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

Correlation

The correlation between JIVE and VBR 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. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan International Value ETF (JIVE) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JIVE:

1.21

VBR:

0.19

Sortino Ratio

JIVE:

1.61

VBR:

0.43

Omega Ratio

JIVE:

1.22

VBR:

1.06

Calmar Ratio

JIVE:

1.42

VBR:

0.17

Martin Ratio

JIVE:

5.23

VBR:

0.49

Ulcer Index

JIVE:

3.75%

VBR:

8.23%

Daily Std Dev

JIVE:

17.23%

VBR:

21.77%

Max Drawdown

JIVE:

-13.79%

VBR:

-62.01%

Current Drawdown

JIVE:

-0.45%

VBR:

-11.98%

Returns By Period

In the year-to-date period, JIVE achieves a 20.60% return, which is significantly higher than VBR's -4.02% return.


JIVE

YTD

20.60%

1M

5.86%

6M

17.98%

1Y

19.96%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VBR

YTD

-4.02%

1M

4.80%

6M

-11.53%

1Y

2.81%

3Y*

6.39%

5Y*

14.82%

10Y*

7.81%

*Annualized

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Jpmorgan International Value ETF

Vanguard Small-Cap Value ETF

JIVE vs. VBR - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than VBR's 0.07% expense ratio.


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

Risk-Adjusted Performance

JIVE vs. VBR — 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 8484
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

VBR
The Risk-Adjusted Performance Rank of VBR is 2424
Overall Rank
The Sharpe Ratio Rank of VBR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2323
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. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Vanguard Small-Cap Value ETF (VBR). 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 VBR Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of JIVE and VBR, 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. VBR - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.06%, less than VBR's 2.23% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%
VBR
Vanguard Small-Cap Value ETF
2.23%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

JIVE vs. VBR - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for JIVE and VBR.


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

Volatility

JIVE vs. VBR - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 2.57%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 6.25%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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