INTF vs. JIVE

Last updated Jul 16, 2026

INTF (iShares MSCI Intl Multifactor ETF) and JIVE (JPMorgan International Value ETF) are both Foreign Large Cap Equities funds. INTF is passively managed, while JIVE is actively managed. Over the past year, INTF returned 27.16% vs 39.92% for JIVE. Their correlation of 0.92 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 0.55%/yr for JIVE.

Performance

INTF vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) 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, INTF achieves a 12.03% return, which is significantly lower than JIVE's 16.86% return.

INTF

• 1D: 0.63%
• 1M: 0.73%
• 6M: 8.30%
• YTD: 12.03%
• 1Y: 27.16%
• 3Y*: 18.79%
• 5Y*: 10.68%
• 10Y*: 9.65%

JIVE

• 1D: 0.19%
• 1M: -0.73%
• 6M: 12.43%
• YTD: 16.86%
• 1Y: 39.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

INTF vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
INTF iShares MSCI Intl Multifactor ETF	12.03%	35.50%	5.99%	7.65%
JIVE JPMorgan International Value ETF	16.86%	49.80%	11.22%	5.36%

Correlation

The correlation between INTF and JIVE is 0.95, 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	0.95
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.92

The correlation between INTF and JIVE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

INTF vs. JIVE - Sectors Allocation Comparison

Sectors	INTF	JIVE
Financial Services	26.1%	37.6%
Industrials	18.8%	10.2%
Technology	11.5%	11.7%
Consumer Cyclical	8.9%	6.2%
Healthcare	8.2%	4.5%
Basic Materials	6.5%	5.7%
Consumer Defensive	5.8%	4.3%
Energy	4.8%	10.7%
Utilities	3.6%	2.4%
Communication Services	2.9%	4.2%
Real Estate	2.4%	2.4%

Return for Risk

INTF vs. JIVE — Risk / Return Rank

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

INTF

INTF Risk / Return Rank: 69
INTF Sharpe Ratio Rank: 71
INTF Sortino Ratio Rank: 70
INTF Omega Ratio Rank: 67
INTF Calmar Ratio Rank: 66
INTF Martin Ratio Rank: 72

JIVE

JIVE Risk / Return Rank: 90
JIVE Sharpe Ratio Rank: 93
JIVE Sortino Ratio Rank: 91
JIVE Omega Ratio Rank: 91
JIVE Calmar Ratio Rank: 86
JIVE Martin Ratio Rank: 87

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.

INTF vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.

	INTF	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.66	-0.83
Sortino ratio: Return per unit of downside risk	2.54	3.49	-0.95
Omega ratio: Gain probability vs. loss probability	1.32	1.47	-0.15
Calmar ratio: Return relative to maximum drawdown	2.67	3.80	-1.12
Martin ratio: Return relative to average drawdown	10.54	14.27	-3.73

INTF vs. JIVE - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.82, which is lower than the JIVE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of INTF 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

INTF vs. JIVE - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for INTF and JIVE.

Drawdown Indicators

	INTF	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-13.79%	-26.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-10.57%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.39%	—	—
Current Drawdown Current decline from peak	-0.22%	-0.79%	+0.57%
Average Drawdown Average peak-to-trough decline	-7.63%	-1.95%	-5.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.81%	-0.23%

Volatility

INTF vs. JIVE - Volatility Comparison

The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 3.61%, while JPMorgan International Value ETF (JIVE) has a volatility of 4.21%. This indicates that INTF experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTF	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	4.21%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	13.15%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	15.01%	15.17%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	15.09%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	15.09%	+1.91%

INTF vs. JIVE - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

INTF vs. JIVE - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.99%, more than JIVE's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INTF iShares MSCI Intl Multifactor ETF	2.99%	2.87%	3.53%	3.59%	2.81%	5.38%	2.06%	3.65%	2.62%	3.26%	1.66%	0.85%
JIVE JPMorgan International Value ETF	2.46%	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 INTF and JIVE in my portfolio?

With a correlation of 0.95, INTF and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, INTF or JIVE?

JIVE has higher volatility (4.21%) compared to INTF (3.61%). In terms of maximum drawdown, INTF dropped -40.39% vs JIVE's -13.79%.

Which ETF is better, INTF or JIVE?

On 1-year performance, JIVE leads with 39.92% vs 27.16% for INTF. On fees, INTF is cheaper at 0.30% per year. On volatility, INTF has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTF or JIVE?

Over the 1-year period, JIVE has performed better with a 39.92% return vs 27.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTF or JIVE?

INTF is cheaper with a 0.30% expense ratio, compared with 0.55% for JIVE.

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

INTF has the higher dividend yield at 2.99%, compared with 2.46% for JIVE.

What is the main difference between INTF and JIVE?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.30% for INTF and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.65 vs 1.82), 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.