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

Key characteristics


JIGVIGI
YTD Return3.71%-0.62%
1Y Return4.91%5.47%
3Y Return (Ann)-5.73%1.33%
Sharpe Ratio0.390.48
Daily Std Dev13.02%11.17%
Max Drawdown-43.75%-31.01%
Current Drawdown-24.33%-5.96%

Correlation

-0.50.00.51.00.9

The correlation between JIG and VIGI is 0.92, 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. VIGI - Performance Comparison

In the year-to-date period, JIG achieves a 3.71% return, which is significantly higher than VIGI's -0.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchApril
22.02%
42.20%
JIG
VIGI

Compare stocks, funds, or ETFs

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


JPMorgan International Growth ETF

Vanguard International Dividend Appreciation ETF

JIG vs. VIGI - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


JIG
Sharpe ratio
The chart of Sharpe ratio for JIG, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.005.000.39
Sortino ratio
The chart of Sortino ratio for JIG, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.000.64
Omega ratio
The chart of Omega ratio for JIG, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for JIG, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.000.14
Martin ratio
The chart of Martin ratio for JIG, currently valued at 0.88, compared to the broader market0.0020.0040.0060.000.88
VIGI
Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.005.000.48
Sortino ratio
The chart of Sortino ratio for VIGI, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.000.77
Omega ratio
The chart of Omega ratio for VIGI, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for VIGI, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.000.29
Martin ratio
The chart of Martin ratio for VIGI, currently valued at 1.55, compared to the broader market0.0020.0040.0060.001.55

JIG vs. VIGI - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 0.39, which roughly equals the VIGI Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of JIG and VIGI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchApril
0.39
0.48
JIG
VIGI

Dividends

JIG vs. VIGI - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.63%, less than VIGI's 2.09% yield.


TTM20232022202120202019201820172016
JIG
JPMorgan International Growth ETF
1.63%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.09%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.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchApril
-24.33%
-5.96%
JIG
VIGI

Volatility

JIG vs. VIGI - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 3.79% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.29%. 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%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchApril
3.79%
3.29%
JIG
VIGI