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JIDE vs. FGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIDE vs. FGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JIDE

1D
0.49%
1M
0.98%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FGD

1D
0.53%
1M
5.91%
6M
10.37%
YTD
14.71%
1Y
25.59%
3Y*
21.76%
5Y*
12.06%
10Y*
9.91%
ALL TIME*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.15M$6.09M$6.68M
$2.26K$2.87K$27.28K

JIDE vs. FGD - Yearly Performance Comparison


Correlation

The correlation between JIDE and FGD is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 28, 2026

0.75

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Return for Risk

JIDE vs. FGD — Risk / Return Rank

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

JIDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FGD
FGD Risk / Return Rank: 8080
Overall Rank
FGD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGD Omega Ratio Rank: 8585
Omega Ratio Rank
FGD Calmar Ratio Rank: 7373
Calmar Ratio Rank
FGD Martin Ratio Rank: 7171
Martin Ratio Rank
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.

JIDE vs. FGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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.


JIDEFGDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.62

Martin ratioReturn relative to average drawdown

8.83

JIDE vs. FGD - Sharpe Ratio Comparison


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Drawdowns

JIDE vs. FGD - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum FGD drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for JIDE and FGD.


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Drawdown Indicators


JIDEFGDDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-68.05%

+55.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

Current Drawdown

Current decline from peak

-3.60%

0.00%

-3.60%

Average Drawdown

Average peak-to-trough decline

-4.49%

-12.49%

+8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

Volatility

JIDE vs. FGD - Volatility Comparison


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Volatility by Period


JIDEFGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.36%

12.67%

+7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

14.86%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

17.92%

+2.44%

JIDE vs. FGD - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is lower than FGD's 0.59% expense ratio.


Dividends

JIDE vs. FGD - Dividend Comparison

JIDE has not paid dividends to shareholders, while FGD's dividend yield for the trailing twelve months is around 5.10%.


PositionTTM20252024202320222021202020192018201720162015
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.10%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%
JIDE
JPMorgan International Dynamic ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JIDE and FGD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JIDE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JIDE is cheaper with a 0.55% expense ratio, compared with 0.59% for FGD.

FGD has the higher dividend yield at 5.10%, compared with 0.00% for JIDE.

JIDE is categorized as Foreign Large Cap Equities, while FGD is Global Equities. They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.55% for JIDE and 0.59% for FGD.

Portfolio Optimizer

Find the right allocation for JIDE and FGD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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