JIRE vs. DSTX
Compare and contrast key facts about JPMorgan International Research Enhanced Equity ETF (JIRE) and Distillate International Fundamental Stability & Value ETF (DSTX).
JIRE and DSTX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIRE is an actively managed fund by JPMorgan. It was launched on Oct 28, 1992. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIRE or DSTX.
Key characteristics
| JIRE | DSTX | |
|---|---|---|
| YTD Return | 6.76% | 4.25% |
| 1Y Return | 17.40% | 15.06% |
| Sharpe Ratio | 1.35 | 1.03 |
| Sortino Ratio | 1.94 | 1.50 |
| Omega Ratio | 1.24 | 1.19 |
| Calmar Ratio | 2.36 | 0.84 |
| Martin Ratio | 7.29 | 5.20 |
| Ulcer Index | 2.47% | 2.85% |
| Daily Std Dev | 13.32% | 14.39% |
| Max Drawdown | -16.11% | -34.02% |
| Current Drawdown | -6.67% | -6.52% |
Correlation
The correlation between JIRE and DSTX is 0.91, 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.
Performance
JIRE vs. DSTX - Performance Comparison
In the year-to-date period, JIRE achieves a 6.76% return, which is significantly higher than DSTX's 4.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JIRE vs. DSTX - Expense Ratio Comparison
JIRE has a 0.24% expense ratio, which is lower than DSTX's 0.55% expense ratio.
Risk-Adjusted Performance
JIRE vs. DSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and Distillate International Fundamental Stability & Value ETF (DSTX). 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.
Dividends
JIRE vs. DSTX - Dividend Comparison
JIRE's dividend yield for the trailing twelve months is around 2.56%, more than DSTX's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
JIRE JPMorgan International Research Enhanced Equity ETF | 2.56% | 2.74% | 2.62% | 0.00% | 0.00% |
DSTX Distillate International Fundamental Stability & Value ETF | 2.11% | 1.81% | 3.12% | 2.24% | 0.07% |
Drawdowns
JIRE vs. DSTX - Drawdown Comparison
The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum DSTX drawdown of -34.02%. Use the drawdown chart below to compare losses from any high point for JIRE and DSTX. For additional features, visit the drawdowns tool.
Volatility
JIRE vs. DSTX - Volatility Comparison
JPMorgan International Research Enhanced Equity ETF (JIRE) and Distillate International Fundamental Stability & Value ETF (DSTX) have volatilities of 4.36% and 4.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.