JPIN vs. VYM
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard High Dividend Yield ETF (VYM).
JPIN and VYM 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. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both JPIN and VYM 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 VYM.
Performance
JPIN vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, JPIN achieves a 4.72% return, which is significantly lower than VYM's 19.62% return. Over the past 10 years, JPIN has underperformed VYM with an annualized return of 4.23%, while VYM has yielded a comparatively higher 9.87% annualized return.
JPIN
4.72%
-5.18%
-1.15%
11.48%
4.29%
4.23%
VYM
19.62%
-0.49%
9.73%
27.83%
11.01%
9.87%
Key characteristics
| JPIN | VYM | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.66 |
| Sortino Ratio | 1.37 | 3.79 |
| Omega Ratio | 1.17 | 1.49 |
| Calmar Ratio | 1.25 | 5.42 |
| Martin Ratio | 4.40 | 17.15 |
| Ulcer Index | 2.69% | 1.64% |
| Daily Std Dev | 12.37% | 10.55% |
| Max Drawdown | -36.69% | -56.98% |
| Current Drawdown | -8.48% | -1.52% |
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JPIN vs. VYM - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between JPIN and VYM is 0.73, 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. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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. VYM - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.73%, more than VYM's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.73% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.78% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
JPIN vs. VYM - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for JPIN and VYM. For additional features, visit the drawdowns tool.
Volatility
JPIN vs. VYM - Volatility Comparison
J.P. Morgan Diversified Return International Equity ETF (JPIN) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.81% and 3.73%, 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.