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JIVE vs. BKIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIVE vs. BKIE - Performance Comparison

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

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JIVE vs. BKIE - Yearly Performance Comparison


2026 (YTD)202520242023
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%
BKIE
BNY Mellon International Equity ETF
0.94%32.08%4.63%6.64%

Returns By Period

In the year-to-date period, JIVE achieves a 6.68% return, which is significantly higher than BKIE's 0.94% return.


JIVE

1D
2.99%
1M
-6.76%
YTD
6.68%
6M
16.90%
1Y
42.49%
3Y*
5Y*
10Y*

BKIE

1D
3.17%
1M
-7.91%
YTD
0.94%
6M
6.12%
1Y
24.82%
3Y*
15.27%
5Y*
8.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIVE vs. BKIE - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than BKIE's 0.04% expense ratio.


Return for Risk

JIVE vs. BKIE — Risk / Return Rank

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

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

BKIE
BKIE Risk / Return Rank: 8080
Overall Rank
BKIE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 8080
Sortino Ratio Rank
BKIE Omega Ratio Rank: 8080
Omega Ratio Rank
BKIE Calmar Ratio Rank: 8080
Calmar Ratio Rank
BKIE Martin Ratio Rank: 7979
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.

JIVE vs. BKIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and BNY Mellon International Equity ETF (BKIE). 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.


JIVEBKIEDifference

Sharpe ratio

Return per unit of total volatility

2.52

1.46

+1.06

Sortino ratio

Return per unit of downside risk

3.20

2.01

+1.19

Omega ratio

Gain probability vs. loss probability

1.50

1.30

+0.20

Calmar ratio

Return relative to maximum drawdown

3.50

2.09

+1.40

Martin ratio

Return relative to average drawdown

14.57

8.22

+6.36

JIVE vs. BKIE - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.52, which is higher than the BKIE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JIVE and BKIE, 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


JIVEBKIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.46

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

0.86

+1.04

Correlation

The correlation between JIVE and BKIE is 0.90, 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

JIVE vs. BKIE - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.70%, less than BKIE's 3.09% yield.


TTM202520242023202220212020
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%
BKIE
BNY Mellon International Equity ETF
3.09%3.12%3.31%2.88%2.97%2.58%1.49%

Drawdowns

JIVE vs. BKIE - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for JIVE and BKIE.


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Drawdown Indicators


JIVEBKIEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-28.19%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.41%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

Current Drawdown

Current decline from peak

-7.13%

-8.17%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.95%

-5.04%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.91%

-0.04%

Volatility

JIVE vs. BKIE - Volatility Comparison

Jpmorgan International Value ETF (JIVE) and BNY Mellon International Equity ETF (BKIE) have volatilities of 7.78% and 7.69%, 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.


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Volatility by Period


JIVEBKIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.69%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

11.03%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

17.09%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.98%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

16.30%

-1.45%