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

Key characteristics


JIGJIDA

Correlation

-0.50.00.51.00.8

The correlation between JIG and JIDA is 0.75, 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. JIDA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
0
JIG
JIDA

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JIG vs. JIDA - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than JIDA's 0.25% expense ratio.


JIG
JPMorgan International Growth ETF
Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

JIG vs. JIDA - Risk-Adjusted Performance Comparison

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


JIG
Sharpe ratio
The chart of Sharpe ratio for JIG, currently valued at 1.74, compared to the broader market-2.000.002.004.006.001.74
Sortino ratio
The chart of Sortino ratio for JIG, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for JIG, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for JIG, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.71
Martin ratio
The chart of Martin ratio for JIG, currently valued at 8.81, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.81
JIDA
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00

JIG vs. JIDA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.74
1.00
JIG
JIDA

Dividends

JIG vs. JIDA - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.49%, while JIDA has not paid dividends to shareholders.


TTM2023202220212020
JIG
JPMorgan International Growth ETF
1.49%1.69%0.91%1.35%0.04%
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%

Drawdowns

JIG vs. JIDA - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-17.60%
-8.73%
JIG
JIDA

Volatility

JIG vs. JIDA - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 4.08% compared to JPMorgan ActiveBuilders International Equity ETF (JIDA) at 0.00%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than JIDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.08%
0
JIG
JIDA