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

Correlation

The correlation between VIGI and JIG is 0.77, 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

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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Key characteristics

Sharpe Ratio

VIGI:

0.95

JIG:

0.68

Sortino Ratio

VIGI:

1.22

JIG:

0.91

Omega Ratio

VIGI:

1.16

JIG:

1.12

Calmar Ratio

VIGI:

0.85

JIG:

0.38

Martin Ratio

VIGI:

2.44

JIG:

2.23

Ulcer Index

VIGI:

5.04%

JIG:

4.71%

Daily Std Dev

VIGI:

15.39%

JIG:

18.85%

Max Drawdown

VIGI:

-31.01%

JIG:

-43.75%

Current Drawdown

VIGI:

-0.89%

JIG:

-11.97%

Returns By Period

In the year-to-date period, VIGI achieves a 12.31% return, which is significantly higher than JIG's 10.85% return.


VIGI

YTD

12.31%

1M

3.60%

6M

8.45%

1Y

14.39%

3Y*

8.71%

5Y*

9.82%

10Y*

N/A

JIG

YTD

10.85%

1M

6.39%

6M

9.08%

1Y

12.73%

3Y*

9.28%

5Y*

6.73%

10Y*

N/A

*Annualized

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VIGI vs. JIG - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 7070
Overall Rank
The Sharpe Ratio Rank of VIGI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6161
Martin Ratio Rank

JIG
The Risk-Adjusted Performance Rank of JIG is 5252
Overall Rank
The Sharpe Ratio Rank of JIG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 4242
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 5757
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.


The current VIGI Sharpe Ratio is 0.95, which is higher than the JIG Sharpe Ratio of 0.68. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VIGI vs. JIG - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 1.83%, more than JIG's 1.53% yield.


TTM202420232022202120202019201820172016
VIGI
Vanguard International Dividend Appreciation ETF
1.83%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%
JIG
JPMorgan International Growth ETF
1.53%1.70%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VIGI vs. JIG - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.56% compared to JPMorgan International Growth ETF (JIG) at 2.96%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than JIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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