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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan Developed International Value Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
JPMorgan Developed International Value Fund Class A (JFEAX) has returned 1.92% so far this year and 33.15% over the past 12 months. Over the last ten years, JFEAX has returned 9.78% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
JPMorgan Developed International Value Fund Class A
- 1D
- 0.55%
- 1M
- -9.54%
- YTD
- 1.92%
- 6M
- 10.65%
- 1Y
- 33.15%
- 3Y*
- 22.80%
- 5Y*
- 14.22%
- 10Y*
- 9.78%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2001, JFEAX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 59% of months were positive and 41% 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% | -9.54% | 1.92% | |||||||||
| 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 0.81%, beta of 0.87, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 28, 2001.
- 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
- 0.81%
- Beta
- 0.87
- R²
- 0.65
- Upside Capture
- 96.60%
- Downside Capture
- 99.98%
Expense Ratio
JFEAX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JFEAX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
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 a chosen benchmark (S&P 500 Index).
| JFEAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.90 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.39 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.40 | +1.15 |
Martin ratioReturn relative to average drawdown | 10.41 | 6.61 | +3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JFEAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
JPMorgan Developed International Value Fund Class A provided a 2.71% 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 | 2.71% | 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 | |||||||||
| 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 9.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.44% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2223 | Jan 4, 2018 | 2562 |
| -48.74% | Jan 29, 2018 | 541 | Mar 23, 2020 | 456 | Jan 11, 2022 | 997 |
| -33.42% | May 28, 2002 | 200 | Mar 12, 2003 | 165 | Nov 4, 2003 | 365 |
| -27.71% | Jan 18, 2022 | 175 | Sep 27, 2022 | 202 | Jul 19, 2023 | 377 |
| -14.16% | May 10, 2006 | 24 | Jun 13, 2006 | 87 | Oct 16, 2006 | 111 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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