JIVE vs. IDMO
Compare and contrast key facts about Jpmorgan International Value ETF (JIVE) and Invesco S&P International Developed Momentum ETF (IDMO).
JIVE and IDMO 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. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
JIVE vs. IDMO - Performance Comparison
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JIVE vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIVE Jpmorgan International Value ETF | 7.87% | 49.80% | 11.22% | 5.38% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 6.91% |
Returns By Period
In the year-to-date period, JIVE achieves a 7.87% return, which is significantly higher than IDMO's 1.97% return.
JIVE
- 1D
- 1.12%
- 1M
- -3.93%
- YTD
- 7.87%
- 6M
- 17.42%
- 1Y
- 43.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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JIVE vs. IDMO - Expense Ratio Comparison
JIVE has a 0.55% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
JIVE vs. IDMO — Risk / Return Rank
JIVE
IDMO
JIVE vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.59 | 1.66 | +0.94 |
Sortino ratioReturn per unit of downside risk | 3.27 | 2.28 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.35 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.66 | +1.03 |
Martin ratioReturn relative to average drawdown | 15.22 | 10.75 | +4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIVE | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 1.66 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.93 | 0.44 | +1.50 |
Correlation
The correlation between JIVE and IDMO is 0.82, 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. IDMO - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 2.67%, less than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIVE Jpmorgan International Value ETF | 2.67% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
JIVE vs. IDMO - Drawdown Comparison
The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for JIVE and IDMO.
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Drawdown Indicators
| JIVE | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -39.38% | +25.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.31% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -6.09% | -6.22% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -9.85% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.05% | -0.15% |
Volatility
JIVE vs. IDMO - Volatility Comparison
The current volatility for Jpmorgan International Value ETF (JIVE) is 7.00%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIVE | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 9.12% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 12.67% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 19.21% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.67% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 17.90% | -3.05% |