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JIG vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIG vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Growth ETF (JIG) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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JIG vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
JIG
JPMorgan International Growth ETF
1.23%20.10%8.84%5.57%
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%

Returns By Period

In the year-to-date period, JIG achieves a 1.23% return, which is significantly lower than JIVE's 6.68% return.


JIG

1D
4.04%
1M
-9.18%
YTD
1.23%
6M
0.77%
1Y
19.74%
3Y*
10.55%
5Y*
1.59%
10Y*

JIVE

1D
2.99%
1M
-6.76%
YTD
6.68%
6M
16.90%
1Y
42.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIG vs. JIVE - Expense Ratio Comparison

Both JIG and JIVE have an expense ratio of 0.55%.


Return for Risk

JIG vs. JIVE — Risk / Return Rank

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

JIG
JIG Risk / Return Rank: 5959
Overall Rank
JIG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
JIG Omega Ratio Rank: 5959
Omega Ratio Rank
JIG Calmar Ratio Rank: 5959
Calmar Ratio Rank
JIG Martin Ratio Rank: 5959
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9595
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.

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.


JIGJIVEDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.52

-1.51

Sortino ratio

Return per unit of downside risk

1.50

3.20

-1.70

Omega ratio

Gain probability vs. loss probability

1.21

1.50

-0.29

Calmar ratio

Return relative to maximum drawdown

1.47

3.50

-2.03

Martin ratio

Return relative to average drawdown

5.65

14.57

-8.92

JIG vs. JIVE - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 1.01, which is lower than the JIVE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of JIG and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JIGJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.52

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.90

-1.48

Correlation

The correlation between JIG and JIVE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JIG vs. JIVE - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 2.22%, less than JIVE's 2.70% yield.


TTM202520242023202220212020
JIG
JPMorgan International Growth ETF
2.22%2.25%1.70%1.69%0.91%1.35%0.04%
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%

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


JIGJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-43.75%

-13.79%

-29.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-11.96%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.75%

Current Drawdown

Current decline from peak

-9.43%

-7.13%

-2.30%

Average Drawdown

Average peak-to-trough decline

-17.21%

-1.95%

-15.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.87%

+0.49%

Volatility

JIG vs. JIVE - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 9.98% compared to Jpmorgan International Value ETF (JIVE) at 7.78%. 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


JIGJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

7.78%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

11.07%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.66%

16.93%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

14.85%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

14.85%

+3.98%