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JIDE vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIDE vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and Vanguard FTSE Developed Markets ETF (VEA). 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*

VEA

1D
-1.54%
1M
2.87%
6M
11.12%
YTD
14.09%
1Y
28.87%
3Y*
19.69%
5Y*
10.15%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. VEA - Yearly Performance Comparison


Correlation

The correlation between JIDE and VEA is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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Return for Risk

JIDE vs. VEA — 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.


VEA
VEA Risk / Return Rank: 6161
Overall Rank
VEA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEA Omega Ratio Rank: 6262
Omega Ratio Rank
VEA Calmar Ratio Rank: 6060
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and Vanguard FTSE Developed Markets ETF (VEA). 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.


JIDEVEADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

9.51

JIDE vs. VEA - Sharpe Ratio Comparison


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Drawdowns

JIDE vs. VEA - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for JIDE and VEA.


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Drawdown Indicators


JIDEVEADifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-60.68%

+47.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-3.11%

-2.22%

-0.89%

Average Drawdown

Average peak-to-trough decline

-4.61%

-13.24%

+8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

Volatility

JIDE vs. VEA - Volatility Comparison


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Volatility by Period


JIDEVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

16.97%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

16.80%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

17.17%

+3.86%

JIDE vs. VEA - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is higher than VEA's 0.03% expense ratio.


Dividends

JIDE vs. VEA - Dividend Comparison

JIDE has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.56%.


PositionTTM20252024202320222021202020192018201720162015
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%
VEA
Vanguard FTSE Developed Markets ETF
2.56%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


With a correlation of 0.94, JIDE and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEA is cheaper with a 0.03% expense ratio, compared with 0.55% for JIDE.

VEA has the higher dividend yield at 2.56%, compared with 0.00% for JIDE.

They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.55% for JIDE and 0.03% for VEA.

Portfolio Optimizer

Find the right allocation for JIDE and VEA

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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