PortfoliosLab logoPortfoliosLab logo
JPXN vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPXN vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares JPX-Nikkei 400 ETF (JPXN) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JPXN vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPXN
iShares JPX-Nikkei 400 ETF
8.03%26.03%6.48%19.69%-16.29%0.16%15.12%19.40%-14.87%24.41%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, JPXN achieves a 8.03% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, JPXN has underperformed VOOG with an annualized return of 8.96%, while VOOG has yielded a comparatively higher 15.86% annualized return.


JPXN

1D
2.18%
1M
-4.41%
YTD
8.03%
6M
12.46%
1Y
32.64%
3Y*
17.31%
5Y*
7.27%
10Y*
8.96%

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


JPXN vs. VOOG - Expense Ratio Comparison

JPXN has a 0.48% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

JPXN vs. VOOG — Risk / Return Rank

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

JPXN
JPXN Risk / Return Rank: 8181
Overall Rank
JPXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JPXN Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPXN Omega Ratio Rank: 7878
Omega Ratio Rank
JPXN Calmar Ratio Rank: 8282
Calmar Ratio Rank
JPXN Martin Ratio Rank: 8181
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
Martin Ratio Rank
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.

JPXN vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares JPX-Nikkei 400 ETF (JPXN) and Vanguard S&P 500 Growth ETF (VOOG). 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.


JPXNVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.05

+0.54

Sortino ratio

Return per unit of downside risk

2.24

1.62

+0.62

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.45

1.76

+0.69

Martin ratio

Return relative to average drawdown

9.35

6.81

+2.54

JPXN vs. VOOG - Sharpe Ratio Comparison

The current JPXN Sharpe Ratio is 1.59, which is higher than the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of JPXN and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JPXNVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.05

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.59

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.77

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.84

-0.58

Correlation

The correlation between JPXN and VOOG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPXN vs. VOOG - Dividend Comparison

JPXN's dividend yield for the trailing twelve months is around 2.91%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
JPXN
iShares JPX-Nikkei 400 ETF
2.91%3.14%2.29%2.57%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

JPXN vs. VOOG - Drawdown Comparison

The maximum JPXN drawdown since its inception was -55.54%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JPXN and VOOG.


Loading graphics...

Drawdown Indicators


JPXNVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-32.73%

-22.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-13.71%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-32.73%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.21%

-32.73%

-0.48%

Current Drawdown

Current decline from peak

-7.51%

-9.07%

+1.56%

Average Drawdown

Average peak-to-trough decline

-15.14%

-5.01%

-10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.54%

-0.11%

Volatility

JPXN vs. VOOG - Volatility Comparison

iShares JPX-Nikkei 400 ETF (JPXN) has a higher volatility of 8.66% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.28%. This indicates that JPXN's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JPXNVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

7.28%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

12.68%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

22.28%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

21.16%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

20.65%

-3.58%