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JIG vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JIG having a 17.36% return and IFLO slightly lower at 16.93%.


JIG

1D
0.68%
1M
2.33%
YTD
17.36%
6M
16.93%
1Y
25.52%
3Y*
16.20%
5Y*
3.39%
10Y*

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIG vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between JIG and IFLO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.77

JIG vs. IFLO - Sectors Allocation Comparison


Sectors
JIG
IFLO

Technology

24.3%
21.5%

Industrials

17.2%
18.1%

Consumer Cyclical

8.2%
13.8%

Financial Services

6.3%
1.1%

Basic Materials

3.6%
11.3%

Healthcare

2.8%
11.7%

Communication Services

2.4%
6.7%

Utilities

2.4%
1.0%

Consumer Defensive

0.7%
2.8%

Energy

0.6%
12.1%

Real Estate

0.6%
0.0%

Technology

JIG
24.3%
IFLO
21.5%

Industrials

JIG
17.2%
IFLO
18.1%

Consumer Cyclical

JIG
8.2%
IFLO
13.8%

Financial Services

JIG
6.3%
IFLO
1.1%

Basic Materials

JIG
3.6%
IFLO
11.3%

Healthcare

JIG
2.8%
IFLO
11.7%

Communication Services

JIG
2.4%
IFLO
6.7%

Utilities

JIG
2.4%
IFLO
1.0%

Consumer Defensive

JIG
0.7%
IFLO
2.8%

Energy

JIG
0.6%
IFLO
12.1%

Real Estate

JIG
0.6%
IFLO
0.0%

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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: 4343
Overall Rank
JIG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
JIG Omega Ratio Rank: 4141
Omega Ratio Rank
JIG Calmar Ratio Rank: 4545
Calmar Ratio Rank
JIG Martin Ratio Rank: 4949
Martin Ratio Rank

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.


JIGIFLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.98

Martin ratioReturn relative to average drawdown

7.35

JIG vs. IFLO - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


JIGIFLODifference

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

-2.98%

-3.37%

+0.39%

Average Drawdown

Average peak-to-trough decline

-16.64%

-1.25%

-15.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

Volatility

JIG vs. IFLO - Volatility Comparison


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Volatility by Period


JIGIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.22%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

14.75%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

14.75%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

14.75%

+4.52%

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 1.92%, more than IFLO's 1.51% yield.


PositionTTM202520242023202220212020
IFLO
VictoryShares International Free Cash Flow ETF
1.51%0.73%0.00%0.00%0.00%0.00%0.00%
JIG
JPMorgan International Growth ETF
1.92%2.25%1.70%1.69%0.91%1.35%0.04%

Frequently Asked Questions


JIG and IFLO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 25.52% for JIG. On fees, JIG is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 25.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

JIG has the higher dividend yield at 1.92%, compared with 1.51% for IFLO.

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

Portfolio Optimizer

Find the right allocation for JIG and IFLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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