PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JIG vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIG and VYMI is 0.78, 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.


-0.50.00.51.00.8

Performance

JIG vs. VYMI - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.06%
4.24%
JIG
VYMI

Key characteristics

Sharpe Ratio

JIG:

0.82

VYMI:

1.22

Sortino Ratio

JIG:

1.23

VYMI:

1.68

Omega Ratio

JIG:

1.15

VYMI:

1.21

Calmar Ratio

JIG:

0.45

VYMI:

1.79

Martin Ratio

JIG:

2.94

VYMI:

4.43

Ulcer Index

JIG:

3.95%

VYMI:

3.35%

Daily Std Dev

JIG:

14.09%

VYMI:

12.20%

Max Drawdown

JIG:

-43.75%

VYMI:

-40.00%

Current Drawdown

JIG:

-15.57%

VYMI:

-0.97%

Returns By Period

The year-to-date returns for both investments are quite close, with JIG having a 6.31% return and VYMI slightly higher at 6.54%.


JIG

YTD

6.31%

1M

5.10%

6M

2.03%

1Y

11.22%

5Y*

N/A

10Y*

N/A

VYMI

YTD

6.54%

1M

5.50%

6M

3.50%

1Y

13.60%

5Y*

7.96%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JIG vs. VYMI - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than VYMI's 0.22% 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 VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

JIG vs. VYMI — 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 2828
Overall Rank
The Sharpe Ratio Rank of JIG is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 2929
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 2222
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 3131
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 4949
Overall Rank
The Sharpe Ratio Rank of VYMI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 4545
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. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and Vanguard International High Dividend Yield ETF (VYMI). 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 0.82, compared to the broader market0.002.004.000.821.22
The chart of Sortino ratio for JIG, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.0012.001.231.68
The chart of Omega ratio for JIG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.21
The chart of Calmar ratio for JIG, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.451.79
The chart of Martin ratio for JIG, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.00100.002.944.43
JIG
VYMI

The current JIG Sharpe Ratio is 0.82, which is lower than the VYMI Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of JIG and VYMI, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.82
1.22
JIG
VYMI

Dividends

JIG vs. VYMI - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.60%, less than VYMI's 4.55% yield.


TTM202420232022202120202019201820172016
JIG
JPMorgan International Growth ETF
1.60%1.70%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.55%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

JIG vs. VYMI - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JIG and VYMI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.57%
-0.97%
JIG
VYMI

Volatility

JIG vs. VYMI - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 4.08% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.50%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.08%
3.50%
JIG
VYMI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab