JIG vs. VYMI
Compare and contrast key facts about JPMorgan International Growth ETF (JIG) and Vanguard International High Dividend Yield ETF (VYMI).
JIG and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIG is an actively managed fund by JPMorgan. It was launched on May 20, 2020. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
JIG vs. VYMI - Performance Comparison
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JIG vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 2.93% | 20.10% | 8.84% | 13.00% | -30.57% | 6.40% | 40.92% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | 31.12% |
Returns By Period
In the year-to-date period, JIG achieves a 2.93% return, which is significantly lower than VYMI's 6.37% return.
JIG
- 1D
- 1.68%
- 1M
- -6.00%
- YTD
- 2.93%
- 6M
- 1.94%
- 1Y
- 21.81%
- 3Y*
- 11.17%
- 5Y*
- 1.93%
- 10Y*
- —
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
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JIG vs. VYMI - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
JIG vs. VYMI — Risk / Return Rank
JIG
VYMI
JIG vs. VYMI - Risk-Adjusted Trends 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.
| JIG | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.13 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.82 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.09 | -1.41 |
Martin ratioReturn relative to average drawdown | 6.40 | 12.68 | -6.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIG | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.13 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.86 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.63 | -0.20 |
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.
Dividends
JIG vs. VYMI - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 2.19%, less than VYMI's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 2.19% | 2.25% | 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 | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 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.
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Drawdown Indicators
| JIG | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.75% | -40.00% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -11.08% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -43.75% | -24.05% | -19.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -7.91% | -5.77% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -6.39% | -10.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.70% | +0.70% |
Volatility
JIG vs. VYMI - Volatility Comparison
JPMorgan International Growth ETF (JIG) has a higher volatility of 9.56% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. 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.
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Volatility by Period
| JIG | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 6.40% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 9.90% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 15.90% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 14.75% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 16.89% | +1.94% |