JIG vs. IDHQ
JIG (JPMorgan International Growth ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. JIG is actively managed, while IDHQ is passively managed. Over the past 5 years, JIG returned 2.78%/yr vs 9.58%/yr for IDHQ. Their correlation of 0.88 suggests significant overlap in exposure. JIG charges 0.55%/yr vs 0.29%/yr for IDHQ.
Performance
JIG vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, JIG achieves a 12.26% return, which is significantly lower than IDHQ's 24.45% return.
JIG
- 1D
- -1.81%
- 1M
- -4.28%
- 6M
- 6.71%
- YTD
- 12.26%
- 1Y
- 18.51%
- 3Y*
- 13.12%
- 5Y*
- 2.78%
- 10Y*
- —
IDHQ
- 1D
- -0.58%
- 1M
- 2.11%
- 6M
- 18.55%
- YTD
- 24.45%
- 1Y
- 35.69%
- 3Y*
- 18.93%
- 5Y*
- 9.58%
- 10Y*
- 10.57%
JIG vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 12.26% | 20.10% | 8.84% | 13.00% | -30.57% | 6.40% | 40.04% |
IDHQ Invesco S&P International Developed High Quality ETF | 24.45% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 27.19% |
Correlation
The correlation between JIG and IDHQ is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.88 |
The correlation between JIG and IDHQ has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
JIG vs. IDHQ — Risk / Return Rank
JIG
IDHQ
JIG vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JIG | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.67 | -1.23 |
| Martin ratioReturn relative to average drawdown | 5.06 | 10.49 | -5.43 |
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Drawdowns
JIG vs. IDHQ - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for JIG and IDHQ.
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Drawdown Indicators
| JIG | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.75% | -73.84% | +30.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -13.44% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -14.07% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -43.75% | -33.54% | -10.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -7.19% | -2.19% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -21.07% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.41% | +0.26% |
Volatility
JIG vs. IDHQ - Volatility Comparison
JPMorgan International Growth ETF (JIG) has a higher volatility of 7.36% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 5.74%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIG | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 5.74% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.71% | 18.89% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 20.74% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 17.84% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 17.96% | +1.34% |
JIG vs. IDHQ - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
JIG vs. IDHQ - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 2.00%, less than IDHQ's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.03% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
JIG JPMorgan International Growth ETF | 2.00% | 2.25% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, JIG and IDHQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JIG has higher volatility (7.36%) compared to IDHQ (5.74%). In terms of maximum drawdown, JIG dropped -43.75% vs IDHQ's -73.84%.
On 5-year performance, IDHQ leads with 9.58% vs 2.78% for JIG. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 5.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IDHQ has performed better with a 9.58% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.55% for JIG.
IDHQ has the higher dividend yield at 2.03%, compared with 2.00% for JIG.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.55% for JIG and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.73 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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