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

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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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

In the year-to-date period, FCIM.NEO achieves a 20.61% return, which is significantly higher than JIVE's 17.87% return.


FCIM.NEO

1D
0.48%
1M
6.20%
YTD
20.61%
6M
23.45%
1Y
38.70%
3Y*
31.32%
5Y*
18.33%
10Y*

JIVE

1D
0.55%
1M
5.36%
YTD
17.87%
6M
19.89%
1Y
45.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIM.NEO vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
FCIM.NEO
Fidelity International Momentum Index ETF
20.61%37.03%25.38%3.40%
JIVE
Jpmorgan International Value ETF
17.87%42.93%20.77%3.32%

Correlation

The correlation between FCIM.NEO and JIVE is 0.74, 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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.66

The correlation between FCIM.NEO and JIVE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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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: 7070
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 7676
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 7373
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 6767
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 8585
Overall Rank
JIVE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8686
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8181
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 ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.42

1.61

-0.19

Calmar ratioReturn relative to maximum drawdown

2.94

4.43

-1.49

Martin ratioReturn relative to average drawdown

12.01

18.00

-5.99

FCIM.NEO vs. JIVE - Sharpe Ratio Comparison

The current FCIM.NEO Sharpe Ratio is 2.34, which is lower than the JIVE Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of FCIM.NEO 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.


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Sharpe Ratios by Period


FCIM.NEOJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

3.37

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

2.39

-1.25

Drawdowns

FCIM.NEO vs. JIVE - Drawdown Comparison

The maximum FCIM.NEO drawdown since its inception was -26.89%, 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

-26.89%

-14.13%

-12.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-10.27%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-0.43%

-0.06%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.43%

-1.39%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.52%

+0.71%

Volatility

FCIM.NEO vs. JIVE - Volatility Comparison

Fidelity International Momentum Index ETF (FCIM.NEO) has a higher volatility of 6.67% compared to Jpmorgan International Value ETF (JIVE) at 4.58%. 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

6.67%

4.58%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

11.32%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

13.53%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

13.26%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

13.26%

+3.19%

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.


Dividends

FCIM.NEO vs. JIVE - Dividend Comparison

FCIM.NEO's dividend yield for the trailing twelve months is around 1.32%, less than JIVE's 2.47% yield.


PositionTTM202520242023202220212020
FCIM.NEO
Fidelity International Momentum Index ETF
1.32%1.59%1.26%1.70%1.86%2.70%0.52%
JIVE
Jpmorgan International Value ETF
2.47%2.88%2.48%0.74%0.00%0.00%0.00%

Frequently Asked Questions


FCIM.NEO and JIVE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCIM.NEO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCIM.NEO is cheaper with a 0.45% expense ratio, compared with 0.55% for JIVE.

FCIM.NEO is categorized as Momentum, while JIVE is Foreign Large Cap Equities. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.45% for FCIM.NEO and 0.55% for JIVE.

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