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JIG vs. FPXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIG vs. FPXI - Performance Comparison

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

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JIG vs. FPXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JIG
JPMorgan International Growth ETF
2.93%20.10%8.84%13.00%-30.57%6.40%40.92%
FPXI
First Trust International Equity Opportunities ETF
7.38%26.37%12.62%9.56%-31.83%-15.73%53.29%

Returns By Period

In the year-to-date period, JIG achieves a 2.93% return, which is significantly lower than FPXI's 7.38% return.


JIG

1D
1.68%
1M
-6.00%
YTD
2.93%
6M
1.94%
1Y
21.81%
3Y*
11.17%
5Y*
1.93%
10Y*

FPXI

1D
2.77%
1M
-5.01%
YTD
7.38%
6M
5.29%
1Y
35.12%
3Y*
16.85%
5Y*
-0.24%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIG vs. FPXI - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is lower than FPXI's 0.70% expense ratio.


Return for Risk

JIG vs. FPXI — Risk / Return Rank

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

JIG
JIG Risk / Return Rank: 6161
Overall Rank
JIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
JIG Omega Ratio Rank: 6060
Omega Ratio Rank
JIG Calmar Ratio Rank: 6262
Calmar Ratio Rank
JIG Martin Ratio Rank: 6161
Martin Ratio Rank

FPXI
FPXI Risk / Return Rank: 7777
Overall Rank
FPXI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FPXI Sortino Ratio Rank: 7878
Sortino Ratio Rank
FPXI Omega Ratio Rank: 7373
Omega Ratio Rank
FPXI Calmar Ratio Rank: 8080
Calmar Ratio Rank
FPXI Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JIG vs. FPXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and First Trust International Equity Opportunities ETF (FPXI). 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.


JIGFPXIDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.52

-0.41

Sortino ratio

Return per unit of downside risk

1.63

2.11

-0.48

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.68

2.43

-0.75

Martin ratio

Return relative to average drawdown

6.40

8.46

-2.06

JIG vs. FPXI - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 1.11, which is comparable to the FPXI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of JIG and FPXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIGFPXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.52

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.01

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.05

Correlation

The correlation between JIG and FPXI is 0.85, 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.


Dividends

JIG vs. FPXI - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 2.19%, more than FPXI's 0.74% yield.


TTM20252024202320222021202020192018201720162015
JIG
JPMorgan International Growth ETF
2.19%2.25%1.70%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%0.00%
FPXI
First Trust International Equity Opportunities ETF
0.74%0.70%0.93%0.71%1.13%0.71%0.18%0.67%1.75%0.75%2.09%1.34%

Drawdowns

JIG vs. FPXI - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, smaller than the maximum FPXI drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for JIG and FPXI.


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Drawdown Indicators


JIGFPXIDifference

Max Drawdown

Largest peak-to-trough decline

-43.75%

-55.78%

+12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-14.77%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-43.75%

-50.75%

+7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-55.78%

Current Drawdown

Current decline from peak

-7.91%

-15.65%

+7.74%

Average Drawdown

Average peak-to-trough decline

-17.21%

-20.48%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

4.24%

-0.84%

Volatility

JIG vs. FPXI - Volatility Comparison

The current volatility for JPMorgan International Growth ETF (JIG) is 9.56%, while First Trust International Equity Opportunities ETF (FPXI) has a volatility of 10.53%. This indicates that JIG experiences smaller price fluctuations and is considered to be less risky than FPXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIGFPXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

10.53%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

18.08%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

23.17%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.64%

21.08%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

20.82%

-1.99%