VIGI vs. JIG
VIGI (Vanguard International Dividend Appreciation ETF) and JIG (JPMorgan International Growth ETF) are both exchange-traded funds - VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while JIG is a Foreign Large Cap Equities fund actively managed by JPMorgan. VIGI is passively managed, while JIG is actively managed. Over the past 5 years, VIGI returned 4.62%/yr vs 3.68%/yr for JIG. Their correlation of 0.90 suggests significant overlap in exposure. VIGI charges 0.15%/yr vs 0.55%/yr for JIG.
Performance
VIGI vs. JIG - Performance Comparison
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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*
- —
VIGI vs. JIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
Industrials
Healthcare
Technology
Consumer Defensive
Utilities
Basic Materials
Consumer Cyclical
Energy
Communication Services
Real Estate
Financial Services
VIGI
JIG
Industrials
VIGI
JIG
Healthcare
VIGI
JIG
Technology
VIGI
JIG
Consumer Defensive
VIGI
JIG
Utilities
VIGI
JIG
Basic Materials
VIGI
JIG
Consumer Cyclical
VIGI
JIG
Energy
VIGI
JIG
Communication Services
VIGI
JIG
Real Estate
VIGI
JIG
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Return for Risk
VIGI vs. JIG — Risk / Return Rank
VIGI
JIG
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.
| VIGI | JIG | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIGI | JIG | Difference | |
|---|---|---|---|
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
| VIGI | JIG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -0.69% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -16.78% | +10.60% |
Ulcer IndexDepth 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
| VIGI | JIG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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