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JGRO vs. VEGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGRO vs. VEGN - Performance Comparison

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

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Returns By Period

In the year-to-date period, JGRO achieves a 3.38% return, which is significantly lower than VEGN's 29.35% return.


JGRO

1D
2.76%
1M
1.09%
6M
6.42%
YTD
3.38%
1Y
8.79%
3Y*
19.92%
5Y*
10Y*
ALL TIME*
18.12%

VEGN

1D
3.57%
1M
0.51%
6M
28.77%
YTD
29.35%
1Y
41.03%
3Y*
26.67%
5Y*
14.78%
10Y*
ALL TIME*
18.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$81.20M$58.99M$60.97M
$409.42K$563.09K$475.96K

JGRO vs. VEGN - Yearly Performance Comparison


2026 (YTD)2025202420232022
JGRO
JPMorgan Active Growth ETF
3.38%14.71%32.77%37.74%-10.43%
VEGN
US Vegan Climate ETF
29.35%13.71%25.42%38.10%-11.49%

Correlation

The correlation between JGRO and VEGN is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.91

The correlation between JGRO and VEGN has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

JGRO vs. VEGN - Sectors Allocation Comparison


Sectors
JGRO
VEGN

Technology

49.6%
63.6%

Communication Services

13.5%
7.8%

Industrials

8.9%
4.8%

Healthcare

8.3%
3.9%

Consumer Cyclical

5.3%
1.8%

Financial Services

4.8%
13.1%

Consumer Defensive

3.2%
0.0%

Energy

1.8%
0.0%

Utilities

0.9%
0.1%

Basic Materials

0.4%
0.5%

Real Estate

0.3%
3.9%

Technology

JGRO
49.6%
VEGN
63.6%

Communication Services

JGRO
13.5%
VEGN
7.8%

Industrials

JGRO
8.9%
VEGN
4.8%

Healthcare

JGRO
8.3%
VEGN
3.9%

Consumer Cyclical

JGRO
5.3%
VEGN
1.8%

Financial Services

JGRO
4.8%
VEGN
13.1%

Consumer Defensive

JGRO
3.2%
VEGN
0.0%

Energy

JGRO
1.8%
VEGN
0.0%

Utilities

JGRO
0.9%
VEGN
0.1%

Basic Materials

JGRO
0.4%
VEGN
0.5%

Real Estate

JGRO
0.3%
VEGN
3.9%

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Return for Risk

JGRO vs. VEGN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JGRO
JGRO Risk / Return Rank: 2020
Overall Rank
JGRO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JGRO Sortino Ratio Rank: 2020
Sortino Ratio Rank
JGRO Omega Ratio Rank: 2020
Omega Ratio Rank
JGRO Calmar Ratio Rank: 1919
Calmar Ratio Rank
JGRO Martin Ratio Rank: 2020
Martin Ratio Rank

VEGN
VEGN Risk / Return Rank: 7777
Overall Rank
VEGN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 7474
Sortino Ratio Rank
VEGN Omega Ratio Rank: 7373
Omega Ratio Rank
VEGN Calmar Ratio Rank: 8383
Calmar Ratio Rank
VEGN Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JGRO vs. VEGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) and US Vegan Climate ETF (VEGN). 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.


JGROVEGNDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratioReturn relative to maximum drawdown

0.54

3.37

-2.83

Martin ratioReturn relative to average drawdown

1.51

11.06

-9.55

JGRO vs. VEGN - Sharpe Ratio Comparison

The current JGRO Sharpe Ratio is 0.48, which is lower than the VEGN Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of JGRO and VEGN, 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

JGRO vs. VEGN - Drawdown Comparison

The maximum JGRO drawdown since its inception was -22.70%, smaller than the maximum VEGN drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for JGRO and VEGN.


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Drawdown Indicators


JGROVEGNDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-34.14%

+11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-12.25%

-4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-20.91%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

Current Drawdown

Current decline from peak

-3.58%

-4.62%

+1.04%

Average Drawdown

Average peak-to-trough decline

-4.84%

-7.52%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

3.72%

+2.12%

Volatility

JGRO vs. VEGN - Volatility Comparison

The current volatility for JPMorgan Active Growth ETF (JGRO) is 7.80%, while US Vegan Climate ETF (VEGN) has a volatility of 8.27%. This indicates that JGRO experiences smaller price fluctuations and is considered to be less risky than VEGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGROVEGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

8.27%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

18.08%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

20.54%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

21.04%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

23.05%

-2.84%

JGRO vs. VEGN - Expense Ratio Comparison

JGRO has a 0.44% expense ratio, which is lower than VEGN's 0.60% expense ratio.


Dividends

JGRO vs. VEGN - Dividend Comparison

JGRO's dividend yield for the trailing twelve months is around 0.15%, less than VEGN's 0.50% yield.


PositionTTM2025202420232022202120202019
JGRO
JPMorgan Active Growth ETF
0.15%0.16%0.10%0.17%0.16%0.00%0.00%0.00%
VEGN
US Vegan Climate ETF
0.50%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Frequently Asked Questions


JGRO and VEGN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEGN has higher volatility (8.27%) compared to JGRO (7.80%). In terms of maximum drawdown, JGRO dropped -22.70% vs VEGN's -34.14%.

On 3-year performance, VEGN leads with 26.67% vs 19.92% for JGRO. On fees, JGRO is cheaper at 0.44% per year. On volatility, JGRO has been the lower-risk option at 7.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VEGN has performed better with a 26.67% return vs 19.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JGRO is cheaper with a 0.44% expense ratio, compared with 0.60% for VEGN.

VEGN has the higher dividend yield at 0.50%, compared with 0.15% for JGRO.

They also come from different issuers: JPMorgan and Beyond Investing. Their fees differ too: 0.44% for JGRO and 0.60% for VEGN.

VEGN currently has the higher Sharpe Ratio (2.01 vs 0.48), 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 JGRO and VEGN

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