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JIDA vs. JIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIDA and JIG is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

JIDA vs. JIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders International Equity ETF (JIDA) and JPMorgan International Growth ETF (JIG). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember20250
-2.48%
JIDA
JIG

Key characteristics

Returns By Period


JIDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JIG

YTD

1.15%

1M

-1.63%

6M

-1.91%

1Y

9.78%

5Y*

N/A

10Y*

N/A

*Annualized

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JIDA vs. JIG - Expense Ratio Comparison

JIDA has a 0.25% expense ratio, which is lower than JIG's 0.55% expense ratio.


JIG
JPMorgan International Growth ETF
Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

JIDA vs. JIG — Risk-Adjusted Performance Rank

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

JIDA

JIG
The Risk-Adjusted Performance Rank of JIG is 3030
Overall Rank
The Sharpe Ratio Rank of JIG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 3131
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 2323
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JIDA vs. JIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders International Equity ETF (JIDA) and JPMorgan International Growth ETF (JIG). 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.


Sharpe ratio
No data
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.000.41
JIDA
JIG


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
1.00
0.82
JIDA
JIG

Dividends

JIDA vs. JIG - Dividend Comparison

Neither JIDA nor JIG has paid dividends to shareholders.


TTM20242023202220212020
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%0.00%3.16%1.09%0.00%
JIG
JPMorgan International Growth ETF
0.00%0.00%1.69%0.91%1.35%0.04%

Drawdowns

JIDA vs. JIG - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-8.73%
-20.99%
JIDA
JIG

Volatility

JIDA vs. JIG - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders International Equity ETF (JIDA) is 0.00%, while JPMorgan International Growth ETF (JIG) has a volatility of 4.15%. This indicates that JIDA experiences smaller price fluctuations and is considered to be less risky than JIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.15%
JIDA
JIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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