JIVE vs. DFIV
Compare and contrast key facts about Jpmorgan International Value ETF (JIVE) and Dimensional International Value ETF (DFIV).
JIVE and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIVE is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIVE or DFIV.
Key characteristics
| JIVE | DFIV | |
|---|---|---|
| YTD Return | 14.36% | 12.03% |
| 1Y Return | 19.49% | 15.54% |
| Sharpe Ratio | 1.56 | 1.24 |
| Daily Std Dev | 13.15% | 13.13% |
| Max Drawdown | -7.77% | -25.42% |
| Current Drawdown | -1.13% | -1.04% |
Correlation
The correlation between JIVE and DFIV is 0.95, 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
JIVE vs. DFIV - Performance Comparison
In the year-to-date period, JIVE achieves a 14.36% return, which is significantly higher than DFIV's 12.03% 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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JIVE vs. DFIV - Expense Ratio Comparison
JIVE has a 0.55% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
JIVE vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Dimensional International Value ETF (DFIV). 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
JIVE vs. DFIV - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 0.65%, less than DFIV's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
JIVE Jpmorgan International Value ETF | 0.65% | 0.74% | 0.00% | 0.00% |
DFIV Dimensional International Value ETF | 3.64% | 3.93% | 3.84% | 2.30% |
Drawdowns
JIVE vs. DFIV - Drawdown Comparison
The maximum JIVE drawdown since its inception was -7.77%, smaller than the maximum DFIV drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for JIVE and DFIV. For additional features, visit the drawdowns tool.
Volatility
JIVE vs. DFIV - Volatility Comparison
Jpmorgan International Value ETF (JIVE) and Dimensional International Value ETF (DFIV) have volatilities of 4.24% and 4.08%, 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.