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JIDE vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIDE vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JIDE

1D
-1.37%
1M
4.11%
6M
YTD
1Y
3Y*
5Y*
10Y*

FID

1D
0.35%
1M
0.81%
6M
7.01%
YTD
7.95%
1Y
18.53%
3Y*
17.65%
5Y*
8.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. FID - Yearly Performance Comparison


Correlation

The correlation between JIDE and FID is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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Return for Risk

JIDE vs. FID — 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.


FID
FID Risk / Return Rank: 6060
Overall Rank
FID Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FID Sortino Ratio Rank: 6868
Sortino Ratio Rank
FID Omega Ratio Rank: 6565
Omega Ratio Rank
FID Calmar Ratio Rank: 4949
Calmar Ratio Rank
FID Martin Ratio Rank: 4949
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. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


JIDEFIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.08

Martin ratioReturn relative to average drawdown

7.02

JIDE vs. FID - Sharpe Ratio Comparison


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Drawdowns

JIDE vs. FID - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for JIDE and FID.


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Drawdown Indicators


JIDEFIDDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-39.79%

+27.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-3.11%

-1.67%

-1.44%

Average Drawdown

Average peak-to-trough decline

-4.61%

-8.40%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

Volatility

JIDE vs. FID - Volatility Comparison


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Volatility by Period


JIDEFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

10.21%

+10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

17.05%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

18.89%

+2.14%

JIDE vs. FID - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is lower than FID's 0.60% expense ratio.


Dividends

JIDE vs. FID - Dividend Comparison

JIDE has not paid dividends to shareholders, while FID's dividend yield for the trailing twelve months is around 4.20%.


PositionTTM20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
4.20%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%
JIDE
JPMorgan International Dynamic ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JIDE and FID have a correlation of 0.78, 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 0.60% for FID.

FID has the higher dividend yield at 4.20%, compared with 0.00% for JIDE.

They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.55% for JIDE and 0.60% for FID.

Portfolio Optimizer

Find the right allocation for JIDE and FID

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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