JIG vs. IFLO
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 25.52% vs 32.28% for IFLO. A 0.77 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
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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*
- —
JIG vs. IFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JIG JPMorgan International Growth ETF | 17.36% | 6.95% |
IFLO VictoryShares International Free Cash Flow ETF | 16.93% | 13.12% |
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
Industrials
Consumer Cyclical
Financial Services
Basic Materials
Healthcare
Communication Services
Utilities
Consumer Defensive
Energy
Real Estate
Technology
JIG
IFLO
Industrials
JIG
IFLO
Consumer Cyclical
JIG
IFLO
Financial Services
JIG
IFLO
Basic Materials
JIG
IFLO
Healthcare
JIG
IFLO
Communication Services
JIG
IFLO
Utilities
JIG
IFLO
Consumer Defensive
JIG
IFLO
Energy
JIG
IFLO
Real Estate
JIG
IFLO
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Return for Risk
JIG vs. IFLO — Risk / Return Rank
JIG
IFLO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 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 | — | — |
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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
| JIG | IFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.98% | -3.37% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -1.25% | -15.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | — | — |
Volatility
JIG vs. IFLO - Volatility Comparison
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Volatility by Period
| JIG | IFLO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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