JIG vs. IEFA
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and iShares Core MSCI EAFE ETF (IEFA).
JIG and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIG or IEFA.
Key characteristics
| JIG | IEFA | |
|---|---|---|
| YTD Return | 12.93% | 6.77% |
| 1Y Return | 24.79% | 18.79% |
| 3Y Return (Ann) | -5.52% | 1.54% |
| Sharpe Ratio | 1.74 | 1.45 |
| Sortino Ratio | 2.48 | 2.07 |
| Omega Ratio | 1.31 | 1.25 |
| Calmar Ratio | 0.71 | 1.49 |
| Martin Ratio | 8.81 | 7.83 |
| Ulcer Index | 2.73% | 2.40% |
| Daily Std Dev | 13.83% | 12.97% |
| Max Drawdown | -43.75% | -34.78% |
| Current Drawdown | -17.60% | -6.26% |
Correlation
The correlation between JIG and IEFA is 0.88, 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. IEFA - Performance Comparison
In the year-to-date period, JIG achieves a 12.93% return, which is significantly higher than IEFA's 6.77% 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. IEFA - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Risk-Adjusted Performance
JIG vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and iShares Core MSCI EAFE ETF (IEFA). 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. IEFA - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 1.49%, less than IEFA's 3.09% 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% |
IEFA iShares Core MSCI EAFE ETF | 3.09% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
JIG vs. IEFA - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for JIG and IEFA. For additional features, visit the drawdowns tool.
Volatility
JIG vs. IEFA - Volatility Comparison
JPMorgan International Growth ETF (JIG) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 4.08% and 3.92%, 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.