valued at 9.45, compared to the broader market0.0020.0040.0060.0080.00100.009.4513.32
JGLO
VOO

The current JGLO Sharpe Ratio is 1.63, which is comparable to the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JGLO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.63
2.06
JGLO
VOO

Dividends

JGLO vs. VOO - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.98%, more than VOO's 1.24% yield.


TTM20242023202220212020201920182017201620152014
JGLO
Jpmorgan Global Select Equity ETF
1.98%2.00%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JGLO vs. VOO - Drawdown Comparison

The maximum JGLO drawdown since its inception was -7.96%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.26%
-2.67%
JGLO
VOO

Volatility

JGLO vs. VOO - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 3.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.43%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.69%
4.43%
JGLO
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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