JGRW vs. ITOT

Last updated Jul 12, 2026

JGRW (Jensen Quality Growth ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. JGRW is actively managed, while ITOT is passively managed. Over the past year, JGRW returned 4.73% vs 22.72% for ITOT. Their correlation of 0.82 suggests significant overlap in exposure. JGRW charges 0.57%/yr vs 0.03%/yr for ITOT.

Performance

JGRW vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth ETF (JGRW) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGRW achieves a 1.77% return, which is significantly lower than ITOT's 11.88% return.

JGRW

• 1D: 0.29%
• 1M: 2.64%
• 6M: 0.16%
• YTD: 1.77%
• 1Y: 4.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: 0.34%
• 1M: 2.00%
• 6M: 9.56%
• YTD: 11.88%
• 1Y: 22.72%
• 3Y*: 20.65%
• 5Y*: 12.10%
• 10Y*: 14.77%

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

JGRW vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JGRW Jensen Quality Growth ETF	1.77%	5.07%	2.56%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.88%	17.00%	11.06%

Correlation

The correlation between JGRW and ITOT is 0.81, 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	0.81
Correlation (All Time) Calculated using the full available price history since Aug 13, 2024	0.82

The correlation between JGRW and ITOT has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

Return for Risk

JGRW vs. ITOT — Risk / Return Rank

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

JGRW

JGRW Risk / Return Rank: 14
JGRW Sharpe Ratio Rank: 15
JGRW Sortino Ratio Rank: 14
JGRW Omega Ratio Rank: 14
JGRW Calmar Ratio Rank: 13
JGRW Martin Ratio Rank: 15

ITOT

ITOT Risk / Return Rank: 67
ITOT Sharpe Ratio Rank: 66
ITOT Sortino Ratio Rank: 65
ITOT Omega Ratio Rank: 65
ITOT Calmar Ratio Rank: 63
ITOT Martin Ratio Rank: 74

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth ETF (JGRW) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	0.32	1.74	-1.41
Sortino ratio: Return per unit of downside risk	0.53	2.40	-1.87
Omega ratio: Gain probability vs. loss probability	1.06	1.31	-0.25
Calmar ratio: Return relative to maximum drawdown	0.28	2.50	-2.23
Martin ratio: Return relative to average drawdown	0.96	10.92	-9.96

JGRW vs. ITOT - Sharpe Ratio Comparison

The current JGRW Sharpe Ratio is 0.32, which is lower than the ITOT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JGRW and ITOT, 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. ITOT - Drawdown Comparison

The maximum JGRW drawdown since its inception was -14.64%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for JGRW and ITOT.

Drawdown Indicators

	JGRW	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-14.64%	-55.20%	+40.56%
Max Drawdown (1Y) Largest decline over 1 year	-14.36%	-8.90%	-5.46%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.08%	-0.17%	+0.09%
Average Drawdown Average peak-to-trough decline	-2.93%	-6.95%	+4.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	2.04%	+2.08%

Volatility

JGRW vs. ITOT - Volatility Comparison

Jensen Quality Growth ETF (JGRW) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.38% and 4.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGRW	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	4.32%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	10.11%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	12.83%	-0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.38%	17.46%	-3.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.38%	18.24%	-3.86%

JGRW vs. ITOT - Expense Ratio Comparison

JGRW has a 0.57% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

JGRW vs. ITOT - Dividend Comparison

JGRW's dividend yield for the trailing twelve months is around 0.38%, less than ITOT's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.99%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
JGRW Jensen Quality Growth ETF	0.38%	0.54%	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JGRW and ITOT in my portfolio?

JGRW and ITOT have a correlation of 0.81, 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 ITOT?

JGRW has higher volatility (4.38%) compared to ITOT (4.32%). In terms of maximum drawdown, JGRW dropped -14.64% vs ITOT's -55.20%.

Which ETF is better, JGRW or ITOT?

On 1-year performance, ITOT leads with 22.72% vs 4.73% for JGRW. On fees, ITOT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGRW or ITOT?

Over the 1-year period, ITOT has performed better with a 22.72% return vs 4.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGRW or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.57% for JGRW.

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

ITOT has the higher dividend yield at 0.99%, compared with 0.38% for JGRW.

What is the main difference between JGRW and ITOT?

They also come from different issuers: Jensen and iShares. Their fees differ too: 0.57% for JGRW and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (1.74 vs 0.32), 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.