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 41.61% vs -2.28% for RBGLY. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
JIVE vs. RBGLY - 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 RBGLY's -11.58% return.
JIVE
- 1D
- -0.46%
- 1M
- 3.79%
- 6M
- 10.74%
- YTD
- 19.28%
- 1Y
- 41.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.28%
RBGLY
- 1D
- -2.43%
- 1M
- 0.43%
- 6M
- -13.97%
- YTD
- -11.58%
- 1Y
- -2.28%
- 3Y*
- 2.19%
- 5Y*
- 1.61%
- 10Y*
- -0.42%
- ALL TIME*
- 6.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.51M | $29.83M | $30.13M | |
| $8.18M | $7.59M | $10.13M |
JIVE vs. RBGLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIVE JPMorgan International Value ETF | 19.28% | 49.80% | 11.22% | 5.36% |
RBGLY Reckitt Benckiser Group plc | -11.58% | 40.48% | -8.32% | -3.68% |
Correlation
The correlation between JIVE and RBGLY is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.22 |
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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 | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.99 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | -0.12 | +4.06 |
| Martin ratioReturn relative to average drawdown | 14.89 | -0.23 | +15.12 |
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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 | — | -30.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.53% | — |
Current DrawdownCurrent decline from peak | -0.46% | -19.08% | +18.62% |
Average DrawdownAverage peak-to-trough decline | -1.93% | -13.46% | +11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 15.51% | -12.72% |
Volatility
JIVE vs. RBGLY - Volatility Comparison
The current volatility for JPMorgan International Value ETF (JIVE) is 4.58%, while Reckitt Benckiser Group plc (RBGLY) has a volatility of 10.12%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than RBGLY based on this measure. 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 | 4.58% | 10.12% | -5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 20.36% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 22.90% | -7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 23.98% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 24.38% | -9.26% |
Dividends
JIVE vs. RBGLY - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 2.41%, less than RBGLY's 8.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIVE JPMorgan International Value ETF | 2.41% | 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 | 8.56% | 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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBGLY has higher volatility (10.12%) compared to JIVE (4.58%). In terms of maximum drawdown, JIVE dropped -13.79% vs RBGLY's -44.53%.
JIVE currently has the higher Sharpe Ratio (2.72 vs -0.16), 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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