JIVE vs. BKIE

Last updated Jun 3, 2026

JIVE (Jpmorgan International Value ETF) and BKIE (BNY Mellon International Equity ETF) are both Foreign Large Cap Equities funds. JIVE is actively managed, while BKIE is passively managed. Over the past year, JIVE returned 43.55% vs 22.97% for BKIE. Their correlation of 0.91 suggests significant overlap in exposure. JIVE charges 0.55%/yr vs 0.04%/yr for BKIE.

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.

Returns By Period

In the year-to-date period, JIVE achieves a 16.94% return, which is significantly higher than BKIE's 9.43% return.

JIVE

• 1D: 0.84%
• 1M: 4.08%
• YTD: 16.94%
• 6M: 21.63%
• 1Y: 43.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BKIE

• 1D: 0.65%
• 1M: 2.70%
• YTD: 9.43%
• 6M: 12.83%
• 1Y: 22.97%
• 3Y*: 17.74%
• 5Y*: 9.43%
• 10Y*: —

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

JIVE vs. BKIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	16.94%	49.80%	11.22%	5.38%
BKIE BNY Mellon International Equity ETF	9.43%	32.08%	4.63%	6.64%

Correlation

The correlation between JIVE and BKIE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.91

The correlation between JIVE and BKIE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

JIVE vs. BKIE - Sectors Allocation Comparison

Sectors	JIVE	BKIE
Financial Services	33.4%	25.8%
Energy	8.9%	5.9%
Industrials	7.4%	18.6%
Technology	6.9%	10.1%
Basic Materials	5.4%	7.2%
Consumer Cyclical	4.3%	7.3%
Healthcare	4.3%	9.1%
Consumer Defensive	3.7%	6.2%
Communication Services	2.8%	4.2%
Real Estate	2.3%	2.0%
Utilities	1.8%	3.7%

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: 85
JIVE Sharpe Ratio Rank: 89
JIVE Sortino Ratio Rank: 87
JIVE Omega Ratio Rank: 86
JIVE Calmar Ratio Rank: 81
JIVE Martin Ratio Rank: 82

BKIE

BKIE Risk / Return Rank: 45
BKIE Sharpe Ratio Rank: 45
BKIE Sortino Ratio Rank: 45
BKIE Omega Ratio Rank: 44
BKIE Calmar Ratio Rank: 42
BKIE Martin Ratio Rank: 49

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.

	JIVE	BKIE	Difference
Sharpe ratio Return per unit of total volatility	3.04	1.59	+1.45
Sortino ratio Return per unit of downside risk	3.99	2.26	+1.72
Omega ratio Gain probability vs. loss probability	1.54	1.28	+0.25
Calmar ratio Return relative to maximum drawdown	4.28	2.12	+2.17
Martin ratio Return relative to average drawdown	16.61	8.19	+8.42
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. BKIE - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 3.04, which is higher than the BKIE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JIVE and BKIE, 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	BKIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.04	1.59	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.04	0.93	+1.12

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.

Drawdown Indicators

	JIVE	BKIE	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-28.19%	+14.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-11.41%	+0.84%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.19%	—
Current Drawdown Current decline from peak	0.00%	-0.45%	+0.45%
Average Drawdown Average peak-to-trough decline	-1.96%	-4.98%	+3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.95%	-0.23%

Volatility

JIVE vs. BKIE - Volatility Comparison

Jpmorgan International Value ETF (JIVE) has a higher volatility of 4.94% compared to BNY Mellon International Equity ETF (BKIE) at 4.53%. This indicates that JIVE's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIVE	BKIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	4.53%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	11.93%	12.14%	-0.21%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	14.57%	-0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.96%	16.12%	-1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	16.34%	-1.38%

JIVE vs. BKIE - Expense Ratio Comparison

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

Dividends

JIVE vs. BKIE - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.46%, less than BKIE's 3.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BKIE BNY Mellon International Equity ETF	3.24%	3.12%	3.31%	2.88%	2.97%	2.58%	1.49%
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JIVE and BKIE in my portfolio?

With a correlation of 0.93, JIVE and BKIE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JIVE or BKIE?

JIVE has higher volatility (4.94%) compared to BKIE (4.53%). In terms of maximum drawdown, JIVE dropped -13.79% vs BKIE's -28.19%.

Which ETF is better, JIVE or BKIE?

On 1-year performance, JIVE leads with 43.55% vs 22.97% for BKIE. On fees, BKIE is cheaper at 0.04% per year. On volatility, BKIE has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or BKIE?

Over the 1-year period, JIVE has performed better with a 43.55% return vs 22.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or BKIE?

BKIE is cheaper with a 0.04% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, JIVE or BKIE?

BKIE has the higher dividend yield at 3.24%, compared with 2.46% for JIVE.

What is the main difference between JIVE and BKIE?

They also come from different issuers: JPMorgan and BNY Mellon. Their fees differ too: 0.55% for JIVE and 0.04% for BKIE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.04 vs 1.59), 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.