JGRW vs. EQLT

Last updated Aug 4, 2026

JGRW (Jensen Quality Growth ETF) and EQLT (iShares MSCI Emerging Markets Quality Factor ETF) are both Quality Factor funds. JGRW is actively managed, while EQLT is passively managed. Over the past year, JGRW returned 8.05% vs 47.25% for EQLT. Their 0.44 correlation means their historical movements had little consistent relationship. JGRW charges 0.57%/yr vs 0.35%/yr for EQLT.

Performance

JGRW vs. EQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth ETF (JGRW) and iShares MSCI Emerging Markets Quality Factor ETF (EQLT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGRW achieves a 4.61% return, which is significantly lower than EQLT's 25.30% return.

JGRW

• 1D: 1.50%
• 1M: 3.40%
• 6M: 5.65%
• YTD: 4.61%
• 1Y: 8.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.26%

EQLT

• 1D: 1.99%
• 1M: 0.61%
• 6M: 15.96%
• YTD: 25.30%
• 1Y: 47.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.32%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EQLT iShares MSCI Emerging Markets Quality Factor ETF	$66.04K	$56.95K	$121.40K
JGRW Jensen Quality Growth ETF	$73.39K	$231.84K	$318.46K

JGRW vs. EQLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JGRW Jensen Quality Growth ETF	4.61%	5.07%	0.22%
EQLT iShares MSCI Emerging Markets Quality Factor ETF	25.30%	33.93%	-1.29%

Correlation

The correlation between JGRW and EQLT is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024	0.44

Return for Risk

JGRW vs. EQLT — Risk / Return Rank

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

JGRW

JGRW Risk / Return Rank: 23
JGRW Sharpe Ratio Rank: 26
JGRW Sortino Ratio Rank: 24
JGRW Omega Ratio Rank: 24
JGRW Calmar Ratio Rank: 19
JGRW Martin Ratio Rank: 24

EQLT

EQLT Risk / Return Rank: 82
EQLT Sharpe Ratio Rank: 82
EQLT Sortino Ratio Rank: 76
EQLT Omega Ratio Rank: 80
EQLT Calmar Ratio Rank: 90
EQLT Martin Ratio Rank: 82

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.

JGRW vs. EQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth ETF (JGRW) and iShares MSCI Emerging Markets Quality Factor ETF (EQLT). 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.

	JGRW	EQLT	Difference
Sharpe ratio: Return per unit of total volatility	0.64	2.03	-1.39
Sortino ratio: Return per unit of downside risk	0.96	2.63	-1.67
Omega ratio: Gain probability vs. loss probability	1.12	1.36	-0.24
Calmar ratio: Return relative to maximum drawdown	0.56	3.96	-3.40
Martin ratio: Return relative to average drawdown	1.95	11.90	-9.95

JGRW vs. EQLT - Sharpe Ratio Comparison

The current JGRW Sharpe Ratio is 0.64, which is lower than the EQLT Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of JGRW and EQLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JGRW vs. EQLT - Drawdown Comparison

The maximum JGRW drawdown since its inception was -14.64%, smaller than the maximum EQLT drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for JGRW and EQLT.

Drawdown Indicators

	JGRW	EQLT	Difference
Max Drawdown Largest peak-to-trough decline	-14.64%	-17.38%	+2.74%
Max Drawdown (1Y) Largest decline over 1 year	-14.36%	-12.00%	-2.36%
Current Drawdown Current decline from peak	0.00%	-6.54%	+6.54%
Average Drawdown Average peak-to-trough decline	-2.88%	-3.81%	+0.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	3.98%	+0.15%

Volatility

JGRW vs. EQLT - Volatility Comparison

The current volatility for Jensen Quality Growth ETF (JGRW) is 3.97%, while iShares MSCI Emerging Markets Quality Factor ETF (EQLT) has a volatility of 6.29%. This indicates that JGRW experiences smaller price fluctuations and is considered to be less risky than EQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGRW	EQLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	6.29%	-2.32%
Volatility (6M) Calculated over the trailing 6-month period	10.45%	21.12%	-10.67%
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	23.48%	-10.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	21.27%	-6.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	21.27%	-6.86%

JGRW vs. EQLT - Expense Ratio Comparison

JGRW has a 0.57% expense ratio, which is higher than EQLT's 0.35% expense ratio.

Dividends

JGRW vs. EQLT - Dividend Comparison

JGRW's dividend yield for the trailing twelve months is around 0.37%, less than EQLT's 2.80% yield.

Position	TTM	2025	2024
EQLT iShares MSCI Emerging Markets Quality Factor ETF	2.80%	3.10%	0.51%
JGRW Jensen Quality Growth ETF	0.37%	0.54%	0.24%

Frequently Asked Questions

Can I hold both JGRW and EQLT in my portfolio?

JGRW and EQLT have a correlation of 0.49, 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 EQLT?

EQLT has higher volatility (6.29%) compared to JGRW (3.97%). In terms of maximum drawdown, JGRW dropped -14.64% vs EQLT's -17.38%.

Which ETF is better, JGRW or EQLT?

On 1-year performance, EQLT leads with 47.25% vs 8.05% for JGRW. On fees, EQLT is cheaper at 0.35% per year. On volatility, JGRW has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGRW or EQLT?

Over the 1-year period, EQLT has performed better with a 47.25% return vs 8.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGRW or EQLT?

EQLT is cheaper with a 0.35% expense ratio, compared with 0.57% for JGRW.

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

EQLT has the higher dividend yield at 2.80%, compared with 0.37% for JGRW.

What is the main difference between JGRW and EQLT?

They also come from different issuers: Jensen and iShares. Their fees differ too: 0.57% for JGRW and 0.35% for EQLT.

Which has better risk-adjusted returns?

EQLT currently has the higher Sharpe Ratio (2.03 vs 0.64), 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.