JGRW vs. AVIE

Last updated Jun 6, 2026

JGRW (Jensen Quality Growth ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, JGRW returned 2.08% vs 25.64% for AVIE. At a 0.46 correlation, their price movements are largely independent. JGRW charges 0.57%/yr vs 0.25%/yr for AVIE.

Performance

JGRW vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth ETF (JGRW) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGRW achieves a -1.11% return, which is significantly lower than AVIE's 13.51% return.

JGRW

• 1D: -1.91%
• 1M: -0.04%
• YTD: -1.11%
• 6M: -1.44%
• 1Y: 2.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVIE

• 1D: -0.28%
• 1M: 1.20%
• YTD: 13.51%
• 6M: 14.59%
• 1Y: 25.64%
• 3Y*: 13.34%
• 5Y*: —
• 10Y*: —

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

JGRW vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JGRW Jensen Quality Growth ETF	-1.11%	5.07%	1.72%
AVIE Avantis Inflation Focused Equity ETF	13.51%	11.37%	-3.73%

Correlation

The correlation between JGRW and AVIE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Aug 14, 2024	0.46

The correlation between JGRW and AVIE shifts across timeframes, from 0.27 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JGRW vs. AVIE — Risk / Return Rank

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

JGRW

JGRW Risk / Return Rank: 11
JGRW Sharpe Ratio Rank: 12
JGRW Sortino Ratio Rank: 11
JGRW Omega Ratio Rank: 11
JGRW Calmar Ratio Rank: 11
JGRW Martin Ratio Rank: 12

AVIE

AVIE Risk / Return Rank: 85
AVIE Sharpe Ratio Rank: 84
AVIE Sortino Ratio Rank: 87
AVIE Omega Ratio Rank: 81
AVIE Calmar Ratio Rank: 89
AVIE Martin Ratio Rank: 83

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.

JGRW vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth ETF (JGRW) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	JGRW	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	0.18	2.61	-2.43
Sortino ratio: Return per unit of downside risk	0.32	3.75	-3.42
Omega ratio: Gain probability vs. loss probability	1.04	1.46	-0.42
Calmar ratio: Return relative to maximum drawdown	0.15	5.18	-5.04
Martin ratio: Return relative to average drawdown	0.51	15.91	-15.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGRW vs. AVIE - Sharpe Ratio Comparison

The current JGRW Sharpe Ratio is 0.18, which is lower than the AVIE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of JGRW and AVIE, 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

	JGRW	AVIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	2.61	-2.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.06	-0.85

Drawdowns

JGRW vs. AVIE - Drawdown Comparison

The maximum JGRW drawdown since its inception was -14.64%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for JGRW and AVIE.

Drawdown Indicators

	JGRW	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-14.64%	-12.39%	-2.25%
Max Drawdown (1Y) Largest decline over 1 year	-14.36%	-4.97%	-9.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.39%	—
Current Drawdown Current decline from peak	-2.91%	-0.74%	-2.17%
Average Drawdown Average peak-to-trough decline	-2.97%	-3.03%	+0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.06%	1.62%	+2.44%

Volatility

JGRW vs. AVIE - Volatility Comparison

Jensen Quality Growth ETF (JGRW) has a higher volatility of 3.23% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.07%. This indicates that JGRW's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGRW	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	3.07%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	7.18%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	9.89%	+1.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.39%	12.94%	+1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.39%	12.94%	+1.45%

JGRW vs. AVIE - Expense Ratio Comparison

JGRW has a 0.57% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

JGRW vs. AVIE - Dividend Comparison

JGRW's dividend yield for the trailing twelve months is around 0.46%, less than AVIE's 1.44% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.44%	1.75%	1.89%	3.72%	0.39%
JGRW Jensen Quality Growth ETF	0.46%	0.54%	0.24%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JGRW and AVIE in my portfolio?

JGRW and AVIE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JGRW or AVIE?

JGRW has higher volatility (3.23%) compared to AVIE (3.07%). In terms of maximum drawdown, JGRW dropped -14.64% vs AVIE's -12.39%.

Which ETF is better, JGRW or AVIE?

On 1-year performance, AVIE leads with 25.64% vs 2.08% for JGRW. On fees, AVIE is cheaper at 0.25% per year. On volatility, AVIE has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGRW or AVIE?

Over the 1-year period, AVIE has performed better with a 25.64% return vs 2.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGRW or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.57% for JGRW.

Which ETF pays a higher dividend yield, JGRW or AVIE?

AVIE has the higher dividend yield at 1.44%, compared with 0.46% for JGRW.

What is the main difference between JGRW and AVIE?

They also come from different issuers: Jensen and Avantis. Their fees differ too: 0.57% for JGRW and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.61 vs 0.18), 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.