JIVE vs. VEA

Last updated Jun 23, 2026

JIVE (Jpmorgan International Value ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. JIVE is actively managed, while VEA is passively managed. Over the past year, JIVE returned 44.94% vs 35.42% for VEA. Their correlation of 0.92 suggests significant overlap in exposure. JIVE charges 0.55%/yr vs 0.03%/yr for VEA.

Performance

JIVE vs. VEA - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JIVE having a 17.13% return and VEA slightly lower at 16.69%.

JIVE

• 1D: 0.11%
• 1M: 2.55%
• YTD: 17.13%
• 6M: 17.93%
• 1Y: 44.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEA

• 1D: 0.11%
• 1M: 3.28%
• YTD: 16.69%
• 6M: 17.33%
• 1Y: 35.42%
• 3Y*: 20.72%
• 5Y*: 10.37%
• 10Y*: 11.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIVE vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	17.13%	49.80%	11.22%	5.36%
VEA Vanguard FTSE Developed Markets ETF	16.69%	35.16%	3.15%	8.07%

Correlation

The correlation between JIVE and VEA is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.92

The correlation between JIVE and VEA has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

JIVE vs. VEA - Sectors Allocation Comparison

Sectors	JIVE	VEA
Financial Services	37.6%	22.3%
Technology	11.7%	16.6%
Energy	10.7%	4.7%
Industrials	10.2%	17.5%
Consumer Cyclical	6.2%	7.4%
Basic Materials	5.7%	7.5%
Healthcare	4.5%	7.6%
Consumer Defensive	4.3%	5.5%
Communication Services	4.2%	3.2%
Utilities	2.4%	3.0%
Real Estate	2.4%	2.5%

Return for Risk

JIVE vs. VEA — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 83

VEA

VEA Risk / Return Rank: 67
VEA Sharpe Ratio Rank: 69
VEA Sortino Ratio Rank: 67
VEA Omega Ratio Rank: 69
VEA Calmar Ratio Rank: 64
VEA Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JIVE vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Vanguard FTSE Developed Markets ETF (VEA). 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	VEA	Difference
Sharpe ratio: Return per unit of total volatility	3.02	2.16	+0.86
Sortino ratio: Return per unit of downside risk	3.92	2.93	+0.99
Omega ratio: Gain probability vs. loss probability	1.54	1.39	+0.14
Calmar ratio: Return relative to maximum drawdown	4.27	3.06	+1.21
Martin ratio: Return relative to average drawdown	16.40	11.80	+4.60

JIVE vs. VEA - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 3.02, which is higher than the VEA Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JIVE and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIVE vs. VEA - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for JIVE and VEA.

Drawdown Indicators

	JIVE	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-60.68%	+46.89%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-11.63%	+1.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-0.56%	0.00%	-0.56%
Average Drawdown Average peak-to-trough decline	-1.94%	-13.26%	+11.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	3.01%	-0.26%

Volatility

JIVE vs. VEA - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 5.33%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 6.32%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIVE	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	6.32%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	12.72%	14.39%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	15.01%	16.52%	-1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.08%	16.71%	-1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	17.38%	-2.30%

JIVE vs. VEA - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than VEA's 0.03% expense ratio.

Dividends

JIVE vs. VEA - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.46%, less than VEA's 2.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.50%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both JIVE and VEA in my portfolio?

With a correlation of 0.95, JIVE and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JIVE or VEA?

VEA has higher volatility (6.32%) compared to JIVE (5.33%). In terms of maximum drawdown, JIVE dropped -13.79% vs VEA's -60.68%.

Which ETF is better, JIVE or VEA?

On 1-year performance, JIVE leads with 44.94% vs 35.42% for VEA. On fees, VEA is cheaper at 0.03% per year. On volatility, JIVE has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or VEA?

Over the 1-year period, JIVE has performed better with a 44.94% return vs 35.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or VEA?

VEA is cheaper with a 0.03% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, JIVE or VEA?

VEA has the higher dividend yield at 2.50%, compared with 2.46% for JIVE.

What is the main difference between JIVE and VEA?

They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.55% for JIVE and 0.03% for VEA.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.02 vs 2.16), 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.