DINT vs. JIVE

Last updated Jun 4, 2026

DINT (Davis Select International ETF) and JIVE (Jpmorgan International Value ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, DINT returned 23.40% vs 42.79% for JIVE. A 0.78 correlation means they provide meaningful diversification when combined. DINT charges 0.65%/yr vs 0.55%/yr for JIVE.

Performance

DINT vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) 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, DINT achieves a 5.16% return, which is significantly lower than JIVE's 15.75% return.

DINT

• 1D: -1.54%
• 1M: 5.23%
• YTD: 5.16%
• 6M: 9.26%
• 1Y: 23.40%
• 3Y*: 20.43%
• 5Y*: 6.61%
• 10Y*: —

JIVE

• 1D: -1.02%
• 1M: 4.12%
• YTD: 15.75%
• 6M: 20.07%
• 1Y: 42.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DINT vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DINT Davis Select International ETF	5.16%	32.66%	20.56%	2.22%
JIVE Jpmorgan International Value ETF	15.75%	49.80%	11.22%	5.38%

Correlation

The correlation between DINT and JIVE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.78

The correlation between DINT and JIVE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

DINT vs. JIVE - Sectors Allocation Comparison

Sectors	DINT	JIVE
Financial Services	18.6%	33.4%
Industrials	12.5%	7.4%
Consumer Cyclical	10.4%	4.3%
Consumer Defensive	10.1%	3.7%
Basic Materials	6.3%	5.4%
Energy	4.9%	8.9%
Communication Services	4.8%	2.8%
Healthcare	2.9%	4.3%
Real Estate	2.5%	2.3%
Technology	1.9%	6.9%
Utilities	-	1.8%

Return for Risk

DINT vs. JIVE — Risk / Return Rank

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

DINT

DINT Risk / Return Rank: 36
DINT Sharpe Ratio Rank: 36
DINT Sortino Ratio Rank: 35
DINT Omega Ratio Rank: 35
DINT Calmar Ratio Rank: 36
DINT Martin Ratio Rank: 38

JIVE

JIVE Risk / Return Rank: 83
JIVE Sharpe Ratio Rank: 88
JIVE Sortino Ratio Rank: 85
JIVE Omega Ratio Rank: 85
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.

DINT vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) 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.

	DINT	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	1.29	2.98	-1.69
Sortino ratio: Return per unit of downside risk	1.86	3.91	-2.05
Omega ratio: Gain probability vs. loss probability	1.23	1.53	-0.29
Calmar ratio: Return relative to maximum drawdown	1.80	4.07	-2.27
Martin ratio: Return relative to average drawdown	5.88	15.74	-9.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DINT vs. JIVE - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 1.29, which is lower than the JIVE Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of DINT 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

	DINT	JIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	2.98	-1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	2.01	-1.71

Drawdowns

DINT vs. JIVE - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for DINT and JIVE.

Drawdown Indicators

	DINT	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-45.12%	-13.79%	-31.33%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-10.57%	-2.52%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.96%	—	—
Current Drawdown Current decline from peak	-1.54%	-1.02%	-0.52%
Average Drawdown Average peak-to-trough decline	-15.21%	-1.96%	-13.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	2.73%	+1.26%

Volatility

DINT vs. JIVE - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 7.11% compared to Jpmorgan International Value ETF (JIVE) at 4.93%. This indicates that DINT'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

	DINT	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.11%	4.93%	+2.18%
Volatility (6M) Calculated over the trailing 6-month period	14.78%	11.99%	+2.79%
Volatility (1Y) Calculated over the trailing 1-year period	18.26%	14.46%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.32%	14.97%	+8.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.00%	14.97%	+8.03%

DINT vs. JIVE - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than JIVE's 0.55% expense ratio.

Dividends

DINT vs. JIVE - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.58%, less than JIVE's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DINT Davis Select International ETF	1.58%	1.67%	2.34%	1.75%	0.37%	2.15%	0.27%	2.58%	0.41%
JIVE Jpmorgan International Value ETF	2.48%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DINT and JIVE in my portfolio?

DINT and JIVE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DINT or JIVE?

DINT has higher volatility (7.11%) compared to JIVE (4.93%). In terms of maximum drawdown, DINT dropped -45.12% vs JIVE's -13.79%.

Which ETF is better, DINT or JIVE?

On 1-year performance, JIVE leads with 42.79% vs 23.40% for DINT. On fees, JIVE is cheaper at 0.55% per year. On volatility, JIVE has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DINT or JIVE?

Over the 1-year period, JIVE has performed better with a 42.79% return vs 23.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DINT or JIVE?

JIVE is cheaper with a 0.55% expense ratio, compared with 0.65% for DINT.

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

JIVE has the higher dividend yield at 2.48%, compared with 1.58% for DINT.

What is the main difference between DINT and JIVE?

They also come from different issuers: Davis Advisers and JPMorgan. Their fees differ too: 0.65% for DINT and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.98 vs 1.29), 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.