FDVV vs. JPM
FDVV (Fidelity High Dividend ETF) is Large Cap Blend Equities fund tracking the Fidelity Core Dividend Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 5 years, FDVV returned 14.17%/yr vs 21.31%/yr for JPM. Their 0.67 correlation means they have sometimes moved together and sometimes differently.
Performance
FDVV vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, FDVV achieves a 12.19% return, which is significantly higher than JPM's 10.73% return.
FDVV
- 1D
- -0.35%
- 1M
- 3.10%
- 6M
- 9.39%
- YTD
- 12.19%
- 1Y
- 20.46%
- 3Y*
- 18.35%
- 5Y*
- 14.17%
- 10Y*
- —
- ALL TIME*
- 13.71%
JPM
- 1D
- 0.27%
- 1M
- 5.78%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 21.02%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.25M | $48.28M | $45.73M | |
| $2.69B | $3.19B | $3.04B |
FDVV vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDVV Fidelity High Dividend ETF | 12.19% | 17.08% | 21.81% | 18.00% | -4.21% | 29.24% | 2.80% | 24.07% | -1.26% | 14.00% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between FDVV and JPM is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.67 |
The correlation between FDVV and JPM shifts across timeframes, from 0.54 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FDVV vs. JPM — Risk / Return Rank
FDVV
JPM
FDVV vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity High Dividend ETF (FDVV) and JPMorgan Chase & Co. (JPM). 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.
| FDVV | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.36 | +0.85 |
| Martin ratioReturn relative to average drawdown | 9.10 | 3.24 | +5.86 |
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Drawdowns
FDVV vs. JPM - Drawdown Comparison
The maximum FDVV drawdown since its inception was -40.25%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FDVV and JPM.
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Drawdown Indicators
| FDVV | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.25% | -76.16% | +35.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -15.47% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.90% | -24.42% | +8.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -38.77% | +18.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.63% | — |
Current DrawdownCurrent decline from peak | -1.12% | -1.54% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -17.56% | +13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 6.51% | -4.25% |
Volatility
FDVV vs. JPM - Volatility Comparison
The current volatility for Fidelity High Dividend ETF (FDVV) is 3.04%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.60%. This indicates that FDVV experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDVV | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 6.60% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 16.70% | -8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 22.50% | -12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 24.46% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 27.33% | -10.42% |
Dividends
FDVV vs. JPM - Dividend Comparison
FDVV's dividend yield for the trailing twelve months is around 2.76%, more than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVV Fidelity High Dividend ETF | 2.76% | 2.89% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.66% | 1.04% | 0.00% |
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Frequently Asked Questions
FDVV and JPM have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.60%) compared to FDVV (3.04%). In terms of maximum drawdown, FDVV dropped -40.25% vs JPM's -76.16%.
FDVV currently has the higher Sharpe Ratio (1.99 vs 0.94), 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.
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