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JGRO vs. JAVA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGRO vs. JAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active Growth ETF (JGRO) and JPMorgan Active Value ETF (JAVA). The values are adjusted to include any dividend payments, if applicable.

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JGRO vs. JAVA - Yearly Performance Comparison


2026 (YTD)2025202420232022
JGRO
JPMorgan Active Growth ETF
-8.00%14.71%32.77%37.74%-10.03%
JAVA
JPMorgan Active Value ETF
0.62%14.92%15.52%10.46%2.37%

Returns By Period

In the year-to-date period, JGRO achieves a -8.00% return, which is significantly lower than JAVA's 0.62% return.


JGRO

1D
1.02%
1M
-3.84%
YTD
-8.00%
6M
-8.96%
1Y
15.16%
3Y*
20.38%
5Y*
10Y*

JAVA

1D
0.32%
1M
-4.76%
YTD
0.62%
6M
4.80%
1Y
15.01%
3Y*
13.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGRO vs. JAVA - Expense Ratio Comparison

Both JGRO and JAVA have an expense ratio of 0.44%.


Return for Risk

JGRO vs. JAVA — Risk / Return Rank

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

JGRO
JGRO Risk / Return Rank: 3636
Overall Rank
JGRO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JGRO Sortino Ratio Rank: 3838
Sortino Ratio Rank
JGRO Omega Ratio Rank: 3838
Omega Ratio Rank
JGRO Calmar Ratio Rank: 3636
Calmar Ratio Rank
JGRO Martin Ratio Rank: 3333
Martin Ratio Rank

JAVA
JAVA Risk / Return Rank: 5151
Overall Rank
JAVA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JAVA Sortino Ratio Rank: 5151
Sortino Ratio Rank
JAVA Omega Ratio Rank: 5151
Omega Ratio Rank
JAVA Calmar Ratio Rank: 4848
Calmar Ratio Rank
JAVA Martin Ratio Rank: 5151
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.

JGRO vs. JAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) and JPMorgan Active Value ETF (JAVA). 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.


JGROJAVADifference

Sharpe ratio

Return per unit of total volatility

0.71

0.96

-0.26

Sortino ratio

Return per unit of downside risk

1.15

1.41

-0.26

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.97

1.34

-0.37

Martin ratio

Return relative to average drawdown

3.00

5.23

-2.23

JGRO vs. JAVA - Sharpe Ratio Comparison

The current JGRO Sharpe Ratio is 0.71, which is comparable to the JAVA Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JGRO and JAVA, 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


JGROJAVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.96

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.68

+0.14

Correlation

The correlation between JGRO and JAVA 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

JGRO vs. JAVA - Dividend Comparison

JGRO's dividend yield for the trailing twelve months is around 0.17%, less than JAVA's 1.35% yield.


TTM20252024202320222021
JGRO
JPMorgan Active Growth ETF
0.17%0.16%0.10%0.17%0.16%0.00%
JAVA
JPMorgan Active Value ETF
1.35%1.34%1.45%1.65%1.25%0.48%

Drawdowns

JGRO vs. JAVA - Drawdown Comparison

The maximum JGRO drawdown since its inception was -22.70%, which is greater than JAVA's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for JGRO and JAVA.


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Drawdown Indicators


JGROJAVADifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-16.54%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-11.12%

-5.32%

Current Drawdown

Current decline from peak

-12.49%

-6.09%

-6.40%

Average Drawdown

Average peak-to-trough decline

-4.90%

-3.71%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

2.85%

+2.45%

Volatility

JGRO vs. JAVA - Volatility Comparison

JPMorgan Active Growth ETF (JGRO) has a higher volatility of 6.70% compared to JPMorgan Active Value ETF (JAVA) at 4.43%. This indicates that JGRO's price experiences larger fluctuations and is considered to be riskier than JAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGROJAVADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

4.43%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

8.85%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

15.64%

+5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

14.94%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

14.94%

+5.18%