JIVE vs. RBGLY
JIVE (Jpmorgan International Value ETF) is Foreign Large Cap Equities fund actively managed by JPMorgan, while RBGLY (Reckitt Benckiser Group plc) is a stock. Over the past year, JIVE returned 40.77% vs -6.80% for RBGLY. At a 0.25 correlation, their price movements are largely independent.
Performance
JIVE vs. RBGLY - Performance Comparison
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Returns By Period
In the year-to-date period, JIVE achieves a 14.48% return, which is significantly higher than RBGLY's -21.91% return.
JIVE
- 1D
- -2.26%
- 1M
- 0.23%
- YTD
- 14.48%
- 6M
- 14.57%
- 1Y
- 40.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBGLY
- 1D
- 0.65%
- 1M
- -2.28%
- YTD
- -21.91%
- 6M
- -21.66%
- 1Y
- -6.80%
- 3Y*
- -3.65%
- 5Y*
- -4.09%
- 10Y*
- -1.09%
JIVE vs. RBGLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIVE Jpmorgan International Value ETF | 14.48% | 49.80% | 11.22% | 5.36% |
RBGLY Reckitt Benckiser Group plc | -21.91% | 40.48% | -8.32% | -3.68% |
Correlation
The correlation between JIVE and RBGLY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.25 |
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Return for Risk
JIVE vs. RBGLY — Risk / Return Rank
JIVE
RBGLY
JIVE vs. RBGLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Reckitt Benckiser Group plc (RBGLY). 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 | RBGLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.96 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | -0.23 | +4.10 |
| Martin ratioReturn relative to average drawdown | 14.85 | -0.50 | +15.34 |
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Drawdowns
JIVE vs. RBGLY - Drawdown Comparison
The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum RBGLY drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for JIVE and RBGLY.
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Drawdown Indicators
| JIVE | RBGLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -44.53% | +30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -30.14% | +19.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.52% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.53% | — |
Current DrawdownCurrent decline from peak | -2.81% | -28.52% | +25.71% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -13.41% | +11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 13.74% | -10.99% |
Volatility
JIVE vs. RBGLY - Volatility Comparison
Jpmorgan International Value ETF (JIVE) and Reckitt Benckiser Group plc (RBGLY) have volatilities of 5.82% and 5.73%, 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.
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Volatility by Period
| JIVE | RBGLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.73% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 17.79% | -4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 22.47% | -7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 23.89% | -8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 24.24% | -9.10% |
Dividends
JIVE vs. RBGLY - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 2.51%, less than RBGLY's 9.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIVE Jpmorgan International Value ETF | 2.51% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RBGLY Reckitt Benckiser Group plc | 9.69% | 3.34% | 4.17% | 3.36% | 3.14% | 2.75% | 2.38% | 2.52% | 2.86% | 3.50% | 3.19% | 2.08% |
Frequently Asked Questions
JIVE and RBGLY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIVE has higher volatility (5.82%) compared to RBGLY (5.73%). In terms of maximum drawdown, JIVE dropped -13.79% vs RBGLY's -44.53%.
JIVE currently has the higher Sharpe Ratio (2.70 vs -0.30), 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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