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JPMorgan International Focus Fund (IUESX) Sharpe Ratio: 1.68

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund primarily invests in the equity securities of foreign companies, including those in emerging markets, and is generally not limited by any particular capitalization, style or sector, and may invest in any foreign country. While the fund is generally not limited within its equity universe, the manager currently intends to focus on investing in mid to large capitalization companies in a diversified group of sectors and foreign countries. Under normal circumstances, the fund will invest at least 80% of its assets in equity securities.

IUESX's Sharpe Ratio of 1.68 indicates that for each unit of volatility, it generates 1.68 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IUESX Sharpe Ratio Rank

IUESX Sharpe Ratio Rank: 34.034
Below Average

IUESX ranks above 34.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

IUESX Sharpe Ratio Market Positioning

The chart shows IUESX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares JPMorgan International Focus Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how IUESX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
THOIXThornburg Global Opportunities Fund3.81
TIVFXAmerican Beacon Tocqueville International Value Fund3.73
SWRLXTouchstone International Equity Fund3.60
DCINXDunham International Stock Fund3.44
EPDIXEuroPac International Dividend Income Fund3.37
EPDPXEuroPac International Dividend Income Fund Class A3.33
DFWVXDFA World ex U.S. Value Portfolio Fund3.28
SFNNXSchwab Fundamental International Large Company Index Fund3.19
SAHMXSA International Value Fund3.16
SIDNXHartford Schroders International Multi-Cap Value Fund3.13
IUESXJPMorgan International Focus Fund1.68

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IUESX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IUESX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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