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

Correlation

The correlation between JIVE and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

JIVE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan International Value ETF (JIVE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.68%
7.47%
JIVE
VOO

Key characteristics

Sharpe Ratio

JIVE:

1.48

VOO:

1.76

Sortino Ratio

JIVE:

1.99

VOO:

2.37

Omega Ratio

JIVE:

1.25

VOO:

1.32

Calmar Ratio

JIVE:

2.42

VOO:

2.66

Martin Ratio

JIVE:

5.78

VOO:

11.10

Ulcer Index

JIVE:

3.37%

VOO:

2.02%

Daily Std Dev

JIVE:

13.21%

VOO:

12.79%

Max Drawdown

JIVE:

-8.05%

VOO:

-33.99%

Current Drawdown

JIVE:

-0.46%

VOO:

-2.11%

Returns By Period

In the year-to-date period, JIVE achieves a 8.60% return, which is significantly higher than VOO's 2.40% return.


JIVE

YTD

8.60%

1M

6.21%

6M

4.68%

1Y

18.12%

5Y*

N/A

10Y*

N/A

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JIVE vs. VOO - Expense Ratio Comparison

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


JIVE
Jpmorgan International Value ETF
Expense ratio chart for JIVE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JIVE vs. VOO — 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 6262
Overall Rank
The Sharpe Ratio Rank of JIVE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of JIVE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JIVE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JIVE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of JIVE is 5555
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for JIVE, currently valued at 1.48, compared to the broader market0.002.004.001.481.76
The chart of Sortino ratio for JIVE, currently valued at 1.99, compared to the broader market0.005.0010.001.992.37
The chart of Omega ratio for JIVE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.32
The chart of Calmar ratio for JIVE, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.422.66
The chart of Martin ratio for JIVE, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.00100.005.7811.10
JIVE
VOO

The current JIVE Sharpe Ratio is 1.48, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of JIVE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025February
1.48
1.76
JIVE
VOO

Dividends

JIVE vs. VOO - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.28%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
JIVE
Jpmorgan International Value ETF
2.28%2.48%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JIVE vs. VOO - Drawdown Comparison

The maximum JIVE drawdown since its inception was -8.05%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JIVE and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.46%
-2.11%
JIVE
VOO

Volatility

JIVE vs. VOO - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 3.01%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.38%. This indicates that JIVE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.01%
3.38%
JIVE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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