JIG vs. IFLO

Last updated Jul 17, 2026

JIG (JPMorgan International Growth ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, JIG returned 18.51% vs 33.19% for IFLO. A 0.75 correlation means they provide meaningful diversification when combined. JIG charges 0.55%/yr vs 0.56%/yr for IFLO.

Performance

JIG vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Growth ETF (JIG) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JIG achieves a 12.26% return, which is significantly lower than IFLO's 18.60% return.

JIG

• 1D: -1.81%
• 1M: -4.28%
• 6M: 6.71%
• YTD: 12.26%
• 1Y: 18.51%
• 3Y*: 13.12%
• 5Y*: 2.78%
• 10Y*: —

IFLO

• 1D: -0.26%
• 1M: -1.46%
• 6M: 15.69%
• YTD: 18.60%
• 1Y: 33.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIG vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
JIG JPMorgan International Growth ETF	12.26%	6.95%
IFLO VictoryShares International Free Cash Flow ETF	18.60%	13.12%

Correlation

The correlation between JIG and IFLO is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.75

The correlation between JIG and IFLO has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

JIG vs. IFLO - Sectors Allocation Comparison

Sectors	JIG	IFLO
Technology	22.7%	21.5%
Industrials	19.1%	18.1%
Consumer Cyclical	9.1%	13.8%
Financial Services	6.4%	1.1%
Basic Materials	4.7%	11.3%
Communication Services	4.3%	6.7%
Healthcare	3.2%	11.7%
Utilities	2.7%	1.0%
Consumer Defensive	0.8%	2.8%
Real Estate	0.6%	0.0%
Energy	0.6%	12.1%

Return for Risk

JIG vs. IFLO — Risk / Return Rank

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

JIG

JIG Risk / Return Rank: 32
JIG Sharpe Ratio Rank: 30
JIG Sortino Ratio Rank: 29
JIG Omega Ratio Rank: 30
JIG Calmar Ratio Rank: 34
JIG Martin Ratio Rank: 40

IFLO

IFLO Risk / Return Rank: 90
IFLO Sharpe Ratio Rank: 88
IFLO Sortino Ratio Rank: 89
IFLO Omega Ratio Rank: 86
IFLO Calmar Ratio Rank: 93
IFLO Martin Ratio Rank: 92

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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and VictoryShares International Free Cash Flow ETF (IFLO). 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	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.29	-1.39
Sortino ratio: Return per unit of downside risk	1.33	3.33	-2.00
Omega ratio: Gain probability vs. loss probability	1.17	1.41	-0.24
Calmar ratio: Return relative to maximum drawdown	1.44	5.18	-3.74
Martin ratio: Return relative to average drawdown	5.06	17.40	-12.34

JIG vs. IFLO - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 0.90, which is lower than the IFLO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of JIG and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIG vs. IFLO - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for JIG and IFLO.

Drawdown Indicators

	JIG	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-43.75%	-6.44%	-37.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-6.44%	-6.50%
Max Drawdown (3Y) Largest decline over 3 years	-16.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.75%	—	—
Current Drawdown Current decline from peak	-7.19%	-1.99%	-5.20%
Average Drawdown Average peak-to-trough decline	-16.53%	-1.29%	-15.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	1.91%	+1.76%

Volatility

JIG vs. IFLO - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 7.36% compared to VictoryShares International Free Cash Flow ETF (IFLO) at 3.21%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIG	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	3.21%	+4.15%
Volatility (6M) Calculated over the trailing 6-month period	18.71%	12.02%	+6.69%
Volatility (1Y) Calculated over the trailing 1-year period	20.73%	14.56%	+6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	14.53%	+4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	14.53%	+4.77%

JIG vs. IFLO - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

JIG vs. IFLO - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 2.00%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%
JIG JPMorgan International Growth ETF	2.00%	2.25%	1.70%	1.69%	0.91%	1.35%	0.04%

Frequently Asked Questions

Can I hold both JIG and IFLO in my portfolio?

JIG and IFLO have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIG or IFLO?

JIG has higher volatility (7.36%) compared to IFLO (3.21%). In terms of maximum drawdown, JIG dropped -43.75% vs IFLO's -6.44%.

Which ETF is better, JIG or IFLO?

On 1-year performance, IFLO leads with 33.19% vs 18.51% for JIG. On fees, JIG is cheaper at 0.55% per year. On volatility, IFLO has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIG or IFLO?

Over the 1-year period, IFLO has performed better with a 33.19% return vs 18.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIG or IFLO?

JIG is cheaper with a 0.55% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, JIG or IFLO?

JIG has the higher dividend yield at 2.00%, compared with 1.57% for IFLO.

What is the main difference between JIG and IFLO?

They also come from different issuers: JPMorgan and VictoryShares. Their fees differ too: 0.55% for JIG and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.29 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.