EFG vs. JIVE

Last updated Jul 17, 2026

EFG (iShares MSCI EAFE Growth ETF) and JIVE (JPMorgan International Value ETF) are both Foreign Large Cap Equities funds. EFG is passively managed, while JIVE is actively managed. Over the past year, EFG returned 12.55% vs 38.07% for JIVE. Their correlation of 0.83 suggests significant overlap in exposure. EFG charges 0.34%/yr vs 0.55%/yr for JIVE.

Performance

EFG vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Growth ETF (EFG) 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, EFG achieves a 6.92% return, which is significantly lower than JIVE's 16.06% return.

EFG

• 1D: -1.13%
• 1M: -2.36%
• 6M: 2.42%
• YTD: 6.92%
• 1Y: 12.55%
• 3Y*: 9.65%
• 5Y*: 4.18%
• 10Y*: 7.86%

JIVE

• 1D: -0.69%
• 1M: -1.47%
• 6M: 11.38%
• YTD: 16.06%
• 1Y: 38.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EFG vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EFG iShares MSCI EAFE Growth ETF	6.92%	20.70%	1.53%	9.05%
JIVE JPMorgan International Value ETF	16.06%	49.80%	11.22%	5.36%

Correlation

The correlation between EFG and JIVE is 0.87, 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	0.87
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.83

The correlation between EFG and JIVE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

EFG vs. JIVE - Sectors Allocation Comparison

Sectors	EFG	JIVE
Industrials	28.3%	10.2%
Technology	20.3%	11.7%
Healthcare	13.2%	4.5%
Financial Services	11.3%	37.6%
Consumer Cyclical	9.1%	6.2%
Basic Materials	6.0%	5.7%
Communication Services	5.2%	4.2%
Consumer Defensive	3.7%	4.3%
Utilities	1.5%	2.4%
Real Estate	0.7%	2.4%
Energy	0.5%	10.7%

Return for Risk

EFG vs. JIVE — Risk / Return Rank

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

EFG

EFG Risk / Return Rank: 25
EFG Sharpe Ratio Rank: 23
EFG Sortino Ratio Rank: 23
EFG Omega Ratio Rank: 22
EFG Calmar Ratio Rank: 25
EFG Martin Ratio Rank: 31

JIVE

JIVE Risk / Return Rank: 88
JIVE Sharpe Ratio Rank: 92
JIVE Sortino Ratio Rank: 90
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 84
JIVE Martin Ratio Rank: 85

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.

EFG vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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.

	EFG	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	0.68	2.53	-1.85
Sortino ratio: Return per unit of downside risk	1.08	3.35	-2.27
Omega ratio: Gain probability vs. loss probability	1.13	1.45	-0.32
Calmar ratio: Return relative to maximum drawdown	0.99	3.62	-2.63
Martin ratio: Return relative to average drawdown	3.58	13.60	-10.02

EFG vs. JIVE - Sharpe Ratio Comparison

The current EFG Sharpe Ratio is 0.68, which is lower than the JIVE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EFG 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

EFG vs. JIVE - Drawdown Comparison

The maximum EFG drawdown since its inception was -58.40%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for EFG and JIVE.

Drawdown Indicators

	EFG	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-58.40%	-13.79%	-44.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-10.57%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-16.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.78%	—	—
Current Drawdown Current decline from peak	-3.64%	-1.47%	-2.17%
Average Drawdown Average peak-to-trough decline	-12.10%	-1.95%	-10.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.52%	2.81%	+0.71%

Volatility

EFG vs. JIVE - Volatility Comparison

iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 5.61% compared to JPMorgan International Value ETF (JIVE) at 4.14%. This indicates that EFG'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

	EFG	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	4.14%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	16.02%	13.17%	+2.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.45%	15.13%	+3.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.39%	15.09%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	15.09%	+2.49%

EFG vs. JIVE - Expense Ratio Comparison

EFG has a 0.34% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

EFG vs. JIVE - Dividend Comparison

EFG's dividend yield for the trailing twelve months is around 2.31%, less than JIVE's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFG iShares MSCI EAFE Growth ETF	2.31%	2.53%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%
JIVE JPMorgan International Value ETF	2.48%	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 EFG and JIVE in my portfolio?

EFG and JIVE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFG or JIVE?

EFG has higher volatility (5.61%) compared to JIVE (4.14%). In terms of maximum drawdown, EFG dropped -58.40% vs JIVE's -13.79%.

Which ETF is better, EFG or JIVE?

On 1-year performance, JIVE leads with 38.07% vs 12.55% for EFG. On fees, EFG is cheaper at 0.34% per year. On volatility, JIVE has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFG or JIVE?

Over the 1-year period, JIVE has performed better with a 38.07% return vs 12.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFG or JIVE?

EFG is cheaper with a 0.34% expense ratio, compared with 0.55% for JIVE.

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

JIVE has the higher dividend yield at 2.48%, compared with 2.31% for EFG.

What is the main difference between EFG and JIVE?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.34% for EFG and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.53 vs 0.68), 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.