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JIG vs. JEMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIG and JEMA is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JIG vs. JEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Growth ETF (JIG) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JIG:

0.52

JEMA:

0.47

Sortino Ratio

JIG:

0.88

JEMA:

0.87

Omega Ratio

JIG:

1.12

JEMA:

1.11

Calmar Ratio

JIG:

0.36

JEMA:

0.37

Martin Ratio

JIG:

2.14

JEMA:

1.70

Ulcer Index

JIG:

4.71%

JEMA:

6.09%

Daily Std Dev

JIG:

18.88%

JEMA:

20.46%

Max Drawdown

JIG:

-43.75%

JEMA:

-39.50%

Current Drawdown

JIG:

-14.16%

JEMA:

-13.37%

Returns By Period

In the year-to-date period, JIG achieves a 8.09% return, which is significantly lower than JEMA's 8.58% return.


JIG

YTD

8.09%

1M

9.72%

6M

6.19%

1Y

9.74%

5Y*

N/A

10Y*

N/A

JEMA

YTD

8.58%

1M

11.56%

6M

7.20%

1Y

9.49%

5Y*

N/A

10Y*

N/A

*Annualized

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JIG vs. JEMA - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than JEMA's 0.39% expense ratio.


Risk-Adjusted Performance

JIG vs. JEMA — Risk-Adjusted Performance Rank

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

JIG
The Risk-Adjusted Performance Rank of JIG is 5050
Overall Rank
The Sharpe Ratio Rank of JIG is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 5757
Martin Ratio Rank

JEMA
The Risk-Adjusted Performance Rank of JEMA is 4646
Overall Rank
The Sharpe Ratio Rank of JEMA is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JIG vs. JEMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). 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.


The current JIG Sharpe Ratio is 0.52, which is comparable to the JEMA Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JIG and JEMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JIG vs. JEMA - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.57%, less than JEMA's 2.25% yield.


TTM20242023202220212020
JIG
JPMorgan International Growth ETF
1.57%1.70%1.69%0.91%1.35%0.04%
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.25%2.44%2.95%2.68%1.54%0.00%

Drawdowns

JIG vs. JEMA - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than JEMA's maximum drawdown of -39.50%. Use the drawdown chart below to compare losses from any high point for JIG and JEMA. For additional features, visit the drawdowns tool.


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Volatility

JIG vs. JEMA - Volatility Comparison

The current volatility for JPMorgan International Growth ETF (JIG) is 3.89%, while JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a volatility of 4.26%. This indicates that JIG experiences smaller price fluctuations and is considered to be less risky than JEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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