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

Key characteristics


JIDAJIG

Correlation

-0.50.00.51.00.8

The correlation between JIDA and JIG is 0.82, 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.

Performance

JIDA vs. JIG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-3.27%
-18.60%
JIDA
JIG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan ActiveBuilders International Equity ETF

JPMorgan International Growth ETF

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 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.


JIDA
Sharpe ratio
The chart of Sharpe ratio for JIDA, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.00-0.36
Sortino ratio
The chart of Sortino ratio for JIDA, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.00-0.46
Omega ratio
The chart of Omega ratio for JIDA, currently valued at 0.92, compared to the broader market0.501.001.502.002.500.92
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.0012.00-0.28
Martin ratio
The chart of Martin ratio for JIDA, currently valued at -0.60, compared to the broader market0.0020.0040.0060.00-0.60
JIG
Sharpe ratio
The chart of Sharpe ratio for JIG, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.000.34
Sortino ratio
The chart of Sortino ratio for JIG, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.000.58
Omega ratio
The chart of Omega ratio for JIG, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for JIG, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.000.12
Martin ratio
The chart of Martin ratio for JIG, currently valued at 0.77, compared to the broader market0.0020.0040.0060.000.77

JIDA vs. JIG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
-0.36
0.34
JIDA
JIG

Dividends

JIDA vs. JIG - Dividend Comparison

JIDA has not paid dividends to shareholders, while JIG's dividend yield for the trailing twelve months is around 1.63%.


TTM2023202220212020
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%
JIG
JPMorgan International Growth ETF
1.63%1.69%0.91%1.35%0.04%

Drawdowns

JIDA vs. JIG - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-8.73%
-24.65%
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 3.73%. 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%December2024FebruaryMarchAprilMay0
3.73%
JIDA
JIG