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

Correlation

The correlation between JIDA and VYM is 0.62, 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.


-0.50.00.51.00.6

Performance

JIDA vs. VYM - Performance Comparison

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

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
9.11%
JIDA
VYM

Key characteristics

Returns By Period


JIDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYM

YTD

3.21%

1M

4.35%

6M

9.11%

1Y

22.75%

5Y*

10.23%

10Y*

10.24%

*Annualized

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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 Rank

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

JIDA

VYM
The Risk-Adjusted Performance Rank of VYM is 8181
Overall Rank
The Sharpe Ratio Rank of VYM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
No data
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.003.88
JIDA
VYM


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.00
2.11
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 2.65%.


TTM20242023202220212020201920182017201620152014
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%0.00%3.16%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.65%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

JIDA vs. VYM - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.73%
-1.51%
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 4.52%. 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%AugustSeptemberOctoberNovemberDecember20250
4.52%
JIDA
VYM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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