JIG vs. JIVE
JIG (JPMorgan International Growth ETF) and JIVE (JPMorgan International Value ETF) are both Foreign Large Cap Equities funds from JPMorgan. Both are actively managed. Over the past year, JIG returned 18.51% vs 38.07% for JIVE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.55% expense ratio.
Performance
JIG vs. JIVE - Performance Comparison
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Returns By Period
In the year-to-date period, JIG achieves a 12.26% return, which is significantly lower than JIVE's 16.06% return.
JIG
- 1D
- -1.81%
- 1M
- -4.28%
- 6M
- 6.71%
- YTD
- 12.26%
- 1Y
- 18.51%
- 3Y*
- 13.12%
- 5Y*
- 2.78%
- 10Y*
- —
JIVE
- 1D
- -0.69%
- 1M
- -1.47%
- 6M
- 11.38%
- YTD
- 16.06%
- 1Y
- 38.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JIG vs. JIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 12.26% | 20.10% | 8.84% | 6.86% |
JIVE JPMorgan International Value ETF | 16.06% | 49.80% | 11.22% | 5.36% |
Correlation
The correlation between JIG and JIVE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.81 |
The correlation between JIG and JIVE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
JIG vs. JIVE - Sectors Allocation Comparison
Sectors
JIG
JIVE
Technology
Industrials
Consumer Cyclical
Financial Services
Basic Materials
Communication Services
Healthcare
Utilities
Consumer Defensive
Real Estate
Energy
Technology
JIG
JIVE
Industrials
JIG
JIVE
Consumer Cyclical
JIG
JIVE
Financial Services
JIG
JIVE
Basic Materials
JIG
JIVE
Communication Services
JIG
JIVE
Healthcare
JIG
JIVE
Utilities
JIG
JIVE
Consumer Defensive
JIG
JIVE
Real Estate
JIG
JIVE
Energy
JIG
JIVE
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Return for Risk
JIG vs. JIVE — Risk / Return Rank
JIG
JIVE
JIG vs. JIVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) and JPMorgan International Value ETF (JIVE). 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.
| JIG | JIVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.62 | -2.18 |
| Martin ratioReturn relative to average drawdown | 5.06 | 13.60 | -8.54 |
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Drawdowns
JIG vs. JIVE - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for JIG and JIVE.
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Drawdown Indicators
| JIG | JIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.75% | -13.79% | -29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -10.57% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.75% | — | — |
Current DrawdownCurrent decline from peak | -7.19% | -1.47% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -1.95% | -14.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.81% | +0.86% |
Volatility
JIG vs. JIVE - Volatility Comparison
JPMorgan International Growth ETF (JIG) has a higher volatility of 7.36% compared to JPMorgan International Value ETF (JIVE) at 4.14%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIG | JIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 4.14% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.71% | 13.17% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 15.13% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 15.09% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 15.09% | +4.21% |
JIG vs. JIVE - Expense Ratio Comparison
Both JIG and JIVE have an expense ratio of 0.55%.
Dividends
JIG vs. JIVE - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 2.00%, less than JIVE's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 2.00% | 2.25% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% |
JIVE JPMorgan International Value ETF | 2.48% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JIG and JIVE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIG has higher volatility (7.36%) compared to JIVE (4.14%). In terms of maximum drawdown, JIG dropped -43.75% vs JIVE's -13.79%.
On 1-year performance, JIVE leads with 38.07% vs 18.51% for JIG. Both ETFs have the same 0.55% expense ratio. On volatility, JIVE has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JIVE has performed better with a 38.07% return vs 18.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JIG and JIVE have the same expense ratio: 0.55% per year.
JIVE has the higher dividend yield at 2.48%, compared with 2.00% for JIG.
JIVE currently has the higher Sharpe Ratio (2.53 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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