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JIVE vs. FIDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIVE vs. FIDI - Performance Comparison

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

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JIVE vs. FIDI - Yearly Performance Comparison


2026 (YTD)202520242023
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%
FIDI
Fidelity International High Dividend ETF
7.58%39.34%-0.06%7.14%

Returns By Period

In the year-to-date period, JIVE achieves a 6.68% return, which is significantly lower than FIDI's 7.58% return.


JIVE

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

FIDI

1D
1.83%
1M
-3.32%
YTD
7.58%
6M
15.05%
1Y
34.89%
3Y*
18.95%
5Y*
11.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIVE vs. FIDI - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than FIDI's 0.39% expense ratio.


Return for Risk

JIVE vs. FIDI — 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

FIDI
FIDI Risk / Return Rank: 9595
Overall Rank
FIDI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIDI Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIDI Omega Ratio Rank: 9696
Omega Ratio Rank
FIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIDI Martin Ratio Rank: 9696
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. 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.


JIVEFIDIDifference

Sharpe ratio

Return per unit of total volatility

2.52

2.35

+0.17

Sortino ratio

Return per unit of downside risk

3.20

3.06

+0.14

Omega ratio

Gain probability vs. loss probability

1.50

1.47

+0.03

Calmar ratio

Return relative to maximum drawdown

3.50

3.42

+0.08

Martin ratio

Return relative to average drawdown

14.57

15.86

-1.29

JIVE vs. FIDI - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.52, which is comparable to the FIDI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of JIVE and FIDI, 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


JIVEFIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.35

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

0.31

+1.59

Correlation

The correlation between JIVE and FIDI is 0.91, 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. FIDI - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.70%, less than FIDI's 4.18% yield.


TTM20252024202320222021202020192018
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%
FIDI
Fidelity International High Dividend ETF
4.18%4.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%

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


JIVEFIDIDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-46.34%

+32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-9.92%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

Current Drawdown

Current decline from peak

-7.13%

-3.35%

-3.78%

Average Drawdown

Average peak-to-trough decline

-1.95%

-9.97%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.14%

+0.73%

Volatility

JIVE vs. FIDI - Volatility Comparison

Jpmorgan International Value ETF (JIVE) has a higher volatility of 7.78% compared to Fidelity International High Dividend ETF (FIDI) at 5.52%. 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


JIVEFIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

5.52%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

8.81%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

14.93%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

14.83%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

18.85%

-4.00%