- ISIN
- US48121L8827
- Issuer
- JPMorgan
- Inception Date
- Dec 1, 2010
- Category
- Foreign Large Cap Equities
- Min. Investment
- $15,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
JNEMX Performance Chart
JPMorgan International Equity Fund Class R6 (JNEMX) is up 9.8% since the beginning of the year. JNEMX is currently trading at $24 per share. Investors who bought $1,000 worth of JNEMX shares 5 years ago would now be looking at an investment worth $1,407.
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Returns By Period
JPMorgan International Equity Fund Class R6 (JNEMX) has returned 9.78% so far this year and 19.14% over the past 12 months. Over the last ten years, JNEMX has returned 9.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
JPMorgan International Equity Fund Class R6
- 1D
- 1.13%
- 1M
- 2.51%
- YTD
- 9.78%
- 6M
- 10.18%
- 1Y
- 19.14%
- 3Y*
- 13.39%
- 5Y*
- 7.07%
- 10Y*
- 9.24%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JNEMX Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 2010, JNEMX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JNEMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 5.67% | -8.17% | 4.72% | 2.02% | 1.51% | 9.78% | ||||||
| 2025 | 5.21% | 3.37% | 0.54% | 3.88% | 4.07% | 1.77% | -3.04% | 3.82% | 2.04% | 0.70% | -0.22% | 1.58% | 26.14% |
| 2024 | -1.11% | 3.69% | 3.45% | -2.94% | 4.41% | -1.82% | 1.80% | 3.25% | 0.48% | -5.88% | -0.55% | -2.60% | 1.62% |
| 2023 | 8.71% | -3.14% | 3.47% | 2.74% | -3.38% | 4.39% | 1.46% | -4.36% | -3.84% | -2.08% | 8.39% | 5.63% | 18.11% |
| 2022 | -6.25% | -5.39% | -0.32% | -7.34% | 1.40% | -8.56% | 4.90% | -6.23% | -8.17% | 5.01% | 14.37% | -2.23% | -19.44% |
| 2021 | -1.90% | 1.83% | 1.30% | 3.50% | 4.00% | -1.88% | 1.96% | 2.06% | -4.66% | 3.95% | -3.48% | 5.20% | 11.92% |
Benchmark Metrics
JPMorgan International Equity Fund Class R6 has an annualized alpha of -2.88%, beta of 0.86, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.
- This fund participated in 101.97% of S&P 500 Index downside but only 79.40% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.88% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.86 and R2 of 0.70, 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
- -2.88%
- Beta
- 0.86
- R²
- 0.70
- Upside Capture
- 79.40%
- Downside Capture
- 101.97%
Expense Ratio
JNEMX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JNEMX ranks 21 for risk / return — below 21% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) 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.
| JNEMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.78 | -1.22 |
| Martin ratioReturn relative to average drawdown | 5.51 | 12.44 | -6.93 |
Dividends
Dividend History
JPMorgan International Equity Fund Class R6 provided a 6.11% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.47 | $1.47 | $0.61 | $0.45 | $0.47 | $1.45 | $0.26 | $0.65 | $0.57 | $0.34 | $0.29 | $0.31 |
Dividend yield | 6.11% | 6.71% | 3.27% | 2.40% | 2.88% | 6.89% | 1.30% | 3.65% | 3.93% | 1.83% | 2.03% | 2.17% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan International Equity Fund Class R6. 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 | $1.47 | $1.47 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.45 | $1.45 |
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 Equity Fund Class R6. 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 Equity Fund Class R6 was 34.13%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current JPMorgan International Equity Fund Class R6 drawdown is 0.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.13%Mar 2020 | 2y 1mo | 7mo 21d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -33.05%Sep 2022 | 1y 19d | 1y 6mo | 2y 6moSep 2021 - Mar 2024 |
2016 bear market2016 | -26.29%Feb 2016 | 8mo 25d | 1y 2mo | 1y 11moMay 2015 - May 2017 |
2011 bear market2011 | -25.83%Oct 2011 | 5mo 3d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
2015 correction2015 | -13.30%Jan 2015 | 6mo 3d | 3mo 17d | 9mo 20dJul 2014 - Apr 2015 |
Drawdown Indicators
| JNEMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -56.78% | +22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -9.10% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -18.90% | +6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.05% | -25.43% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -33.92% | -0.21% |
Current DrawdownCurrent decline from peak | -0.49% | -1.80% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -10.71% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.03% | +1.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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