JIG vs. DGRO
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and iShares Core Dividend Growth ETF (DGRO).
JIG and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIG is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIG or DGRO.
Key characteristics
| JIG | DGRO | |
|---|---|---|
| YTD Return | 12.89% | 21.31% |
| 1Y Return | 23.76% | 32.30% |
| 3Y Return (Ann) | -5.54% | 8.48% |
| Sharpe Ratio | 1.79 | 3.49 |
| Sortino Ratio | 2.55 | 4.93 |
| Omega Ratio | 1.32 | 1.66 |
| Calmar Ratio | 0.74 | 4.39 |
| Martin Ratio | 9.02 | 23.49 |
| Ulcer Index | 2.74% | 1.44% |
| Daily Std Dev | 13.82% | 9.66% |
| Max Drawdown | -43.75% | -35.10% |
| Current Drawdown | -17.63% | 0.00% |
Correlation
The correlation between JIG and DGRO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JIG vs. DGRO - Performance Comparison
In the year-to-date period, JIG achieves a 12.89% return, which is significantly lower than DGRO's 21.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JIG vs. DGRO - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
JIG vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
JIG vs. DGRO - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 1.49%, less than DGRO's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 1.49% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
Drawdowns
JIG vs. DGRO - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for JIG and DGRO. For additional features, visit the drawdowns tool.
Volatility
JIG vs. DGRO - Volatility Comparison
JPMorgan International Growth ETF (JIG) has a higher volatility of 3.98% compared to iShares Core Dividend Growth ETF (DGRO) at 3.28%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.