JIVE vs. FIDI
JIVE (JPMorgan International Value ETF) and FIDI (Fidelity International High Dividend ETF) are both Foreign Large Cap Equities funds. JIVE is actively managed, while FIDI is passively managed. Over the past year, JIVE returned 41.61% vs 31.31% for FIDI. Their correlation of 0.88 means they have usually moved in the same direction. JIVE charges 0.55%/yr vs 0.39%/yr for FIDI.
Performance
JIVE vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, JIVE achieves a 19.28% return, which is significantly higher than FIDI's 15.58% return.
JIVE
- 1D
- -0.46%
- 1M
- 3.79%
- 6M
- 10.74%
- YTD
- 19.28%
- 1Y
- 41.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.28%
FIDI
- 1D
- -0.92%
- 1M
- 5.97%
- 6M
- 10.31%
- YTD
- 15.58%
- 1Y
- 31.31%
- 3Y*
- 19.48%
- 5Y*
- 12.70%
- 10Y*
- —
- ALL TIME*
- 6.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.62M | $1.95M | $1.81M | |
| $31.51M | $29.83M | $30.13M |
JIVE vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIVE JPMorgan International Value ETF | 19.28% | 49.80% | 11.22% | 5.36% |
FIDI Fidelity International High Dividend ETF | 15.58% | 39.34% | -0.06% | 8.93% |
Correlation
The correlation between JIVE and FIDI is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.88 |
The correlation between JIVE and FIDI has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
JIVE vs. FIDI — Risk / Return Rank
JIVE
FIDI
JIVE vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value ETF (JIVE) and Fidelity International High Dividend ETF (FIDI). 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.
| JIVE | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.48 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 4.51 | -0.58 |
| Martin ratioReturn relative to average drawdown | 14.89 | 15.65 | -0.76 |
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Drawdowns
JIVE vs. FIDI - Drawdown Comparison
The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for JIVE and FIDI.
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Drawdown Indicators
| JIVE | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -46.34% | +32.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -6.96% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.05% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.92% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -1.93% | -9.63% | +7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.00% | +0.79% |
Volatility
JIVE vs. FIDI - Volatility Comparison
JPMorgan International Value ETF (JIVE) has a higher volatility of 4.58% compared to Fidelity International High Dividend ETF (FIDI) at 2.97%. This indicates that JIVE's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIVE | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 2.97% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 9.31% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 11.62% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 14.81% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 18.62% | -3.50% |
JIVE vs. FIDI - Expense Ratio Comparison
JIVE has a 0.55% expense ratio, which is higher than FIDI's 0.39% expense ratio.
Dividends
JIVE vs. FIDI - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 2.41%, less than FIDI's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 3.90% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
JIVE JPMorgan International Value ETF | 2.41% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JIVE and FIDI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIVE has higher volatility (4.58%) compared to FIDI (2.97%). In terms of maximum drawdown, JIVE dropped -13.79% vs FIDI's -46.34%.
On 1-year performance, JIVE leads with 41.61% vs 31.31% for FIDI. On fees, FIDI is cheaper at 0.39% per year. On volatility, FIDI has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JIVE has performed better with a 41.61% return vs 31.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIDI is cheaper with a 0.39% expense ratio, compared with 0.55% for JIVE.
FIDI has the higher dividend yield at 3.90%, compared with 2.41% for JIVE.
They also come from different issuers: JPMorgan and Fidelity. Their fees differ too: 0.55% for JIVE and 0.39% for FIDI.
JIVE currently has the higher Sharpe Ratio (2.72 vs 2.71), 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.
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