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VJPA.L vs. LGJG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VJPA.LLGJG.L
YTD Return9.91%7.25%
1Y Return13.69%7.86%
3Y Return (Ann)0.50%2.29%
Sharpe Ratio0.740.43
Daily Std Dev17.13%16.08%
Max Drawdown-32.06%-22.92%
Current Drawdown-2.11%-4.94%

Correlation

-0.50.00.51.00.9

The correlation between VJPA.L and LGJG.L is 0.91, 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

VJPA.L vs. LGJG.L - Performance Comparison

In the year-to-date period, VJPA.L achieves a 9.91% return, which is significantly higher than LGJG.L's 7.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%AprilMayJuneJulyAugustSeptember
0.10%
0.81%
VJPA.L
LGJG.L

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


VJPA.L vs. LGJG.L - Expense Ratio Comparison

VJPA.L has a 0.15% expense ratio, which is higher than LGJG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VJPA.L
Vanguard FTSE Japan UCITS ETF USD Acc
Expense ratio chart for VJPA.L: 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%
Expense ratio chart for LGJG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VJPA.L vs. LGJG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and L&G Japan Equity UCITS ETF (LGJG.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.


VJPA.L
Sharpe ratio
The chart of Sharpe ratio for VJPA.L, currently valued at 0.74, compared to the broader market0.002.004.000.74
Sortino ratio
The chart of Sortino ratio for VJPA.L, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.09
Omega ratio
The chart of Omega ratio for VJPA.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for VJPA.L, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.68
Martin ratio
The chart of Martin ratio for VJPA.L, currently valued at 3.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.22
LGJG.L
Sharpe ratio
The chart of Sharpe ratio for LGJG.L, currently valued at 0.79, compared to the broader market0.002.004.000.79
Sortino ratio
The chart of Sortino ratio for LGJG.L, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.0012.001.16
Omega ratio
The chart of Omega ratio for LGJG.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for LGJG.L, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75
Martin ratio
The chart of Martin ratio for LGJG.L, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.30

VJPA.L vs. LGJG.L - Sharpe Ratio Comparison

The current VJPA.L Sharpe Ratio is 0.74, which is higher than the LGJG.L Sharpe Ratio of 0.43. The chart below compares the 12-month rolling Sharpe Ratio of VJPA.L and LGJG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.74
0.79
VJPA.L
LGJG.L

Dividends

VJPA.L vs. LGJG.L - Dividend Comparison

Neither VJPA.L nor LGJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VJPA.L vs. LGJG.L - Drawdown Comparison

The maximum VJPA.L drawdown since its inception was -32.06%, which is greater than LGJG.L's maximum drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for VJPA.L and LGJG.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.11%
-1.97%
VJPA.L
LGJG.L

Volatility

VJPA.L vs. LGJG.L - Volatility Comparison

The current volatility for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) is 5.00%, while L&G Japan Equity UCITS ETF (LGJG.L) has a volatility of 5.45%. This indicates that VJPA.L experiences smaller price fluctuations and is considered to be less risky than LGJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.00%
5.45%
VJPA.L
LGJG.L