VIDI vs. JIVE

Last updated Jul 15, 2026

VIDI (Vident International Equity Fund) and JIVE (JPMorgan International Value ETF) are both Foreign Large Cap Equities funds. VIDI is passively managed, while JIVE is actively managed. Over the past year, VIDI returned 36.92% vs 37.92% for JIVE. Their correlation of 0.89 suggests significant overlap in exposure. VIDI charges 0.59%/yr vs 0.55%/yr for JIVE.

Performance

VIDI vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and JPMorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIDI achieves a 17.92% return, which is significantly higher than JIVE's 16.65% return.

VIDI

• 1D: 0.99%
• 1M: -1.73%
• 6M: 13.54%
• YTD: 17.92%
• 1Y: 36.92%
• 3Y*: 22.93%
• 5Y*: 12.31%
• 10Y*: 10.42%

JIVE

• 1D: 1.12%
• 1M: 0.05%
• 6M: 13.26%
• YTD: 16.65%
• 1Y: 37.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VIDI vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VIDI Vident International Equity Fund	17.92%	41.83%	6.03%	9.67%
JIVE JPMorgan International Value ETF	16.65%	49.80%	11.22%	5.36%

Correlation

The correlation between VIDI and JIVE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.89

The correlation between VIDI and JIVE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

VIDI vs. JIVE - Sectors Allocation Comparison

Sectors	VIDI	JIVE
Industrials	17.0%	10.2%
Technology	15.9%	11.7%
Financial Services	14.9%	37.6%
Consumer Cyclical	8.4%	6.2%
Basic Materials	7.1%	5.7%
Healthcare	6.1%	4.5%
Energy	5.2%	10.7%
Consumer Defensive	4.3%	4.3%
Communication Services	3.7%	4.2%
Utilities	3.0%	2.4%
Real Estate	0.3%	2.4%

Return for Risk

VIDI vs. JIVE — Risk / Return Rank

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

VIDI

VIDI Risk / Return Rank: 86
VIDI Sharpe Ratio Rank: 89
VIDI Sortino Ratio Rank: 86
VIDI Omega Ratio Rank: 88
VIDI Calmar Ratio Rank: 85
VIDI Martin Ratio Rank: 81

JIVE

JIVE Risk / Return Rank: 88
JIVE Sharpe Ratio Rank: 92
JIVE Sortino Ratio Rank: 90
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 84
JIVE Martin Ratio Rank: 85

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.

VIDI vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and JPMorgan International Value ETF (JIVE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VIDI	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.51	-0.18
Sortino ratio: Return per unit of downside risk	3.08	3.32	-0.24
Omega ratio: Gain probability vs. loss probability	1.43	1.45	-0.02
Calmar ratio: Return relative to maximum drawdown	3.68	3.61	+0.08
Martin ratio: Return relative to average drawdown	12.32	13.55	-1.24

VIDI vs. JIVE - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.33, which is comparable to the JIVE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of VIDI and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIDI vs. JIVE - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for VIDI and JIVE.

Drawdown Indicators

	VIDI	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-48.39%	-13.79%	-34.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-10.57%	+0.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	—	—
Current Drawdown Current decline from peak	-4.77%	-0.97%	-3.80%
Average Drawdown Average peak-to-trough decline	-10.34%	-1.95%	-8.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.81%	+0.20%

Volatility

VIDI vs. JIVE - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 5.37% compared to JPMorgan International Value ETF (JIVE) at 4.25%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDI	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	4.25%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	13.86%	13.16%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	15.91%	15.17%	+0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	15.10%	+1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.94%	15.10%	+2.84%

VIDI vs. JIVE - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than JIVE's 0.55% expense ratio.

Dividends

VIDI vs. JIVE - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.96%, more than JIVE's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIVE JPMorgan International Value ETF	2.47%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIDI Vident International Equity Fund	3.96%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%

Frequently Asked Questions

Can I hold both VIDI and JIVE in my portfolio?

VIDI and JIVE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIDI or JIVE?

VIDI has higher volatility (5.37%) compared to JIVE (4.25%). In terms of maximum drawdown, VIDI dropped -48.39% vs JIVE's -13.79%.

Which ETF is better, VIDI or JIVE?

On 1-year performance, JIVE leads with 37.92% vs 36.92% for VIDI. On fees, JIVE is cheaper at 0.55% per year. On volatility, JIVE has been the lower-risk option at 4.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIDI or JIVE?

Over the 1-year period, JIVE has performed better with a 37.92% return vs 36.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIDI or JIVE?

JIVE is cheaper with a 0.55% expense ratio, compared with 0.59% for VIDI.

Which ETF pays a higher dividend yield, VIDI or JIVE?

VIDI has the higher dividend yield at 3.96%, compared with 2.47% for JIVE.

What is the main difference between VIDI and JIVE?

They also come from different issuers: Vident and JPMorgan. Their fees differ too: 0.59% for VIDI and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.51 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.