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JGRO vs. STLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGRO and STLG is 0.80, 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.


Performance

JGRO vs. STLG - Performance Comparison

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

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Key characteristics

Daily Std Dev

JGRO:

11.11%

STLG:

11.33%

Max Drawdown

JGRO:

-0.93%

STLG:

-0.98%

Current Drawdown

JGRO:

-0.34%

STLG:

0.00%

Returns By Period


JGRO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

STLG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JGRO vs. STLG - Expense Ratio Comparison

JGRO has a 0.44% expense ratio, which is higher than STLG's 0.25% expense ratio.


Risk-Adjusted Performance

JGRO vs. STLG — Risk-Adjusted Performance Rank

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

JGRO
The Risk-Adjusted Performance Rank of JGRO is 5353
Overall Rank
The Sharpe Ratio Rank of JGRO is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JGRO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JGRO is 5252
Omega Ratio Rank
The Calmar Ratio Rank of JGRO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JGRO is 5151
Martin Ratio Rank

STLG
The Risk-Adjusted Performance Rank of STLG is 6262
Overall Rank
The Sharpe Ratio Rank of STLG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of STLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of STLG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of STLG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of STLG is 6161
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.

JGRO vs. STLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) and iShares Factors US Growth Style ETF (STLG). 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.



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Dividends

JGRO vs. STLG - Dividend Comparison

JGRO's dividend yield for the trailing twelve months is around 0.11%, while STLG has not paid dividends to shareholders.


TTM202420232022
JGRO
JPMorgan Active Growth ETF
0.11%0.00%0.00%0.00%
STLG
iShares Factors US Growth Style ETF
0.00%0.00%0.00%0.00%

Drawdowns

JGRO vs. STLG - Drawdown Comparison

The maximum JGRO drawdown since its inception was -0.93%, smaller than the maximum STLG drawdown of -0.98%. Use the drawdown chart below to compare losses from any high point for JGRO and STLG. For additional features, visit the drawdowns tool.


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Volatility

JGRO vs. STLG - Volatility Comparison


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