JQUA vs. VIG
Compare and contrast key facts about JPMorgan U.S. Quality Factor ETF (JQUA) and Vanguard Dividend Appreciation ETF (VIG).
JQUA and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006. Both JQUA and VIG 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: JQUA or VIG.
Key characteristics
| JQUA | VIG | |
|---|---|---|
| YTD Return | 5.21% | 3.26% |
| 1Y Return | 23.70% | 15.20% |
| 3Y Return (Ann) | 9.83% | 6.41% |
| 5Y Return (Ann) | 13.47% | 11.18% |
| Sharpe Ratio | 2.04 | 1.46 |
| Daily Std Dev | 11.21% | 9.82% |
| Max Drawdown | -32.92% | -46.81% |
| Current Drawdown | -4.97% | -4.24% |
Correlation
The correlation between JQUA and VIG is 0.87, 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.
Performance
JQUA vs. VIG - Performance Comparison
In the year-to-date period, JQUA achieves a 5.21% return, which is significantly higher than VIG's 3.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JQUA vs. VIG - Expense Ratio Comparison
JQUA has a 0.12% expense ratio, which is higher than VIG's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JQUA vs. VIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Vanguard Dividend Appreciation ETF (VIG). 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
JQUA vs. VIG - Dividend Comparison
JQUA's dividend yield for the trailing twelve months is around 1.19%, less than VIG's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 1.19% | 1.22% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.84% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
JQUA vs. VIG - Drawdown Comparison
The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for JQUA and VIG. For additional features, visit the drawdowns tool.
Volatility
JQUA vs. VIG - Volatility Comparison
JPMorgan U.S. Quality Factor ETF (JQUA) has a higher volatility of 3.58% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.95%. This indicates that JQUA's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.