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.
JIVE vs. VBR
Compare and contrast key facts about Jpmorgan International Value ETF (JIVE) and Vanguard Small-Cap Value ETF (VBR).
JIVE and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIVE or VBR.
Performance
JIVE vs. VBR - Performance Comparison
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Key characteristics
JIVE:
1.21
VBR:
0.19
JIVE:
1.61
VBR:
0.43
JIVE:
1.22
VBR:
1.06
JIVE:
1.42
VBR:
0.17
JIVE:
5.23
VBR:
0.49
JIVE:
3.75%
VBR:
8.23%
JIVE:
17.23%
VBR:
21.77%
JIVE:
-13.79%
VBR:
-62.01%
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
20.60%
5.86%
17.98%
19.96%
N/A
N/A
N/A
VBR
-4.02%
4.80%
-11.53%
2.81%
6.39%
14.82%
7.81%
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JIVE vs. VBR - Expense Ratio Comparison
JIVE has a 0.55% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
JIVE vs. VBR — Risk-Adjusted Performance Rank
JIVE
VBR
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.
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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.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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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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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