AVGO vs. JIVE

Last updated Jun 9, 2026

AVGO (Broadcom Inc.) is a stock, while JIVE (Jpmorgan International Value ETF) is Foreign Large Cap Equities fund actively managed by JPMorgan. Over the past year, AVGO returned 61.91% vs 38.20% for JIVE. At a 0.36 correlation, their price movements are largely independent.

Performance

AVGO vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc. (AVGO) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVGO achieves a 14.83% return, which is significantly higher than JIVE's 13.36% return.

AVGO

• 1D: 2.82%
• 1M: -7.77%
• YTD: 14.83%
• 6M: -0.72%
• 1Y: 61.91%
• 3Y*: 72.46%
• 5Y*: 56.70%
• 10Y*: 41.32%

JIVE

• 1D: 0.47%
• 1M: -1.11%
• YTD: 13.36%
• 6M: 17.43%
• 1Y: 38.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AVGO Broadcom Inc.	14.83%	50.63%	110.49%	29.35%
JIVE Jpmorgan International Value ETF	13.36%	49.80%	11.22%	5.38%

Correlation

The correlation between AVGO and JIVE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.36

Return for Risk

AVGO vs. JIVE — Risk / Return Rank

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

AVGO

AVGO Risk / Return Rank: 77
AVGO Sharpe Ratio Rank: 80
AVGO Sortino Ratio Rank: 75
AVGO Omega Ratio Rank: 76
AVGO Calmar Ratio Rank: 77
AVGO Martin Ratio Rank: 77

JIVE

JIVE Risk / Return Rank: 83
JIVE Sharpe Ratio Rank: 87
JIVE Sortino Ratio Rank: 84
JIVE Omega Ratio Rank: 84
JIVE Calmar Ratio Rank: 78
JIVE Martin Ratio Rank: 79

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.

AVGO vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Jpmorgan International Value ETF (JIVE). 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.

	AVGO	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	1.38	2.60	-1.22
Sortino ratio: Return per unit of downside risk	1.95	3.40	-1.45
Omega ratio: Gain probability vs. loss probability	1.26	1.46	-0.20
Calmar ratio: Return relative to maximum drawdown	2.17	3.63	-1.46
Martin ratio: Return relative to average drawdown	5.16	13.97	-8.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVGO vs. JIVE - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.38, which is lower than the JIVE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of AVGO and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVGO	JIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	2.60	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	1.92	-0.83

Drawdowns

AVGO vs. JIVE - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for AVGO and JIVE.

Drawdown Indicators

	AVGO	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-48.30%	-13.79%	-34.51%
Max Drawdown (1Y) Largest decline over 1 year	-28.67%	-10.57%	-18.10%
Max Drawdown (3Y) Largest decline over 3 years	-41.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.30%	—	—
Current Drawdown Current decline from peak	-17.64%	-3.07%	-14.57%
Average Drawdown Average peak-to-trough decline	-7.97%	-1.96%	-6.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.03%	2.74%	+9.29%

Volatility

AVGO vs. JIVE - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to Jpmorgan International Value ETF (JIVE) at 4.94%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVGO	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.09%	4.94%	+15.15%
Volatility (6M) Calculated over the trailing 6-month period	34.69%	12.40%	+22.29%
Volatility (1Y) Calculated over the trailing 1-year period	45.31%	14.80%	+30.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.31%	15.06%	+28.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.48%	15.06%	+24.42%

Dividends

AVGO vs. JIVE - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.63%, less than JIVE's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
JIVE Jpmorgan International Value ETF	2.54%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVGO and JIVE in my portfolio?

AVGO and JIVE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVGO or JIVE?

AVGO has higher volatility (20.09%) compared to JIVE (4.94%). In terms of maximum drawdown, AVGO dropped -48.30% vs JIVE's -13.79%.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.60 vs 1.38), 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.