JPIN vs JOF

Comparison between JPMORGAN DIVERSIFIED RETURN INTERNATIONAL EQUITY ETF (JPIN, ETF) and Japan Smaller Capitalization Fund Inc (JOF, ETF).

5-Year PerformanceJOF has outperformed JPIN, delivering a return of +9.5% compared to +7.4%

JPIN vs JOF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPIN(ETF)	JOF(ETF)
Net Assets	$363M	$362M
Expense Ratio	0.37%	N/A
Max Drawdown	40.31%	69.98%
Sharpe Ratio	1.14	1.28
5Y Beta	0.59	0.61
5Y Dividends CAGR	15.44%	23.18%

Net Assets

Winner

JPIN

$363M

JOF

$362M

Expense Ratio

JPIN

0.37%

JOF

N/A

Max Drawdown

Winner

JPIN

40.31%

JOF

69.98%

Sharpe Ratio

JPIN

1.14

Winner

JOF

1.28

5Y Beta

Winner

JPIN

0.59

JOF

0.61

5Y Dividends CAGR

JPIN

15.44%

Winner

JOF

23.18%

JPIN vs JOF - Historical Returns

Returns include dividend reinvestment.

Period	JPIN	JOF
1 month	-1.49%	+1.38%
3 months	+0.95%	+4.70%
6 months	+8.59%	+12.60%
1 year	+20.22%	+30.41%
5 years(CAGR)	+7.38%	+9.53%
10 years(CAGR)	+7.41%	+9.70%
Max(CAGR)	+6.74%	+4.10%

JPIN

-1.49%

Winner

JOF

+1.38%

JPIN

+0.95%

Winner

JOF

+4.70%

JPIN

+8.59%

Winner

JOF

+12.60%

JPIN

+20.22%

Winner

JOF

+30.41%

5Y(CAGR)

JPIN

+7.38%

Winner

JOF

+9.53%

10Y(CAGR)

JPIN

+7.41%

Winner

JOF

+9.70%

Max(CAGR)

Winner

JPIN

+6.74%

JOF

+4.10%

JPIN vs JOF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JPIN	JOF
2026	+6.23%	+7.14%
2025	+33.51%	+50.68%
2024	+3.91%	+5.64%
2023	+17.01%	+20.84%
2022	-14.47%	-17.17%
2021	+6.25%	-5.68%
2020	+4.17%	+4.08%
2019	+16.58%	+15.72%
2018	-13.76%	-16.43%
2017	+24.91%	+40.89%
2016	+2.11%	+5.37%
2015	+2.59%	+24.58%
2014	-1.55%	+0.35%
2013	N/A	+27.75%
2012	N/A	+0.20%
2011	N/A	-20.53%
2010	N/A	+20.38%
2009	N/A	-2.21%
2008	N/A	-21.92%
2007	N/A	-29.27%
2006	N/A	-10.36%
2005	N/A	+25.43%
2004	N/A	+13.19%
2003	N/A	+76.38%
2002	N/A	+6.09%
2001	N/A	+0.04%
2000	N/A	-46.26%
1999	N/A	-10.46%

JPIN vs JOF Drawdown Comparison

The maximum drawdown for JPIN was -36.68%, occurring on Mar 23, 2020. Recovery took 736 trading sessions.

The maximum drawdown for JOF was -65.75%, occurring on Nov 20, 2008. Recovery took 2983 trading sessions.

The current JPIN drawdown is -5.31%. The current JOF drawdown is -8.12%.

Rank	JPIN	JOF
#1	-36.68% Jan 26, 2018 - Dec 29, 2020	-65.75% Sep 29, 2005 - Aug 7, 2017
#2	-29.63% Sep 3, 2021 - Mar 20, 2024	-58.12% Nov 5, 1999 - Mar 17, 2004
#3	-16.95% May 21, 2015 - Mar 27, 2017	-42.14% Jan 17, 2018 - Mar 12, 2025
#4	-12.33% Sep 26, 2024 - Apr 28, 2025	-30.52% Apr 12, 2004 - Sep 12, 2005
#5	-10.41% Feb 25, 2026 - Mar 20, 2026	-17.23% Feb 23, 2026 - Mar 20, 2026
#6	-6.14% Jul 31, 2024 - Aug 19, 2024	-9.79% Mar 27, 2025 - Apr 22, 2025
#7	-5.49% Nov 18, 2014 - Feb 3, 2015	-8.29% Sep 17, 2025 - Nov 28, 2025
#8	-4.50% Mar 27, 2024 - May 6, 2024	-6.41% Apr 5, 2004 - Apr 12, 2004
#9	-4.38% Jun 14, 2021 - Sep 3, 2021	-5.05% Nov 8, 2017 - Nov 27, 2017
#10	-4.27% Feb 25, 2015 - Apr 8, 2015	-4.09% Dec 20, 2017 - Jan 4, 2018
#11	-4.19% Nov 12, 2025 - Dec 10, 2025	-4.04% Sep 20, 2005 - Sep 27, 2005
#12	-3.99% Jan 8, 2021 - Feb 12, 2021	-3.91% Nov 28, 2017 - Dec 18, 2017
#13	-3.80% Sep 16, 2025 - Oct 27, 2025	-3.47% Aug 7, 2017 - Sep 8, 2017
#14	-3.68% Jul 23, 2025 - Aug 12, 2025	-3.05% Sep 16, 2005 - Sep 20, 2005
#15	-3.63% Feb 16, 2021 - Mar 16, 2021	-3.01% Jul 23, 2025 - Aug 6, 2025

Correlation

Correlation between JPIN and JOF is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2000 - 2026)

JPIN vs JOF dividend yield comparison.

Year	JPIN	JOF
2026	0.25%	3.88%
2025	4.50%	4.80%
2024	4.20%	4.07%
2023	6.22%	3.50%
2022	3.06%	0.71%
2021	5.03%	7.70%
2020	2.45%	3.81%
2019	3.30%	8.30%
2018	2.72%	20.55%
2017	2.12%	15.89%
2016	1.67%	9.63%
2015	2.18%	8.58%
2014	0.30%	1.48%
2013	0.00%	2.17%
2012	0.00%	1.13%
2011	0.00%	0.49%
2010	0.00%	0.89%
2009	0.00%	0.73%
2008	0.00%	1.57%
2007	0.00%	0.04%
2006	0.00%	12.90%
2001	0.00%	1.43%
2000	0.00%	14.26%