JGRO vs. STLG

Last updated Jun 4, 2026

JGRO (JPMorgan Active Growth ETF) and STLG (iShares Factors US Growth Style ETF) are both Large Cap Growth Equities funds. JGRO is actively managed, while STLG is passively managed. Over the past 3 years, JGRO returned 22.91%/yr vs 33.60%/yr for STLG. With a 0.96 correlation, they move nearly in lockstep. JGRO charges 0.44%/yr vs 0.25%/yr for STLG.

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.

Returns By Period

In the year-to-date period, JGRO achieves a 6.26% return, which is significantly lower than STLG's 21.29% return.

JGRO

• 1D: -0.89%
• 1M: 4.92%
• YTD: 6.26%
• 6M: 4.91%
• 1Y: 20.80%
• 3Y*: 22.91%
• 5Y*: —
• 10Y*: —

STLG

• 1D: -0.72%
• 1M: 11.92%
• YTD: 21.29%
• 6M: 21.80%
• 1Y: 43.57%
• 3Y*: 33.60%
• 5Y*: 20.26%
• 10Y*: —

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

JGRO vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JGRO JPMorgan Active Growth ETF	6.26%	14.71%	32.77%	37.74%	-10.03%
STLG iShares Factors US Growth Style ETF	21.29%	21.49%	37.42%	42.86%	-11.11%

Correlation

The correlation between JGRO and STLG is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 10, 2022	0.96

The correlation between JGRO and STLG has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

JGRO vs. STLG - Sectors Allocation Comparison

Sectors	JGRO	STLG
Technology	42.0%	54.2%
Communication Services	13.9%	6.3%
Consumer Cyclical	11.7%	16.7%
Healthcare	11.0%	8.8%
Industrials	9.2%	5.7%
Financial Services	5.6%	2.2%
Consumer Defensive	4.1%	3.0%
Energy	1.9%	1.1%
Basic Materials	0.3%	0.2%
Real Estate	0.3%	0.0%
Utilities	0.1%	1.6%

Return for Risk

JGRO vs. STLG — Risk / Return Rank

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

JGRO

JGRO Risk / Return Rank: 32
JGRO Sharpe Ratio Rank: 37
JGRO Sortino Ratio Rank: 35
JGRO Omega Ratio Rank: 36
JGRO Calmar Ratio Rank: 26
JGRO Martin Ratio Rank: 27

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 74
STLG Sortino Ratio Rank: 69
STLG Omega Ratio Rank: 67
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 69

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. STLG - Risk-Adjusted Trends 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.

	JGRO	STLG	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.45	-1.09
Sortino ratio: Return per unit of downside risk	1.89	3.18	-1.29
Omega ratio: Gain probability vs. loss probability	1.24	1.41	-0.17
Calmar ratio: Return relative to maximum drawdown	1.27	3.20	-1.93
Martin ratio: Return relative to average drawdown	3.83	12.85	-9.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGRO vs. STLG - Sharpe Ratio Comparison

The current JGRO Sharpe Ratio is 1.36, which is lower than the STLG Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of JGRO and STLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JGRO	STLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	2.45	-1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.90	+0.12

Drawdowns

JGRO vs. STLG - Drawdown Comparison

The maximum JGRO drawdown since its inception was -22.70%, smaller than the maximum STLG drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for JGRO and STLG.

Drawdown Indicators

	JGRO	STLG	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-31.34%	+8.64%
Max Drawdown (1Y) Largest decline over 1 year	-16.44%	-13.69%	-2.75%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-23.73%	+1.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.61%	—
Current Drawdown Current decline from peak	-0.89%	-0.73%	-0.16%
Average Drawdown Average peak-to-trough decline	-4.85%	-7.36%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	3.40%	+2.04%

Volatility

JGRO vs. STLG - Volatility Comparison

The current volatility for JPMorgan Active Growth ETF (JGRO) is 3.79%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.03%. This indicates that JGRO experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGRO	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	5.03%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	13.89%	-2.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	17.89%	-2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.89%	21.97%	-2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	23.89%	-4.00%

JGRO vs. STLG - Expense Ratio Comparison

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

Dividends

JGRO vs. STLG - Dividend Comparison

JGRO's dividend yield for the trailing twelve months is around 0.15%, less than STLG's 0.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JGRO JPMorgan Active Growth ETF	0.15%	0.16%	0.10%	0.17%	0.16%	0.00%	0.00%
STLG iShares Factors US Growth Style ETF	0.25%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%

Frequently Asked Questions

Can I hold both JGRO and STLG in my portfolio?

With a correlation of 0.91, JGRO and STLG 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.

Which is riskier, JGRO or STLG?

STLG has higher volatility (5.03%) compared to JGRO (3.79%). In terms of maximum drawdown, JGRO dropped -22.70% vs STLG's -31.34%.

Which ETF is better, JGRO or STLG?

On 3-year performance, STLG leads with 33.60% vs 22.91% for JGRO. On fees, STLG is cheaper at 0.25% per year. On volatility, JGRO has been the lower-risk option at 3.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGRO or STLG?

Over the 3-year period, STLG has performed better with a 33.60% return vs 22.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGRO or STLG?

STLG is cheaper with a 0.25% expense ratio, compared with 0.44% for JGRO.

Which ETF pays a higher dividend yield, JGRO or STLG?

STLG has the higher dividend yield at 0.25%, compared with 0.15% for JGRO.

What is the main difference between JGRO and STLG?

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.44% for JGRO and 0.25% for STLG.

Which has better risk-adjusted returns?

STLG currently has the higher Sharpe Ratio (2.45 vs 1.36), 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.