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JPXN vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPXN and VOOG is 0.61, 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.


-0.50.00.51.00.6

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.90%
9.96%
JPXN
VOOG

Key characteristics

Sharpe Ratio

JPXN:

0.52

VOOG:

2.08

Sortino Ratio

JPXN:

0.81

VOOG:

2.70

Omega Ratio

JPXN:

1.10

VOOG:

1.38

Calmar Ratio

JPXN:

0.74

VOOG:

2.83

Martin Ratio

JPXN:

2.25

VOOG:

11.26

Ulcer Index

JPXN:

4.04%

VOOG:

3.23%

Daily Std Dev

JPXN:

17.39%

VOOG:

17.53%

Max Drawdown

JPXN:

-54.98%

VOOG:

-32.73%

Current Drawdown

JPXN:

-8.36%

VOOG:

-3.60%

Returns By Period

In the year-to-date period, JPXN achieves a 5.78% return, which is significantly lower than VOOG's 35.98% return. Over the past 10 years, JPXN has underperformed VOOG with an annualized return of 5.63%, while VOOG has yielded a comparatively higher 15.09% annualized return.


JPXN

YTD

5.78%

1M

-0.81%

6M

0.90%

1Y

9.59%

5Y*

3.91%

10Y*

5.63%

VOOG

YTD

35.98%

1M

3.05%

6M

9.15%

1Y

35.81%

5Y*

17.15%

10Y*

15.09%

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 0.10% expense ratio.


JPXN
iShares JPX-Nikkei 400 ETF
Expense ratio chart for JPXN: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

JPXN vs. VOOG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JPXN, currently valued at 0.52, compared to the broader market0.002.004.000.522.04
The chart of Sortino ratio for JPXN, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.66
The chart of Omega ratio for JPXN, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.37
The chart of Calmar ratio for JPXN, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.742.78
The chart of Martin ratio for JPXN, currently valued at 2.25, compared to the broader market0.0020.0040.0060.0080.00100.002.2511.05
JPXN
VOOG

The current JPXN Sharpe Ratio is 0.52, which is lower than the VOOG Sharpe Ratio of 2.08. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.52
2.04
JPXN
VOOG

Dividends

JPXN vs. VOOG - Dividend Comparison

JPXN's dividend yield for the trailing twelve months is around 2.30%, more than VOOG's 0.59% yield.


TTM20232022202120202019201820172016201520142013
JPXN
iShares JPX-Nikkei 400 ETF
2.30%2.58%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%1.42%1.18%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

JPXN vs. VOOG - Drawdown Comparison

The maximum JPXN drawdown since its inception was -54.98%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.36%
-3.60%
JPXN
VOOG

Volatility

JPXN vs. VOOG - Volatility Comparison

iShares JPX-Nikkei 400 ETF (JPXN) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 4.87% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.87%
4.66%
JPXN
VOOG
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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.

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