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FCIM.NEO vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIM.NEO vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Momentum Index ETF (FCIM.NEO) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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FCIM.NEO vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
FCIM.NEO
Fidelity International Momentum Index ETF
7.74%37.03%25.38%3.40%
JIVE
Jpmorgan International Value ETF
8.12%42.93%20.77%3.32%
Different Trading Currencies

FCIM.NEO is traded in CAD, while JIVE is traded in USD. To make them comparable, the JIVE values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FCIM.NEO having a 7.74% return and JIVE slightly higher at 8.12%.


FCIM.NEO

1D
3.44%
1M
-7.35%
YTD
7.74%
6M
15.87%
1Y
32.19%
3Y*
26.47%
5Y*
16.26%
10Y*

JIVE

1D
2.88%
1M
-4.91%
YTD
8.12%
6M
16.80%
1Y
37.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIM.NEO vs. JIVE - Expense Ratio Comparison

FCIM.NEO has a 0.45% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Return for Risk

FCIM.NEO vs. JIVE — Risk / Return Rank

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

FCIM.NEO
FCIM.NEO Risk / Return Rank: 8686
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FCIM.NEO vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Momentum Index ETF (FCIM.NEO) 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.


FCIM.NEOJIVEDifference

Sharpe ratio

Return per unit of total volatility

1.79

2.42

-0.63

Sortino ratio

Return per unit of downside risk

2.54

3.00

-0.46

Omega ratio

Gain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratio

Return relative to maximum drawdown

2.47

3.07

-0.60

Martin ratio

Return relative to average drawdown

9.60

12.74

-3.14

FCIM.NEO vs. JIVE - Sharpe Ratio Comparison

The current FCIM.NEO Sharpe Ratio is 1.79, which is comparable to the JIVE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FCIM.NEO and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCIM.NEOJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.42

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

2.27

-2.37

Correlation

The correlation between FCIM.NEO and JIVE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCIM.NEO vs. JIVE - Dividend Comparison

FCIM.NEO's dividend yield for the trailing twelve months is around 1.48%, less than JIVE's 2.70% yield.


TTM202520242023202220212020
FCIM.NEO
Fidelity International Momentum Index ETF
1.48%1.59%1.26%1.70%1.86%2.70%0.52%
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%

Drawdowns

FCIM.NEO vs. JIVE - Drawdown Comparison

The maximum FCIM.NEO drawdown since its inception was -67.91%, which is greater than JIVE's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for FCIM.NEO and JIVE.


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Drawdown Indicators


FCIM.NEOJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-67.91%

-13.79%

-54.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-11.96%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-18.52%

-7.13%

-11.39%

Average Drawdown

Average peak-to-trough decline

-52.34%

-1.95%

-50.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.87%

+0.53%

Volatility

FCIM.NEO vs. JIVE - Volatility Comparison

Fidelity International Momentum Index ETF (FCIM.NEO) has a higher volatility of 8.40% compared to Jpmorgan International Value ETF (JIVE) at 7.69%. This indicates that FCIM.NEO'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.


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Volatility by Period


FCIM.NEOJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

7.69%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

10.63%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

15.69%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

13.10%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

13.10%

+19.19%