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.
Performance
JQUA vs. VIG - Performance Comparison
Returns By Period
In the year-to-date period, JQUA achieves a 23.70% return, which is significantly higher than VIG's 19.54% return.
JQUA
23.70%
2.86%
13.97%
30.25%
15.85%
N/A
VIG
19.54%
0.68%
11.90%
25.17%
12.78%
11.65%
Key characteristics
| JQUA | VIG | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.57 |
| Sortino Ratio | 3.74 | 3.62 |
| Omega Ratio | 1.49 | 1.47 |
| Calmar Ratio | 4.85 | 5.06 |
| Martin Ratio | 16.39 | 16.59 |
| Ulcer Index | 1.87% | 1.55% |
| Daily Std Dev | 11.33% | 9.99% |
| Max Drawdown | -32.92% | -46.81% |
| Current Drawdown | -0.41% | -1.02% |
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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%.
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.
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 1.15%, less than VIG's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 1.15% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 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) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 3.63% and 3.70%, 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.