JIG vs. FIGFX
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and Fidelity International Growth Fund (FIGFX).
JIG is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020. FIGFX is managed by Fidelity. It was launched on Nov 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIG or FIGFX.
Key characteristics
| JIG | FIGFX | |
|---|---|---|
| YTD Return | 12.89% | 7.68% |
| 1Y Return | 23.76% | 20.20% |
| 3Y Return (Ann) | -5.54% | -0.42% |
| Sharpe Ratio | 1.79 | 1.45 |
| Sortino Ratio | 2.55 | 2.07 |
| Omega Ratio | 1.32 | 1.25 |
| Calmar Ratio | 0.74 | 1.11 |
| Martin Ratio | 9.02 | 7.02 |
| Ulcer Index | 2.74% | 2.83% |
| Daily Std Dev | 13.82% | 13.68% |
| Max Drawdown | -43.75% | -55.48% |
| Current Drawdown | -17.63% | -4.89% |
Correlation
The correlation between JIG and FIGFX is 0.93, 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. FIGFX - Performance Comparison
In the year-to-date period, JIG achieves a 12.89% return, which is significantly higher than FIGFX's 7.68% 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. FIGFX - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is lower than FIGFX's 0.99% expense ratio.
Risk-Adjusted Performance
JIG vs. FIGFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and Fidelity International Growth Fund (FIGFX). 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. FIGFX - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 1.49%, more than FIGFX's 0.44% 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% |
FIGFX Fidelity International Growth Fund | 0.44% | 0.48% | 0.22% | 0.43% | 0.11% | 0.97% | 0.88% | 0.58% | 1.24% | 1.47% | 0.84% | 0.97% |
Drawdowns
JIG vs. FIGFX - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, smaller than the maximum FIGFX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for JIG and FIGFX. For additional features, visit the drawdowns tool.
Volatility
JIG vs. FIGFX - Volatility Comparison
JPMorgan International Growth ETF (JIG) and Fidelity International Growth Fund (FIGFX) have volatilities of 3.95% and 4.05%, 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.