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VIGI vs. JIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGI and JIG is 0.92, 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.


-0.50.00.51.00.9

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.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-4.62%
-5.14%
VIGI
JIG

Key characteristics

Sharpe Ratio

VIGI:

0.21

JIG:

0.53

Sortino Ratio

VIGI:

0.37

JIG:

0.83

Omega Ratio

VIGI:

1.04

JIG:

1.10

Calmar Ratio

VIGI:

0.22

JIG:

0.25

Martin Ratio

VIGI:

0.61

JIG:

1.89

Ulcer Index

VIGI:

3.96%

JIG:

3.91%

Daily Std Dev

VIGI:

11.53%

JIG:

13.98%

Max Drawdown

VIGI:

-31.01%

JIG:

-43.75%

Current Drawdown

VIGI:

-9.67%

JIG:

-22.17%

Returns By Period

In the year-to-date period, VIGI achieves a 0.05% return, which is significantly higher than JIG's -0.36% return.


VIGI

YTD

0.05%

1M

-2.94%

6M

-4.62%

1Y

3.77%

5Y*

4.56%

10Y*

N/A

JIG

YTD

-0.36%

1M

-5.65%

6M

-5.14%

1Y

8.95%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VIGI vs. JIG - Expense Ratio Comparison

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


JIG
JPMorgan International Growth ETF
Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VIGI: 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%

Risk-Adjusted Performance

VIGI vs. JIG — Risk-Adjusted Performance Rank

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

VIGI
The Risk-Adjusted Performance Rank of VIGI is 1515
Overall Rank
The Sharpe Ratio Rank of VIGI is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 1414
Martin Ratio Rank

JIG
The Risk-Adjusted Performance Rank of JIG is 2626
Overall Rank
The Sharpe Ratio Rank of JIG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIGI vs. JIG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 0.21, compared to the broader market0.002.004.000.210.53
The chart of Sortino ratio for VIGI, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.0012.000.370.83
The chart of Omega ratio for VIGI, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.10
The chart of Calmar ratio for VIGI, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.25
The chart of Martin ratio for VIGI, currently valued at 0.61, compared to the broader market0.0020.0040.0060.0080.00100.000.611.89
VIGI
JIG

The current VIGI Sharpe Ratio is 0.21, which is lower than the JIG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VIGI and JIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.21
0.53
VIGI
JIG

Dividends

VIGI vs. JIG - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 1.93%, while JIG has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%
JIG
JPMorgan International Growth ETF
0.00%0.00%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.67%
-22.17%
VIGI
JIG

Volatility

VIGI vs. JIG - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.52%, while JPMorgan International Growth ETF (JIG) has a volatility of 3.90%. 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.52%
3.90%
VIGI
JIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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