JIVE vs. AVGO

Last updated Jun 9, 2026

JIVE (Jpmorgan International Value ETF) is Foreign Large Cap Equities fund actively managed by JPMorgan, while AVGO (Broadcom Inc.) is a stock. Over the past year, JIVE returned 38.20% vs 61.91% for AVGO. At a 0.36 correlation, their price movements are largely independent.

Performance

JIVE vs. AVGO - Performance Comparison

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

Returns By Period

In the year-to-date period, JIVE achieves a 13.36% return, which is significantly lower than AVGO's 14.83% return.

JIVE

• 1D: 0.47%
• 1M: -1.11%
• YTD: 13.36%
• 6M: 17.43%
• 1Y: 38.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGO

• 1D: 2.82%
• 1M: -7.77%
• YTD: 14.83%
• 6M: -0.72%
• 1Y: 61.91%
• 3Y*: 72.46%
• 5Y*: 56.70%
• 10Y*: 41.32%

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

JIVE vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	13.36%	49.80%	11.22%	5.38%
AVGO Broadcom Inc.	14.83%	50.63%	110.49%	29.35%

Correlation

The correlation between JIVE and AVGO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.36

Return for Risk

JIVE vs. AVGO — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 83
JIVE Sharpe Ratio Rank: 87
JIVE Sortino Ratio Rank: 84
JIVE Omega Ratio Rank: 84
JIVE Calmar Ratio Rank: 78
JIVE Martin Ratio Rank: 79

AVGO

AVGO Risk / Return Rank: 77
AVGO Sharpe Ratio Rank: 80
AVGO Sortino Ratio Rank: 75
AVGO Omega Ratio Rank: 76
AVGO Calmar Ratio Rank: 77
AVGO Martin Ratio Rank: 77

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.

JIVE vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Broadcom Inc. (AVGO). 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.

	JIVE	AVGO	Difference
Sharpe ratio: Return per unit of total volatility	2.60	1.38	+1.22
Sortino ratio: Return per unit of downside risk	3.40	1.95	+1.45
Omega ratio: Gain probability vs. loss probability	1.46	1.26	+0.20
Calmar ratio: Return relative to maximum drawdown	3.63	2.17	+1.46
Martin ratio: Return relative to average drawdown	13.97	5.16	+8.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JIVE vs. AVGO - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.60, which is higher than the AVGO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JIVE and AVGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JIVE	AVGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	1.38	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.32	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	1.09	+0.83

Drawdowns

JIVE vs. AVGO - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for JIVE and AVGO.

Drawdown Indicators

	JIVE	AVGO	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-48.30%	+34.51%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-28.67%	+18.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-41.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.30%	—
Current Drawdown Current decline from peak	-3.07%	-17.64%	+14.57%
Average Drawdown Average peak-to-trough decline	-1.96%	-7.97%	+6.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	12.03%	-9.29%

Volatility

JIVE vs. AVGO - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 4.94%, while Broadcom Inc. (AVGO) has a volatility of 20.09%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIVE	AVGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	20.09%	-15.15%
Volatility (6M) Calculated over the trailing 6-month period	12.40%	34.69%	-22.29%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	45.31%	-30.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.06%	43.31%	-28.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.06%	39.48%	-24.42%

Dividends

JIVE vs. AVGO - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.54%, more than AVGO's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
JIVE Jpmorgan International Value ETF	2.54%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JIVE and AVGO in my portfolio?

JIVE and AVGO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or AVGO?

AVGO has higher volatility (20.09%) compared to JIVE (4.94%). In terms of maximum drawdown, JIVE dropped -13.79% vs AVGO's -48.30%.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.60 vs 1.38), 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.