JIRE vs. VTV

Last updated Aug 2, 2026

JIRE (JPMorgan International Research Enhanced Equity ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - JIRE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. JIRE is actively managed, while VTV is passively managed. Over the past 3 years, JIRE returned 16.20%/yr vs 17.12%/yr for VTV. Their 0.69 correlation means they have sometimes moved together and sometimes differently. JIRE charges 0.24%/yr vs 0.04%/yr for VTV.

Performance

JIRE vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Research Enhanced Equity ETF (JIRE) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JIRE achieves a 11.46% return, which is significantly lower than VTV's 16.37% return.

JIRE

• 1D: -0.63%
• 1M: 0.81%
• 6M: 6.22%
• YTD: 11.46%
• 1Y: 24.56%
• 3Y*: 16.20%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.98%

VTV

• 1D: -0.27%
• 1M: 0.36%
• 6M: 11.27%
• YTD: 16.37%
• 1Y: 27.94%
• 3Y*: 17.12%
• 5Y*: 12.29%
• 10Y*: 12.57%
• ALL TIME*: 9.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JIRE JPMorgan International Research Enhanced Equity ETF	$46.29M	$36.24M	$38.13M
VTV Vanguard Value ETF	$688.19M	$688.42M	$619.05M

JIRE vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JIRE JPMorgan International Research Enhanced Equity ETF	11.46%	31.83%	3.15%	20.00%	5.09%
VTV Vanguard Value ETF	16.37%	15.27%	15.95%	9.32%	4.62%

Correlation

The correlation between JIRE and VTV is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (All Time) Calculated using the full available price history since Jun 13, 2022	0.69

The correlation between JIRE and VTV has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

JIRE vs. VTV - Sectors Allocation Comparison

Sectors	JIRE	VTV
Financial Services	25.8%	22.4%
Industrials	18.2%	14.3%
Technology	14.3%	15.3%
Healthcare	9.9%	15.2%
Consumer Cyclical	8.1%	3.9%
Consumer Defensive	6.6%	8.7%
Basic Materials	5.1%	3.0%
Utilities	4.3%	4.8%
Communication Services	4.0%	2.9%
Energy	3.0%	6.9%
Real Estate	0.9%	2.5%

Return for Risk

JIRE vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JIRE

JIRE Risk / Return Rank: 63
JIRE Sharpe Ratio Rank: 65
JIRE Sortino Ratio Rank: 67
JIRE Omega Ratio Rank: 63
JIRE Calmar Ratio Rank: 59
JIRE Martin Ratio Rank: 63

VTV

VTV Risk / Return Rank: 93
VTV Sharpe Ratio Rank: 94
VTV Sortino Ratio Rank: 94
VTV Omega Ratio Rank: 93
VTV Calmar Ratio Rank: 92
VTV Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JIRE vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and Vanguard Value ETF (VTV). 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.

	JIRE	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.62	-1.10
Sortino ratio: Return per unit of downside risk	2.18	3.74	-1.56
Omega ratio: Gain probability vs. loss probability	1.27	1.47	-0.20
Calmar ratio: Return relative to maximum drawdown	2.07	4.24	-2.17
Martin ratio: Return relative to average drawdown	7.57	16.42	-8.86

JIRE vs. VTV - Sharpe Ratio Comparison

The current JIRE Sharpe Ratio is 1.51, which is lower than the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of JIRE and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIRE vs. VTV - Drawdown Comparison

The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JIRE and VTV.

Drawdown Indicators

	JIRE	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-16.11%	-59.27%	+43.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	-6.35%	-5.42%
Max Drawdown (3Y) Largest decline over 3 years	-13.61%	-14.52%	+0.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-0.63%	-1.36%	+0.73%
Average Drawdown Average peak-to-trough decline	-2.97%	-7.82%	+4.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	1.64%	+1.58%

Volatility

JIRE vs. VTV - Volatility Comparison

JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 4.81% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that JIRE's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIRE	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	2.62%	+2.19%
Volatility (6M) Calculated over the trailing 6-month period	13.99%	7.72%	+6.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.17%	10.36%	+5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.34%	13.82%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	16.61%	-0.27%

JIRE vs. VTV - Expense Ratio Comparison

JIRE has a 0.24% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

JIRE vs. VTV - Dividend Comparison

JIRE's dividend yield for the trailing twelve months is around 2.68%, more than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIRE JPMorgan International Research Enhanced Equity ETF	2.68%	2.99%	3.03%	2.74%	2.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.86%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both JIRE and VTV in my portfolio?

JIRE and VTV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIRE or VTV?

JIRE has higher volatility (4.81%) compared to VTV (2.62%). In terms of maximum drawdown, JIRE dropped -16.11% vs VTV's -59.27%.

Which ETF is better, JIRE or VTV?

On 3-year performance, VTV leads with 17.12% vs 16.20% for JIRE. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIRE or VTV?

Over the 3-year period, VTV has performed better with a 17.12% return vs 16.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIRE or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.24% for JIRE.

Which ETF pays a higher dividend yield, JIRE or VTV?

JIRE has the higher dividend yield at 2.68%, compared with 1.86% for VTV.

What is the main difference between JIRE and VTV?

JIRE is categorized as Foreign Large Cap Equities, while VTV is Large Cap Value Equities. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.24% for JIRE and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.62 vs 1.51), 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.