- Issuer
- JPMorgan
- Inception Date
- Sep 28, 2001
- Category
- Foreign Large Cap Equities
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
JFEAX Performance Chart
JPMorgan Developed International Value Fund Class A (JFEAX) is up 10.7% since the beginning of the year. JFEAX is currently trading at $22 per share. Investors who bought $1,000 worth of JFEAX shares 5 years ago would now be looking at an investment worth $2,031.
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Returns By Period
JPMorgan Developed International Value Fund Class A (JFEAX) has returned 10.65% so far this year and 34.07% over the past 12 months. Over the last ten years, JFEAX has returned 11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
JPMorgan Developed International Value Fund Class A
- 1D
- 0.23%
- 1M
- 0.78%
- YTD
- 10.65%
- 6M
- 10.26%
- 1Y
- 34.07%
- 3Y*
- 25.87%
- 5Y*
- 15.22%
- 10Y*
- 11.21%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
JFEAX Monthly Returns History
Based on dividend-adjusted daily data since Sep 27, 2001, JFEAX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +18.2%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, JFEAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.8%, while the worst single day was Mar 12, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.76% | 5.53% | -7.08% | 4.15% | 0.97% | 0.50% | 10.65% | ||||||
| 2025 | 4.94% | 4.85% | 2.97% | 3.14% | 5.04% | 2.25% | 0.12% | 5.90% | 2.46% | -0.21% | 4.38% | 4.24% | 48.02% |
| 2024 | -0.61% | 2.00% | 6.33% | -0.99% | 6.15% | -4.04% | 4.14% | 1.82% | 0.60% | -4.34% | 0.34% | -1.55% | 9.57% |
| 2023 | 8.28% | -0.48% | -1.68% | 2.85% | -5.70% | 6.38% | 4.50% | -2.87% | -0.39% | -3.43% | 6.95% | 3.98% | 18.69% |
| 2022 | 2.12% | -4.15% | 0.16% | -5.60% | 3.99% | -10.52% | 2.28% | -4.01% | -8.64% | 7.42% | 13.34% | 0.39% | -5.60% |
| 2021 | -0.96% | 7.11% | 4.43% | 2.12% | 4.69% | -3.45% | -0.08% | 1.14% | -1.50% | 2.83% | -6.32% | 6.03% | 16.26% |
Benchmark Metrics
JPMorgan Developed International Value Fund Class A has an annualized alpha of 0.52%, beta of 0.87, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 27, 2001.
- This fund participated in 99.64% of S&P 500 Index downside but only 94.51% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.87 and R2 of 0.65, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.52%
- Beta
- 0.87
- R²
- 0.65
- Upside Capture
- 94.51%
- Downside Capture
- 99.64%
Expense Ratio
JFEAX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JFEAX ranks 74 for risk / return — better than 74% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and compare them to S&P 500 Index.
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.
| JFEAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.32 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.46 | +0.69 |
| Martin ratioReturn relative to average drawdown | 11.54 | 10.92 | +0.62 |
Dividends
Dividend History
JPMorgan Developed International Value Fund Class A provided a 2.49% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.59 | $0.65 | $0.43 | $0.61 | $0.32 | $0.49 | $0.46 | $0.31 | $0.69 | $0.14 |
Dividend yield | 2.49% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Developed International Value Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.55 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.61 |
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 Developed International Value Fund Class A. 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 Developed International Value Fund Class A was 62.44%, occurring on Mar 9, 2009. Recovery took 2223 trading sessions.
The current JPMorgan Developed International Value Fund Class A drawdown is 1.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.44%Mar 2009 | 1y 4mo | 8y 10mo | 10y 2moNov 2007 - Jan 2018 |
COVID crash2020 | -48.74%Mar 2020 | 2y 1mo | 1y 9mo | 3y 11moJan 2018 - Jan 2022 |
2003 bear market2003 | -33.42%Mar 2003 | 9mo 18d | 7mo 27d | 1y 5moMay 2002 - Nov 2003 |
Bear market2022 | -27.71%Sep 2022 | 8mo 12d | 9mo 25d | 1y 6moJan 2022 - Jul 2023 |
2006 correction2006 | -14.16%Jun 2006 | 1mo 4d | 4mo 5d | 5mo 9dMay 2006 - Oct 2006 |
Drawdown Indicators
| JFEAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -56.78% | -5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.10% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | -18.90% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -25.43% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -33.92% | -14.82% |
Current DrawdownCurrent decline from peak | -1.79% | -3.21% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -10.71% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.04% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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