JIG vs. EFG
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and iShares MSCI EAFE Growth ETF (EFG).
JIG and EFG 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. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIG or EFG.
Key characteristics
| JIG | EFG | |
|---|---|---|
| YTD Return | 12.93% | 5.54% |
| 1Y Return | 24.79% | 17.47% |
| 3Y Return (Ann) | -5.52% | -2.22% |
| Sharpe Ratio | 1.74 | 1.20 |
| Sortino Ratio | 2.48 | 1.77 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 0.71 | 0.84 |
| Martin Ratio | 8.81 | 5.73 |
| Ulcer Index | 2.73% | 3.05% |
| Daily Std Dev | 13.83% | 14.50% |
| Max Drawdown | -43.75% | -58.41% |
| Current Drawdown | -17.60% | -6.99% |
Correlation
The correlation between JIG and EFG is 0.94, 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
JIG vs. EFG - Performance Comparison
In the year-to-date period, JIG achieves a 12.93% return, which is significantly higher than EFG's 5.54% 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. EFG - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than EFG's 0.40% expense ratio.
Risk-Adjusted Performance
JIG vs. EFG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and iShares MSCI EAFE Growth ETF (EFG). 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. EFG - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 1.49%, less than EFG's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EFG iShares MSCI EAFE Growth ETF | 1.53% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Drawdowns
JIG vs. EFG - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, smaller than the maximum EFG drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for JIG and EFG. For additional features, visit the drawdowns tool.
Volatility
JIG vs. EFG - Volatility Comparison
The current volatility for JPMorgan International Growth ETF (JIG) is 4.08%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 4.36%. This indicates that JIG experiences smaller price fluctuations and is considered to be less risky than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.