Correlation
The correlation between JIVE and VYMI 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. VYMI
Compare and contrast key facts about Jpmorgan International Value ETF (JIVE) and Vanguard International High Dividend Yield ETF (VYMI).
JIVE and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JIVE or VYMI.
Performance
JIVE vs. VYMI - Performance Comparison
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Key characteristics
JIVE:
1.21
VYMI:
1.10
JIVE:
1.61
VYMI:
1.51
JIVE:
1.22
VYMI:
1.21
JIVE:
1.42
VYMI:
1.32
JIVE:
5.23
VYMI:
4.66
JIVE:
3.75%
VYMI:
3.63%
JIVE:
17.23%
VYMI:
16.14%
JIVE:
-13.79%
VYMI:
-40.00%
JIVE:
-0.45%
VYMI:
-0.39%
Returns By Period
In the year-to-date period, JIVE achieves a 20.60% return, which is significantly higher than VYMI's 17.48% return.
JIVE
20.60%
5.86%
17.98%
19.96%
N/A
N/A
N/A
VYMI
17.48%
5.00%
14.67%
16.75%
11.64%
14.71%
N/A
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JIVE vs. VYMI - Expense Ratio Comparison
JIVE has a 0.55% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Risk-Adjusted Performance
JIVE vs. VYMI — Risk-Adjusted Performance Rank
JIVE
VYMI
JIVE vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Vanguard International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
JIVE's dividend yield for the trailing twelve months is around 2.06%, less than VYMI's 4.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 4.13% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
JIVE vs. VYMI - Drawdown Comparison
The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JIVE and VYMI.
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Volatility
JIVE vs. VYMI - Volatility Comparison
Jpmorgan International Value ETF (JIVE) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 2.57% and 2.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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