FTEC vs. JIVE

Last updated Jun 14, 2026

FTEC (Fidelity MSCI Information Technology Index ETF) and JIVE (Jpmorgan International Value ETF) are both exchange-traded funds - FTEC is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan. FTEC is passively managed, while JIVE is actively managed. Over the past year, FTEC returned 51.03% vs 42.72% for JIVE. A 0.50 correlation means they provide meaningful diversification when combined. FTEC charges 0.08%/yr vs 0.55%/yr for JIVE.

Performance

FTEC vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) 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, FTEC achieves a 24.27% return, which is significantly higher than JIVE's 16.59% return.

FTEC

• 1D: 0.61%
• 1M: 1.44%
• YTD: 24.27%
• 6M: 24.36%
• 1Y: 51.03%
• 3Y*: 30.29%
• 5Y*: 20.63%
• 10Y*: 24.98%

JIVE

• 1D: 0.63%
• 1M: 1.64%
• YTD: 16.59%
• 6M: 19.20%
• 1Y: 42.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTEC vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTEC Fidelity MSCI Information Technology Index ETF	24.27%	22.11%	29.40%	12.94%
JIVE Jpmorgan International Value ETF	16.59%	49.80%	11.22%	5.36%

Correlation

The correlation between FTEC and JIVE is 0.58, 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	0.58
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.50

The correlation between FTEC and JIVE has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

FTEC vs. JIVE - Sectors Allocation Comparison

Sectors	FTEC	JIVE
Technology	98.3%	11.7%
Industrials	0.6%	10.2%
Financial Services	0.5%	37.6%
Energy	0.4%	10.7%
Communication Services	0.0%	4.2%
Consumer Cyclical	0.0%	6.2%
Basic Materials	0.0%	5.7%
Consumer Defensive	-	4.3%
Healthcare	-	4.5%
Real Estate	-	2.4%
Utilities	-	2.4%

Return for Risk

FTEC vs. JIVE — Risk / Return Rank

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

FTEC

FTEC Risk / Return Rank: 71
FTEC Sharpe Ratio Rank: 80
FTEC Sortino Ratio Rank: 71
FTEC Omega Ratio Rank: 73
FTEC Calmar Ratio Rank: 69
FTEC Martin Ratio Rank: 60

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 88
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 84

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.

FTEC vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) 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.

	FTEC	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.73	-0.52
Sortino ratio: Return per unit of downside risk	2.76	3.59	-0.83
Omega ratio: Gain probability vs. loss probability	1.37	1.48	-0.11
Calmar ratio: Return relative to maximum drawdown	3.00	3.89	-0.89
Martin ratio: Return relative to average drawdown	9.36	14.92	-5.55

FTEC vs. JIVE - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 2.21, which is comparable to the JIVE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of FTEC 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

FTEC vs. JIVE - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for FTEC and JIVE.

Drawdown Indicators

	FTEC	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-13.79%	-21.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.26%	-10.57%	-5.69%
Max Drawdown (3Y) Largest decline over 3 years	-27.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.95%	—	—
Current Drawdown Current decline from peak	-7.18%	-0.30%	-6.88%
Average Drawdown Average peak-to-trough decline	-5.57%	-1.96%	-3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.21%	2.76%	+2.45%

Volatility

FTEC vs. JIVE - Volatility Comparison

Fidelity MSCI Information Technology Index ETF (FTEC) has a higher volatility of 10.02% compared to Jpmorgan International Value ETF (JIVE) at 5.61%. This indicates that FTEC'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

	FTEC	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.02%	5.61%	+4.41%
Volatility (6M) Calculated over the trailing 6-month period	18.06%	12.71%	+5.35%
Volatility (1Y) Calculated over the trailing 1-year period	22.07%	15.07%	+7.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.45%	15.11%	+10.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.81%	15.11%	+9.70%

FTEC vs. JIVE - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

FTEC vs. JIVE - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.34%, less than JIVE's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTEC Fidelity MSCI Information Technology Index ETF	0.34%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%
JIVE Jpmorgan International Value ETF	2.47%	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 FTEC and JIVE in my portfolio?

FTEC and JIVE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTEC or JIVE?

FTEC has higher volatility (10.02%) compared to JIVE (5.61%). In terms of maximum drawdown, FTEC dropped -34.95% vs JIVE's -13.79%.

Which ETF is better, FTEC or JIVE?

On 1-year performance, FTEC leads with 51.03% vs 42.72% for JIVE. On fees, FTEC is cheaper at 0.08% per year. On volatility, JIVE has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTEC or JIVE?

Over the 1-year period, FTEC has performed better with a 51.03% return vs 42.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTEC or JIVE?

FTEC is cheaper with a 0.08% expense ratio, compared with 0.55% for JIVE.

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

JIVE has the higher dividend yield at 2.47%, compared with 0.34% for FTEC.

What is the main difference between FTEC and JIVE?

FTEC is categorized as Technology Equities, while JIVE is Foreign Large Cap Equities. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.08% for FTEC and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.73 vs 2.21), 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.