JDIV vs. VYMI

Last updated Aug 2, 2026

JDIV (JPMorgan Dividend Leaders ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - JDIV is a Global Equities fund actively managed by JPMorgan, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. JDIV is actively managed, while VYMI is passively managed. Over the past year, JDIV returned 14.21% vs 34.68% for VYMI. Their 0.78 correlation means they have sometimes moved together and sometimes differently. JDIV charges 0.47%/yr vs 0.07%/yr for VYMI.

Performance

JDIV vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Dividend Leaders ETF (JDIV) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JDIV achieves a 8.03% return, which is significantly lower than VYMI's 17.41% return.

JDIV

• 1D: 0.47%
• 1M: 1.60%
• 6M: 5.47%
• YTD: 8.03%
• 1Y: 14.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.41%

VYMI

• 1D: -0.51%
• 1M: 4.32%
• 6M: 11.07%
• YTD: 17.41%
• 1Y: 34.68%
• 3Y*: 21.98%
• 5Y*: 14.02%
• 10Y*: 11.09%
• ALL TIME*: 11.35%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JDIV JPMorgan Dividend Leaders ETF	$37.92K	$43.96K	$83.14K
VYMI Vanguard International High Dividend Yield ETF	$78.22M	$82.35M	$92.64M

JDIV vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JDIV JPMorgan Dividend Leaders ETF	8.03%	18.98%	-5.07%
VYMI Vanguard International High Dividend Yield ETF	17.41%	38.05%	-5.30%

Correlation

The correlation between JDIV and VYMI is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (All Time) Calculated using the full available price history since Sep 26, 2024	0.78

The correlation between JDIV and VYMI has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

JDIV vs. VYMI - Sectors Allocation Comparison

Sectors	JDIV	VYMI
Technology	23.5%	5.3%
Financial Services	18.4%	42.4%
Healthcare	12.6%	6.5%
Industrials	8.0%	6.1%
Consumer Cyclical	6.5%	6.0%
Communication Services	6.0%	3.5%
Energy	4.5%	7.9%
Utilities	3.8%	5.2%
Basic Materials	2.1%	6.5%
Real Estate	1.6%	1.1%
Consumer Defensive	1.5%	6.7%

Return for Risk

JDIV vs. VYMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JDIV

JDIV Risk / Return Rank: 43
JDIV Sharpe Ratio Rank: 43
JDIV Sortino Ratio Rank: 42
JDIV Omega Ratio Rank: 42
JDIV Calmar Ratio Rank: 41
JDIV Martin Ratio Rank: 49

VYMI

VYMI Risk / Return Rank: 91
VYMI Sharpe Ratio Rank: 94
VYMI Sortino Ratio Rank: 93
VYMI Omega Ratio Rank: 93
VYMI Calmar Ratio Rank: 87
VYMI Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JDIV vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Dividend Leaders ETF (JDIV) and Vanguard International High Dividend Yield ETF (VYMI). 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.

	JDIV	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.07	2.63	-1.56
Sortino ratio: Return per unit of downside risk	1.56	3.59	-2.03
Omega ratio: Gain probability vs. loss probability	1.20	1.48	-0.28
Calmar ratio: Return relative to maximum drawdown	1.43	3.43	-2.00
Martin ratio: Return relative to average drawdown	5.64	13.55	-7.91

JDIV vs. VYMI - Sharpe Ratio Comparison

The current JDIV Sharpe Ratio is 1.07, which is lower than the VYMI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of JDIV and VYMI, 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

JDIV vs. VYMI - Drawdown Comparison

The maximum JDIV drawdown since its inception was -13.34%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JDIV and VYMI.

Drawdown Indicators

	JDIV	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-13.34%	-40.00%	+26.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-10.14%	+0.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	0.00%	-0.51%	+0.51%
Average Drawdown Average peak-to-trough decline	-1.93%	-6.23%	+4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	2.56%	-0.21%

Volatility

JDIV vs. VYMI - Volatility Comparison

JPMorgan Dividend Leaders ETF (JDIV) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.60% and 3.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JDIV	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	3.62%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	11.39%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	12.45%	13.24%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	14.85%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.07%	16.55%	-2.48%

JDIV vs. VYMI - Expense Ratio Comparison

JDIV has a 0.47% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

JDIV vs. VYMI - Dividend Comparison

JDIV's dividend yield for the trailing twelve months is around 2.07%, less than VYMI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JDIV JPMorgan Dividend Leaders ETF	2.07%	2.15%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both JDIV and VYMI in my portfolio?

JDIV and VYMI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JDIV or VYMI?

VYMI has higher volatility (3.62%) compared to JDIV (3.60%). In terms of maximum drawdown, JDIV dropped -13.34% vs VYMI's -40.00%.

Which ETF is better, JDIV or VYMI?

On 1-year performance, VYMI leads with 34.68% vs 14.21% for JDIV. On fees, VYMI is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JDIV or VYMI?

Over the 1-year period, VYMI has performed better with a 34.68% return vs 14.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JDIV or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.47% for JDIV.

Which ETF pays a higher dividend yield, JDIV or VYMI?

VYMI has the higher dividend yield at 3.48%, compared with 2.07% for JDIV.

What is the main difference between JDIV and VYMI?

JDIV is categorized as Global Equities, while VYMI is Dividend. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.47% for JDIV and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.63 vs 1.07), 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.