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

Correlation

The correlation between JIG and JIDA is 0.74, 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.


-0.50.00.51.00.7

Performance

JIG vs. JIDA - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-13.23%
-3.27%
JIG
JIDA

Key characteristics

Returns By Period


JIG

YTD

10.07%

1M

0.63%

6M

-0.14%

1Y

11.16%

5Y*

N/A

10Y*

N/A

JIDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for JIG, currently valued at 0.86, compared to the broader market0.002.004.000.86
The chart of Sortino ratio for JIG, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.28
The chart of Omega ratio for JIG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
The chart of Calmar ratio for JIG, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
The chart of Martin ratio for JIG, currently valued at 3.73, compared to the broader market0.0020.0040.0060.0080.00100.003.73
JIG
JIDA


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.86
1.00
JIG
JIDA

Dividends

JIG vs. JIDA - Dividend Comparison

Neither JIG nor JIDA has paid dividends to shareholders.


TTM2023202220212020
JIG
JPMorgan International Growth ETF
0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-19.68%
-8.73%
JIG
JIDA

Volatility

JIG vs. JIDA - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 3.72% 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%JulyAugustSeptemberOctoberNovemberDecember
3.72%
0
JIG
JIDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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