DSTX vs. JIRE
Compare and contrast key facts about Distillate International Fundamental Stability & Value ETF (DSTX) and JPMorgan International Research Enhanced Equity ETF (JIRE).
DSTX and JIRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020. JIRE is an actively managed fund by JPMorgan. It was launched on Oct 28, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSTX or JIRE.
Key characteristics
| DSTX | JIRE | |
|---|---|---|
| YTD Return | 4.59% | 6.59% |
| 1Y Return | 15.16% | 17.62% |
| Sharpe Ratio | 1.05 | 1.28 |
| Sortino Ratio | 1.53 | 1.85 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 0.84 | 2.20 |
| Martin Ratio | 5.27 | 6.98 |
| Ulcer Index | 2.81% | 2.41% |
| Daily Std Dev | 14.12% | 13.15% |
| Max Drawdown | -34.02% | -16.11% |
| Current Drawdown | -6.21% | -6.82% |
Correlation
The correlation between DSTX and JIRE 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
DSTX vs. JIRE - Performance Comparison
In the year-to-date period, DSTX achieves a 4.59% return, which is significantly lower than JIRE's 6.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSTX vs. JIRE - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than JIRE's 0.24% expense ratio.
Risk-Adjusted Performance
DSTX vs. JIRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) and JPMorgan International Research Enhanced Equity ETF (JIRE). 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.
Dividends
DSTX vs. JIRE - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.11%, less than JIRE's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.11% | 1.81% | 3.12% | 2.24% | 0.07% |
JIRE JPMorgan International Research Enhanced Equity ETF | 2.57% | 2.74% | 2.62% | 0.00% | 0.00% |
Drawdowns
DSTX vs. JIRE - Drawdown Comparison
The maximum DSTX drawdown since its inception was -34.02%, which is greater than JIRE's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for DSTX and JIRE. For additional features, visit the drawdowns tool.
Volatility
DSTX vs. JIRE - Volatility Comparison
The current volatility for Distillate International Fundamental Stability & Value ETF (DSTX) is 3.28%, while JPMorgan International Research Enhanced Equity ETF (JIRE) has a volatility of 3.70%. This indicates that DSTX experiences smaller price fluctuations and is considered to be less risky than JIRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.