JIG vs. VXUS

Last updated Jun 5, 2026

JIG (JPMorgan International Growth ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - JIG is a Foreign Large Cap Equities fund actively managed by JPMorgan, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. JIG is actively managed, while VXUS is passively managed. Over the past 5 years, JIG returned 3.68%/yr vs 8.49%/yr for VXUS. Their correlation of 0.91 suggests significant overlap in exposure. JIG charges 0.55%/yr vs 0.05%/yr for VXUS.

Performance

JIG vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, JIG achieves a 16.35% return, which is significantly higher than VXUS's 14.45% return.

JIG

• 1D: 0.59%
• 1M: 4.04%
• YTD: 16.35%
• 6M: 16.73%
• 1Y: 24.71%
• 3Y*: 15.50%
• 5Y*: 3.68%
• 10Y*: —

VXUS

• 1D: 0.17%
• 1M: 3.40%
• YTD: 14.45%
• 6M: 16.87%
• 1Y: 31.38%
• 3Y*: 19.55%
• 5Y*: 8.49%
• 10Y*: 9.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIG vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JIG JPMorgan International Growth ETF	16.35%	20.10%	8.84%	13.00%	-30.57%	6.40%	40.92%
VXUS Vanguard Total International Stock ETF	14.45%	32.35%	5.08%	15.86%	-16.08%	8.98%	34.24%

Correlation

The correlation between JIG and VXUS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.91

The correlation between JIG and VXUS has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

JIG vs. VXUS - Sectors Allocation Comparison

Sectors	JIG	VXUS
Technology	23.0%	18.1%
Industrials	18.6%	16.1%
Consumer Cyclical	8.1%	8.4%
Financial Services	7.0%	22.3%
Basic Materials	3.8%	7.6%
Healthcare	3.1%	7.1%
Communication Services	2.7%	4.4%
Utilities	2.6%	3.2%
Consumer Defensive	0.8%	5.0%
Energy	0.7%	5.2%
Real Estate	0.6%	2.6%

Return for Risk

JIG vs. VXUS — Risk / Return Rank

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

JIG

JIG Risk / Return Rank: 40
JIG Sharpe Ratio Rank: 38
JIG Sortino Ratio Rank: 38
JIG Omega Ratio Rank: 39
JIG Calmar Ratio Rank: 40
JIG Martin Ratio Rank: 45

VXUS

VXUS Risk / Return Rank: 62
VXUS Sharpe Ratio Rank: 63
VXUS Sortino Ratio Rank: 62
VXUS Omega Ratio Rank: 64
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JIG vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.08	-0.73
Sortino ratio: Return per unit of downside risk	1.94	2.85	-0.91
Omega ratio: Gain probability vs. loss probability	1.25	1.38	-0.13
Calmar ratio: Return relative to maximum drawdown	1.92	2.80	-0.88
Martin ratio: Return relative to average drawdown	7.28	10.92	-3.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JIG vs. VXUS - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 1.34, which is lower than the VXUS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of JIG and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JIG	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.08	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.53	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.39	+0.15

Drawdowns

JIG vs. VXUS - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JIG and VXUS.

Drawdown Indicators

	JIG	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-43.75%	-35.97%	-7.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-11.27%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-16.04%	-13.58%	-2.46%
Max Drawdown (5Y) Largest decline over 5 years	-43.75%	-29.44%	-14.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.69%	-0.82%	+0.13%
Average Drawdown Average peak-to-trough decline	-16.78%	-8.22%	-8.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	2.88%	+0.52%

Volatility

JIG vs. VXUS - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 7.07% compared to Vanguard Total International Stock ETF (VXUS) at 5.46%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIG	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	5.46%	+1.61%
Volatility (6M) Calculated over the trailing 6-month period	16.13%	13.00%	+3.13%
Volatility (1Y) Calculated over the trailing 1-year period	18.50%	15.20%	+3.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.95%	16.04%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	17.15%	+1.88%

JIG vs. VXUS - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

JIG vs. VXUS - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.93%, less than VXUS's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIG JPMorgan International Growth ETF	1.93%	2.25%	1.70%	1.69%	0.91%	1.35%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.65%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both JIG and VXUS in my portfolio?

With a correlation of 0.94, JIG and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JIG or VXUS?

JIG has higher volatility (7.07%) compared to VXUS (5.46%). In terms of maximum drawdown, JIG dropped -43.75% vs VXUS's -35.97%.

Which ETF is better, JIG or VXUS?

On 5-year performance, VXUS leads with 8.49% vs 3.68% for JIG. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 5.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIG or VXUS?

Over the 5-year period, VXUS has performed better with a 8.49% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIG or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.55% for JIG.

Which ETF pays a higher dividend yield, JIG or VXUS?

VXUS has the higher dividend yield at 2.65%, compared with 1.93% for JIG.

What is the main difference between JIG and VXUS?

JIG is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.55% for JIG and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (2.08 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.