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

Correlation

The correlation between JIG and VIGI is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JIG vs. VIGI - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
32.39%
57.00%
JIG
VIGI

Key characteristics

Sharpe Ratio

JIG:

0.49

VIGI:

0.69

Sortino Ratio

JIG:

0.82

VIGI:

1.06

Omega Ratio

JIG:

1.11

VIGI:

1.14

Calmar Ratio

JIG:

0.33

VIGI:

0.72

Martin Ratio

JIG:

1.96

VIGI:

2.08

Ulcer Index

JIG:

4.67%

VIGI:

5.03%

Daily Std Dev

JIG:

18.85%

VIGI:

15.18%

Max Drawdown

JIG:

-43.75%

VIGI:

-31.01%

Current Drawdown

JIG:

-17.89%

VIGI:

-3.58%

Returns By Period

In the year-to-date period, JIG achieves a 3.39% return, which is significantly lower than VIGI's 6.80% return.


JIG

YTD

3.39%

1M

-0.95%

6M

-0.01%

1Y

7.65%

5Y*

N/A

10Y*

N/A

VIGI

YTD

6.80%

1M

0.12%

6M

0.81%

1Y

9.84%

5Y*

9.99%

10Y*

N/A

*Annualized

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JIG vs. VIGI - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Expense ratio chart for JIG: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JIG: 0.55%
Expense ratio chart for VIGI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGI: 0.15%

Risk-Adjusted Performance

JIG vs. VIGI — 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 5757
Overall Rank
The Sharpe Ratio Rank of JIG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 6060
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6969
Overall Rank
The Sharpe Ratio Rank of VIGI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6262
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. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and Vanguard International Dividend Appreciation ETF (VIGI). 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 chart of Sharpe ratio for JIG, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
JIG: 0.49
VIGI: 0.69
The chart of Sortino ratio for JIG, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
JIG: 0.82
VIGI: 1.06
The chart of Omega ratio for JIG, currently valued at 1.11, compared to the broader market0.501.001.502.00
JIG: 1.11
VIGI: 1.14
The chart of Calmar ratio for JIG, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
JIG: 0.33
VIGI: 0.72
The chart of Martin ratio for JIG, currently valued at 1.96, compared to the broader market0.0020.0040.0060.00
JIG: 1.96
VIGI: 2.08

The current JIG Sharpe Ratio is 0.49, which is comparable to the VIGI Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of JIG and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.49
0.69
JIG
VIGI

Dividends

JIG vs. VIGI - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.64%, less than VIGI's 1.92% yield.


TTM202420232022202120202019201820172016
JIG
JPMorgan International Growth ETF
1.64%1.70%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.92%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

JIG vs. VIGI - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for JIG and VIGI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-17.89%
-3.58%
JIG
VIGI

Volatility

JIG vs. VIGI - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 12.27% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 9.84%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.27%
9.84%
JIG
VIGI