JPIN vs. SCHD
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Schwab US Dividend Equity ETF (SCHD).
JPIN and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPIN is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both JPIN and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPIN or SCHD.
Performance
JPIN vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, JPIN achieves a 4.66% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, JPIN has underperformed SCHD with an annualized return of 4.22%, while SCHD has yielded a comparatively higher 11.54% annualized return.
JPIN
4.66%
-3.57%
0.70%
11.67%
4.23%
4.22%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| JPIN | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.40 |
| Sortino Ratio | 1.38 | 3.44 |
| Omega Ratio | 1.17 | 1.42 |
| Calmar Ratio | 1.29 | 3.63 |
| Martin Ratio | 4.26 | 12.99 |
| Ulcer Index | 2.80% | 2.05% |
| Daily Std Dev | 12.36% | 11.09% |
| Max Drawdown | -36.69% | -33.37% |
| Current Drawdown | -8.53% | -0.62% |
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JPIN vs. SCHD - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between JPIN and SCHD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
JPIN vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
JPIN vs. SCHD - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.74%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.74% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JPIN vs. SCHD - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JPIN and SCHD. For additional features, visit the drawdowns tool.
Volatility
JPIN vs. SCHD - Volatility Comparison
J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 3.70% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that JPIN's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.