JPIN vs. VTI

Last updated Apr 2, 2026

Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Total Stock Market ETF (VTI).

JPIN and VTI 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 that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both JPIN and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

JPIN vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

JPIN vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPIN J.P. Morgan Diversified Return International Equity ETF	6.23%	33.27%	2.66%	17.45%	-14.14%	6.79%	4.85%	16.07%	-13.12%	25.32%
VTI Vanguard Total Stock Market ETF	-3.29%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Returns By Period

In the year-to-date period, JPIN achieves a 6.23% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, JPIN has underperformed VTI with an annualized return of 7.73%, while VTI has yielded a comparatively higher 13.69% annualized return.

JPIN

• 1D: 1.35%
• 1M: -4.22%
• YTD: 6.23%
• 6M: 10.54%
• 1Y: 31.94%
• 3Y*: 17.05%
• 5Y*: 8.10%
• 10Y*: 7.73%

VTI

• 1D: 0.76%
• 1M: -4.38%
• YTD: -3.29%
• 6M: -1.26%
• 1Y: 18.60%
• 3Y*: 18.14%
• 5Y*: 10.63%
• 10Y*: 13.69%

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

JPIN vs. VTI - Expense Ratio Comparison

JPIN has a 0.37% expense ratio, which is higher than VTI's 0.03% expense ratio.

JPIN

J.P. Morgan Diversified Return International Equity ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

JPIN vs. VTI — Risk / Return Rank

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

JPIN

JPIN Risk / Return Rank: 91
JPIN Sharpe Ratio Rank: 91
JPIN Sortino Ratio Rank: 92
JPIN Omega Ratio Rank: 92
JPIN Calmar Ratio Rank: 89
JPIN Martin Ratio Rank: 89

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 53
VTI Sortino Ratio Rank: 57
VTI Omega Ratio Rank: 60
VTI Calmar Ratio Rank: 58
VTI Martin Ratio Rank: 69

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.

JPIN vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard Total Stock Market ETF (VTI). 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.

	JPIN	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.09	0.98	+1.11
Sortino ratio Return per unit of downside risk	2.82	1.52	+1.31
Omega ratio Gain probability vs. loss probability	1.41	1.23	+0.18
Calmar ratio Return relative to maximum drawdown	3.10	1.54	+1.56
Martin ratio Return relative to average drawdown	12.07	7.30	+4.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPIN vs. VTI - Sharpe Ratio Comparison

The current JPIN Sharpe Ratio is 2.09, which is higher than the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JPIN and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JPIN	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	0.98	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.61	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.75	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.48	-0.05

Correlation

The correlation between JPIN and VTI is 0.76, 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.

Dividends

JPIN vs. VTI - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 4.24%, more than VTI's 1.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPIN J.P. Morgan Diversified Return International Equity ETF	4.24%	4.50%	4.20%	6.22%	3.06%	5.03%	2.45%	3.30%	2.72%	2.12%	1.67%	2.18%
VTI Vanguard Total Stock Market ETF	1.17%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Drawdowns

JPIN vs. VTI - Drawdown Comparison

The maximum JPIN drawdown since its inception was -36.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JPIN and VTI.

Drawdown Indicators

	JPIN	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-36.69%	-55.45%	+18.76%
Max Drawdown (1Y) Largest decline over 1 year	-10.41%	-12.30%	+1.89%
Max Drawdown (5Y) Largest decline over 5 years	-29.61%	-25.36%	-4.25%
Max Drawdown (10Y) Largest decline over 10 years	-36.69%	-35.00%	-1.69%
Current Drawdown Current decline from peak	-5.96%	-5.54%	-0.42%
Average Drawdown Average peak-to-trough decline	-7.08%	-8.08%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.60%	+0.08%

Volatility

JPIN vs. VTI - Volatility Comparison

J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 6.69% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that JPIN's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPIN	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.69%	5.48%	+1.21%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	9.75%	+0.43%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	19.02%	-3.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.38%	17.41%	-3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.95%	18.29%	-2.34%