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LGJG.L vs. VJPA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LGJG.LVJPA.L
YTD Return5.90%8.86%
1Y Return5.59%11.72%
3Y Return (Ann)1.85%0.18%
Sharpe Ratio0.370.70
Daily Std Dev16.12%17.15%
Max Drawdown-22.92%-32.06%
Current Drawdown-6.13%-3.04%

Correlation

-0.50.00.51.00.9

The correlation between LGJG.L and VJPA.L is 0.91, 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

LGJG.L vs. VJPA.L - Performance Comparison

In the year-to-date period, LGJG.L achieves a 5.90% return, which is significantly lower than VJPA.L's 8.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%AprilMayJuneJulyAugustSeptember
-0.79%
-0.85%
LGJG.L
VJPA.L

Compare stocks, funds, or ETFs

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


LGJG.L vs. VJPA.L - Expense Ratio Comparison

LGJG.L has a 0.10% expense ratio, which is lower than VJPA.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VJPA.L
Vanguard FTSE Japan UCITS ETF USD Acc
Expense ratio chart for VJPA.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for LGJG.L: 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

LGJG.L vs. VJPA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (LGJG.L) and Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L). 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.


LGJG.L
Sharpe ratio
The chart of Sharpe ratio for LGJG.L, currently valued at 0.73, compared to the broader market0.002.004.000.73
Sortino ratio
The chart of Sortino ratio for LGJG.L, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.09
Omega ratio
The chart of Omega ratio for LGJG.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for LGJG.L, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.70
Martin ratio
The chart of Martin ratio for LGJG.L, currently valued at 3.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.26
VJPA.L
Sharpe ratio
The chart of Sharpe ratio for VJPA.L, currently valued at 0.70, compared to the broader market0.002.004.000.70
Sortino ratio
The chart of Sortino ratio for VJPA.L, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.0012.001.04
Omega ratio
The chart of Omega ratio for VJPA.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for VJPA.L, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.64
Martin ratio
The chart of Martin ratio for VJPA.L, currently valued at 3.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.33

LGJG.L vs. VJPA.L - Sharpe Ratio Comparison

The current LGJG.L Sharpe Ratio is 0.37, which is lower than the VJPA.L Sharpe Ratio of 0.70. The chart below compares the 12-month rolling Sharpe Ratio of LGJG.L and VJPA.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.73
0.70
LGJG.L
VJPA.L

Dividends

LGJG.L vs. VJPA.L - Dividend Comparison

Neither LGJG.L nor VJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LGJG.L vs. VJPA.L - Drawdown Comparison

The maximum LGJG.L drawdown since its inception was -22.92%, smaller than the maximum VJPA.L drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for LGJG.L and VJPA.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.52%
-3.04%
LGJG.L
VJPA.L

Volatility

LGJG.L vs. VJPA.L - Volatility Comparison

L&G Japan Equity UCITS ETF (LGJG.L) has a higher volatility of 5.55% compared to Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) at 4.91%. This indicates that LGJG.L's price experiences larger fluctuations and is considered to be riskier than VJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.55%
4.91%
LGJG.L
VJPA.L