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ISIN
US48121L1632
CUSIP
48121L163
Issuer
JPMorgan
Inception Date
Nov 30, 2011
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

IUESX Performance Chart

JPMorgan International Focus Fund (IUESX) is up 13.4% since the beginning of the year. IUESX is currently trading at $34 per share. Investors who bought $1,000 worth of IUESX shares 5 years ago would now be looking at an investment worth $1,373.


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S&P 500 Index

Returns By Period

JPMorgan International Focus Fund (IUESX) has returned 13.37% so far this year and 24.67% over the past 12 months. Over the last ten years, IUESX has returned 9.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


JPMorgan International Focus Fund

1D
0.51%
1M
4.92%
YTD
13.37%
6M
15.78%
1Y
24.67%
3Y*
16.13%
5Y*
6.54%
10Y*
9.16%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUESX Monthly Returns History

Based on dividend-adjusted daily data since May 31, 2013, IUESX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +14.4%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IUESX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.63%5.01%-9.49%7.11%3.90%0.51%13.37%
20253.64%2.84%0.23%2.45%3.81%2.45%-0.95%3.15%3.68%1.76%-1.30%2.03%26.33%
2024-2.32%3.95%3.44%-2.21%3.76%-0.04%1.53%1.47%0.78%-5.33%0.27%-2.34%2.54%
20238.34%-3.91%3.85%2.33%-3.24%4.31%1.25%-4.45%-3.02%-1.82%8.47%4.83%16.94%
2022-5.05%-4.66%-0.08%-7.37%0.87%-8.92%4.71%-5.50%-8.31%4.19%14.39%-2.12%-18.53%
20210.04%1.84%0.38%3.19%2.55%-1.70%0.90%1.36%-5.86%4.76%-4.04%3.73%6.79%

Benchmark Metrics

JPMorgan International Focus Fund has an annualized alpha of -1.94%, beta of 0.82, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since June 03, 2013.

  • This fund participated in 94.70% of S&P 500 Index downside but only 76.56% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.94%
Beta
0.82
0.69
Upside Capture
76.56%
Downside Capture
94.70%

Expense Ratio

IUESX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IUESX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IUESX Risk / Return Rank: 3333
Overall Rank
IUESX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUESX Sortino Ratio Rank: 3131
Sortino Ratio Rank
IUESX Omega Ratio Rank: 3434
Omega Ratio Rank
IUESX Calmar Ratio Rank: 3131
Calmar Ratio Rank
IUESX Martin Ratio Rank: 3535
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan International Focus Fund (IUESX) and compare them to S&P 500 Index.


IUESXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.39

-0.71

Sortino ratio

Return per unit of downside risk

2.34

3.25

-0.92

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

2.10

3.11

-1.02

Martin ratio

Return relative to average drawdown

7.79

14.38

-6.59

Dividends

Dividend History

JPMorgan International Focus Fund provided a 4.02% dividend yield over the last twelve months, with an annual payout of $1.35 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.35$1.35$0.76$0.49$0.78$0.48$0.25$0.05$0.41$0.17$0.40

Dividend yield

4.02%4.56%3.10%1.98%3.64%1.77%0.96%0.21%2.32%0.78%2.37%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan International Focus Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.35$1.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan International Focus Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan International Focus Fund was 33.58%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.58%Mar 2020
2mo 2d4mo 22d
6mo 24dJan 2020 - Aug 2020
Bear market2022
-33.14%Oct 2022
1y 1mo1y 8mo
2y 10moSep 2021 - Jul 2024
Rate-hike selloffLate 2018
-25.95%Dec 2018
10mo 29d1y 9d
1y 11moJan 2018 - Jan 2020
2016 bear market2016
-23.55%Feb 2016
8mo 25d1y 2mo
1y 11moMay 2015 - Apr 2017
2014 correction2014
-13.87%Oct 2014
3mo 11d5mo 24d
9mo 5dJul 2014 - Apr 2015

Drawdown Indicators


IUESXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-56.78%

+23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-9.10%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.36%

-18.90%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-33.14%

-25.43%

-7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

-33.92%

+0.34%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.89%

-10.72%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

1.97%

+1.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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