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VIGI vs. JIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. JIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and JPMorgan International Growth ETF (JIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGI achieves a 3.99% return, which is significantly lower than JIG's 16.35% return.


VIGI

1D
1.22%
1M
2.48%
YTD
3.99%
6M
5.05%
1Y
7.10%
3Y*
10.31%
5Y*
4.62%
10Y*
7.85%

JIG

1D
0.59%
1M
4.04%
YTD
16.35%
6M
16.73%
1Y
24.71%
3Y*
15.50%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. JIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VIGI
Vanguard International Dividend Appreciation ETF
3.99%16.88%2.73%16.30%-16.79%12.51%31.40%
JIG
JPMorgan International Growth ETF
16.35%20.10%8.84%13.00%-30.57%6.40%40.92%

Correlation

The correlation between VIGI and JIG is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 22, 2020

0.90

The correlation between VIGI and JIG has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

VIGI vs. JIG - Sectors Allocation Comparison


Sectors
VIGI
JIG

Financial Services

29.0%
7.0%

Industrials

17.1%
18.6%

Healthcare

14.6%
3.1%

Technology

11.5%
23.0%

Consumer Defensive

9.7%
0.8%

Utilities

4.8%
2.6%

Basic Materials

4.1%
3.8%

Consumer Cyclical

3.1%
8.1%

Energy

2.8%
0.7%

Communication Services

1.3%
2.7%

Real Estate

1.3%
0.6%

Financial Services

VIGI
29.0%
JIG
7.0%

Industrials

VIGI
17.1%
JIG
18.6%

Healthcare

VIGI
14.6%
JIG
3.1%

Technology

VIGI
11.5%
JIG
23.0%

Consumer Defensive

VIGI
9.7%
JIG
0.8%

Utilities

VIGI
4.8%
JIG
2.6%

Basic Materials

VIGI
4.1%
JIG
3.8%

Consumer Cyclical

VIGI
3.1%
JIG
8.1%

Energy

VIGI
2.8%
JIG
0.7%

Communication Services

VIGI
1.3%
JIG
2.7%

Real Estate

VIGI
1.3%
JIG
0.6%

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Return for Risk

VIGI vs. JIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIGI
VIGI Risk / Return Rank: 1818
Overall Rank
VIGI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1818
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIGI Martin Ratio Rank: 2121
Martin Ratio Rank

JIG
JIG Risk / Return Rank: 4040
Overall Rank
JIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
JIG Omega Ratio Rank: 3939
Omega Ratio Rank
JIG Calmar Ratio Rank: 4040
Calmar Ratio Rank
JIG Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIGI vs. JIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and JPMorgan International Growth ETF (JIG). 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.


VIGIJIGDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.67

1.92

-1.25

Martin ratioReturn relative to average drawdown

2.36

7.28

-4.92

VIGI vs. JIG - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.55, which is lower than the JIG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of VIGI and JIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIGIJIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.34

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.20

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Drawdowns

VIGI vs. JIG - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum JIG drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for VIGI and JIG.


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Drawdown Indicators


VIGIJIGDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-43.75%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-12.94%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-16.04%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-43.75%

+14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-1.18%

-0.69%

-0.49%

Average Drawdown

Average peak-to-trough decline

-6.18%

-16.78%

+10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.40%

-0.38%

Volatility

VIGI vs. JIG - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.15%, while JPMorgan International Growth ETF (JIG) has a volatility of 7.07%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than JIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIJIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

7.07%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

16.13%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

18.50%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

18.95%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

19.03%

-3.15%

VIGI vs. JIG - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is lower than JIG's 0.55% expense ratio.


Dividends

VIGI vs. JIG - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.12%, more than JIG's 1.93% yield.


PositionTTM2025202420232022202120202019201820172016
JIG
JPMorgan International Growth ETF
1.93%2.25%1.70%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.12%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Frequently Asked Questions


VIGI and JIG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIG has higher volatility (7.07%) compared to VIGI (3.15%). In terms of maximum drawdown, VIGI dropped -31.01% vs JIG's -43.75%.

On 5-year performance, VIGI leads with 4.62% vs 3.68% for JIG. On fees, VIGI is cheaper at 0.15% per year. On volatility, VIGI has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VIGI has performed better with a 4.62% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIGI is cheaper with a 0.15% expense ratio, compared with 0.55% for JIG.

VIGI has the higher dividend yield at 2.12%, compared with 1.93% for JIG.

VIGI is categorized as Dividend, while JIG is Foreign Large Cap Equities. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.15% for VIGI and 0.55% for JIG.

JIG currently has the higher Sharpe Ratio (1.34 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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