JPIN vs. VOO
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard S&P 500 ETF (VOO).
JPIN and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPIN is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both JPIN and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPIN or VOO.
Performance
JPIN vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, JPIN achieves a 4.72% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, JPIN has underperformed VOO with an annualized return of 4.23%, while VOO has yielded a comparatively higher 13.15% annualized return.
JPIN
4.72%
-5.18%
-1.15%
11.48%
4.29%
4.23%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| JPIN | VOO | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.69 |
| Sortino Ratio | 1.37 | 3.59 |
| Omega Ratio | 1.17 | 1.50 |
| Calmar Ratio | 1.25 | 3.89 |
| Martin Ratio | 4.40 | 17.64 |
| Ulcer Index | 2.69% | 1.86% |
| Daily Std Dev | 12.37% | 12.20% |
| Max Drawdown | -36.69% | -33.99% |
| Current Drawdown | -8.48% | -1.40% |
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JPIN vs. VOO - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between JPIN and VOO 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.
Risk-Adjusted Performance
JPIN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
JPIN vs. VOO - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.73%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.73% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JPIN vs. VOO - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPIN and VOO. For additional features, visit the drawdowns tool.
Volatility
JPIN vs. VOO - Volatility Comparison
The current volatility for J.P. Morgan Diversified Return International Equity ETF (JPIN) is 3.81%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that JPIN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.