LGJG.L vs. VJPN.L
Compare and contrast key facts about L&G Japan Equity UCITS ETF (LGJG.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L).
LGJG.L and VJPN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGJG.L is a passively managed fund by Legal & General that tracks the performance of the TOPIX TR JPY. It was launched on Nov 7, 2018. VJPN.L is a passively managed fund by Vanguard that tracks the performance of the TOPIX TR JPY. It was launched on May 21, 2013. Both LGJG.L and VJPN.L 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: LGJG.L or VJPN.L.
Key characteristics
| LGJG.L | VJPN.L | |
|---|---|---|
| YTD Return | 8.34% | 7.05% |
| 1Y Return | 12.43% | 11.45% |
| 3Y Return (Ann) | 3.85% | 3.88% |
| 5Y Return (Ann) | 5.14% | 5.22% |
| Sharpe Ratio | 0.80 | 0.75 |
| Sortino Ratio | 1.14 | 1.07 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 1.03 | 0.93 |
| Martin Ratio | 3.04 | 2.74 |
| Ulcer Index | 4.10% | 4.20% |
| Daily Std Dev | 15.65% | 15.37% |
| Max Drawdown | -22.92% | -25.19% |
| Current Drawdown | -3.97% | -4.70% |
Correlation
The correlation between LGJG.L and VJPN.L is 0.93, 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. VJPN.L - Performance Comparison
In the year-to-date period, LGJG.L achieves a 8.34% return, which is significantly higher than VJPN.L's 7.05% 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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LGJG.L vs. VJPN.L - Expense Ratio Comparison
LGJG.L has a 0.10% expense ratio, which is lower than VJPN.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%.
Risk-Adjusted Performance
LGJG.L vs. VJPN.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 Distributing (VJPN.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.
Dividends
LGJG.L vs. VJPN.L - Dividend Comparison
LGJG.L has not paid dividends to shareholders, while VJPN.L's dividend yield for the trailing twelve months is around 2.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGJG.L L&G Japan Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.13% | 2.40% | 2.62% | 2.33% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% | 2.31% | 1.05% |
Drawdowns
LGJG.L vs. VJPN.L - Drawdown Comparison
The maximum LGJG.L drawdown since its inception was -22.92%, smaller than the maximum VJPN.L drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for LGJG.L and VJPN.L. For additional features, visit the drawdowns tool.
Volatility
LGJG.L vs. VJPN.L - Volatility Comparison
L&G Japan Equity UCITS ETF (LGJG.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) have volatilities of 4.23% and 4.42%, 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.