DFIC vs. JIVE

Last updated Jun 23, 2026

DFIC (DFA Dimensional International Core Equity 2 ETF) and JIVE (Jpmorgan International Value ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, DFIC returned 28.82% vs 44.94% for JIVE. Their correlation of 0.93 suggests significant overlap in exposure. DFIC charges 0.22%/yr vs 0.55%/yr for JIVE.

Performance

DFIC vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional International Core Equity 2 ETF (DFIC) 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, DFIC achieves a 10.96% return, which is significantly lower than JIVE's 17.13% return.

DFIC

• 1D: 0.28%
• 1M: 0.63%
• YTD: 10.96%
• 6M: 11.16%
• 1Y: 28.82%
• 3Y*: 19.97%
• 5Y*: —
• 10Y*: —

JIVE

• 1D: 0.11%
• 1M: 2.55%
• YTD: 17.13%
• 6M: 17.93%
• 1Y: 44.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFIC vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFIC DFA Dimensional International Core Equity 2 ETF	10.96%	37.09%	4.10%	7.49%
JIVE Jpmorgan International Value ETF	17.13%	49.80%	11.22%	5.36%

Correlation

The correlation between DFIC and JIVE is 0.95, 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	0.95
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.93

The correlation between DFIC and JIVE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

DFIC vs. JIVE - Sectors Allocation Comparison

Sectors	DFIC	JIVE
Financial Services	20.3%	37.6%
Industrials	20.0%	10.2%
Basic Materials	11.4%	5.7%
Consumer Cyclical	9.8%	6.2%
Technology	8.8%	11.7%
Energy	7.4%	10.7%
Healthcare	6.9%	4.5%
Consumer Defensive	6.0%	4.3%
Communication Services	4.3%	4.2%
Utilities	3.4%	2.4%
Real Estate	1.7%	2.4%

Return for Risk

DFIC vs. JIVE — Risk / Return Rank

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

DFIC

DFIC Risk / Return Rank: 61
DFIC Sharpe Ratio Rank: 64
DFIC Sortino Ratio Rank: 62
DFIC Omega Ratio Rank: 63
DFIC Calmar Ratio Rank: 55
DFIC Martin Ratio Rank: 60

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 83

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.

DFIC vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFIC	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	2.03	3.02	-0.99
Sortino ratio: Return per unit of downside risk	2.81	3.92	-1.12
Omega ratio: Gain probability vs. loss probability	1.37	1.54	-0.17
Calmar ratio: Return relative to maximum drawdown	2.63	4.27	-1.64
Martin ratio: Return relative to average drawdown	10.38	16.40	-6.03

DFIC vs. JIVE - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 2.03, which is lower than the JIVE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of DFIC 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.

Drawdowns

DFIC vs. JIVE - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for DFIC and JIVE.

Drawdown Indicators

	DFIC	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-13.79%	-10.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-10.57%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	-13.14%	—	—
Current Drawdown Current decline from peak	-0.72%	-0.56%	-0.16%
Average Drawdown Average peak-to-trough decline	-4.51%	-1.94%	-2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.75%	+0.03%

Volatility

DFIC vs. JIVE - Volatility Comparison

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 4.52%, while Jpmorgan International Value ETF (JIVE) has a volatility of 5.33%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIC	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	5.33%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	12.72%	-0.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	15.01%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	15.08%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	15.08%	+1.15%

DFIC vs. JIVE - Expense Ratio Comparison

DFIC has a 0.22% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

DFIC vs. JIVE - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.26%, less than JIVE's 2.46% yield.

Position	TTM	2025	2024	2023	2022
DFIC DFA Dimensional International Core Equity 2 ETF	2.26%	2.54%	2.87%	2.55%	1.47%
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%

Frequently Asked Questions

Can I hold both DFIC and JIVE in my portfolio?

With a correlation of 0.95, DFIC and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFIC or JIVE?

JIVE has higher volatility (5.33%) compared to DFIC (4.52%). In terms of maximum drawdown, DFIC dropped -24.40% vs JIVE's -13.79%.

Which ETF is better, DFIC or JIVE?

On 1-year performance, JIVE leads with 44.94% vs 28.82% for DFIC. On fees, DFIC is cheaper at 0.22% per year. On volatility, DFIC has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIC or JIVE?

Over the 1-year period, JIVE has performed better with a 44.94% return vs 28.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIC or JIVE?

DFIC is cheaper with a 0.22% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, DFIC or JIVE?

JIVE has the higher dividend yield at 2.46%, compared with 2.26% for DFIC.

What is the main difference between DFIC and JIVE?

They also come from different issuers: Dimensional and JPMorgan. Their fees differ too: 0.22% for DFIC and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.02 vs 2.03), 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.