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JIVE vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JIVE and INDEX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JIVE vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan International Value ETF (JIVE) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JIVE:

1.21

INDEX:

0.69

Sortino Ratio

JIVE:

1.61

INDEX:

0.99

Omega Ratio

JIVE:

1.22

INDEX:

1.14

Calmar Ratio

JIVE:

1.42

INDEX:

0.64

Martin Ratio

JIVE:

5.23

INDEX:

2.42

Ulcer Index

JIVE:

3.75%

INDEX:

4.96%

Daily Std Dev

JIVE:

17.23%

INDEX:

19.76%

Max Drawdown

JIVE:

-13.79%

INDEX:

-38.82%

Current Drawdown

JIVE:

-0.45%

INDEX:

-3.48%

Returns By Period

In the year-to-date period, JIVE achieves a 20.60% return, which is significantly higher than INDEX's 0.94% return.


JIVE

YTD

20.60%

1M

5.32%

6M

17.98%

1Y

20.75%

3Y*

N/A

5Y*

N/A

10Y*

N/A

INDEX

YTD

0.94%

1M

6.25%

6M

-2.03%

1Y

13.49%

3Y*

9.23%

5Y*

14.46%

10Y*

9.71%

*Annualized

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Jpmorgan International Value ETF

Index Funds S&P 500 Equal Weight

JIVE vs. INDEX - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than INDEX's 0.25% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JIVE vs. INDEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JIVE
The Risk-Adjusted Performance Rank of JIVE is 8484
Overall Rank
The Sharpe Ratio Rank of JIVE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JIVE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JIVE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JIVE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of JIVE is 8484
Martin Ratio Rank

INDEX
The Risk-Adjusted Performance Rank of INDEX is 5454
Overall Rank
The Sharpe Ratio Rank of INDEX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JIVE vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Index Funds S&P 500 Equal Weight (INDEX). 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.


The current JIVE Sharpe Ratio is 1.21, which is higher than the INDEX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of JIVE and INDEX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JIVE vs. INDEX - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.06%, more than INDEX's 1.95% yield.


TTM2024202320222021202020192018201720162015
JIVE
Jpmorgan International Value ETF
2.06%2.48%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDEX
Index Funds S&P 500 Equal Weight
1.95%1.97%1.56%3.25%1.81%1.53%1.61%3.09%1.22%3.22%3.06%

Drawdowns

JIVE vs. INDEX - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum INDEX drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for JIVE and INDEX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JIVE vs. INDEX - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 2.57%, while Index Funds S&P 500 Equal Weight (INDEX) has a volatility of 4.81%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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