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JIDA vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JIDAVYM

Correlation

-0.50.00.51.00.6

The correlation between JIDA and VYM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

JIDA vs. VYM - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.40%
JIDA
VYM

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JIDA vs. VYM - Expense Ratio Comparison

JIDA has a 0.25% expense ratio, which is higher than VYM's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JIDA
JPMorgan ActiveBuilders International Equity ETF
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

JIDA vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders International Equity ETF (JIDA) and Vanguard High Dividend Yield ETF (VYM). 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.


JIDA
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
VYM
Sharpe ratio
The chart of Sharpe ratio for VYM, currently valued at 3.05, compared to the broader market-2.000.002.004.006.003.05
Sortino ratio
The chart of Sortino ratio for VYM, currently valued at 4.33, compared to the broader market-2.000.002.004.006.008.0010.0012.004.33
Omega ratio
The chart of Omega ratio for VYM, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for VYM, currently valued at 6.29, compared to the broader market0.005.0010.0015.006.29
Martin ratio
The chart of Martin ratio for VYM, currently valued at 20.03, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.03

JIDA vs. VYM - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.00
3.05
JIDA
VYM

Dividends

JIDA vs. VYM - Dividend Comparison

JIDA has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.75%.


TTM20232022202120202019201820172016201520142013
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.75%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

JIDA vs. VYM - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.73%
-0.72%
JIDA
VYM

Volatility

JIDA vs. VYM - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders International Equity ETF (JIDA) is 0.00%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.82%. This indicates that JIDA experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.82%
JIDA
VYM