JPXN vs. VOOG
Compare and contrast key facts about iShares JPX-Nikkei 400 ETF (JPXN) and Vanguard S&P 500 Growth ETF (VOOG).
JPXN and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPXN is a passively managed fund by iShares that tracks the performance of the JPX-Nikkei Index 400. It was launched on Oct 26, 2001. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both JPXN and VOOG 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: JPXN or VOOG.
Performance
JPXN vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, JPXN achieves a 6.77% return, which is significantly lower than VOOG's 31.46% return. Over the past 10 years, JPXN has underperformed VOOG with an annualized return of 5.74%, while VOOG has yielded a comparatively higher 14.84% annualized return.
JPXN
6.77%
-3.91%
-0.40%
12.00%
4.45%
5.74%
VOOG
31.46%
1.49%
14.22%
37.48%
17.18%
14.84%
Key characteristics
| JPXN | VOOG | |
|---|---|---|
| Sharpe Ratio | 0.81 | 2.21 |
| Sortino Ratio | 1.17 | 2.88 |
| Omega Ratio | 1.15 | 1.41 |
| Calmar Ratio | 1.01 | 2.78 |
| Martin Ratio | 3.79 | 11.74 |
| Ulcer Index | 3.64% | 3.21% |
| Daily Std Dev | 17.04% | 17.04% |
| Max Drawdown | -54.97% | -32.73% |
| Current Drawdown | -7.50% | -2.82% |
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JPXN vs. VOOG - Expense Ratio Comparison
JPXN has a 0.48% expense ratio, which is higher than VOOG's 0.10% expense ratio.
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.
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.
Dividends
JPXN vs. VOOG - Dividend Comparison
JPXN's dividend yield for the trailing twelve months is around 2.61%, more than VOOG's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPXN iShares JPX-Nikkei 400 ETF | 2.61% | 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 | 0.61% | 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 -54.97%, 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.
Volatility
JPXN vs. VOOG - Volatility Comparison
The current volatility for iShares JPX-Nikkei 400 ETF (JPXN) is 4.49%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.58%. This indicates that JPXN experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.