JAVA vs. CGDV

In the year-to-date period, JAVA achieves a -2.32% return, which is significantly lower than CGDV's 0.02% return.

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JAVA has a 0.44% expense ratio, which is higher than CGDV's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and Capital Group Dividend Value ETF (CGDV). 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.

The current JAVA Sharpe Ratio is 0.43, which is lower than the CGDV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of JAVA and CGDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JAVA's dividend yield for the trailing twelve months is around 1.50%, less than CGDV's 1.62% yield.

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum CGDV drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for JAVA and CGDV. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Active Value ETF (JAVA) is 11.07%, while Capital Group Dividend Value ETF (CGDV) has a volatility of 12.32%. This indicates that JAVA experiences smaller price fluctuations and is considered to be less risky than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.