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ISIN
US4812A05737
CUSIP
4812A0573
Issuer
JPMorgan
Inception Date
Nov 3, 1993
Min. Investment
$3,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

JNUSX Performance Chart

JPMorgan International Value Fund (JNUSX) is up 10.6% since the beginning of the year. JNUSX is currently trading at $23 per share. Investors who bought $1,000 worth of JNUSX shares 5 years ago would now be looking at an investment worth $2,081.


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S&P 500 Index

Returns By Period

JPMorgan International Value Fund (JNUSX) has returned 10.61% so far this year and 34.77% over the past 12 months. Over the last ten years, JNUSX has returned 10.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


JPMorgan International Value Fund

1D
-0.13%
1M
0.58%
YTD
10.61%
6M
11.11%
1Y
34.77%
3Y*
24.93%
5Y*
15.78%
10Y*
10.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNUSX Monthly Returns History

Based on dividend-adjusted daily data since Oct 4, 1993, JNUSX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 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, JNUSX 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.83%5.52%-7.06%4.17%0.99%0.36%10.61%
20254.96%4.86%3.03%3.12%5.09%2.31%0.17%5.91%2.50%-0.21%4.42%4.26%48.51%
2024-0.60%2.02%6.32%-0.90%6.14%-4.01%4.18%1.84%0.58%-4.23%0.33%-1.51%9.94%
20238.26%-0.47%-1.64%2.86%-5.65%6.39%4.55%-2.87%-0.38%-3.43%7.10%3.98%19.06%
20222.23%-4.21%0.24%-5.56%3.98%-10.45%2.32%-4.00%-8.70%7.55%13.39%0.47%-5.17%
2021-0.94%7.05%4.42%2.23%4.74%-3.45%-0.00%1.12%-1.47%2.91%-6.31%5.99%16.55%

Benchmark Metrics

JPMorgan International Value Fund has an annualized alpha of -0.28%, beta of 0.75, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 04, 1993.

  • This fund participated in 98.47% of S&P 500 Index downside but only 84.50% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.28%
Beta
0.75
0.52
Upside Capture
84.50%
Downside Capture
98.47%

Expense Ratio

JNUSX has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JNUSX ranks 73 for risk / return — better than 73% 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.


JNUSX Risk / Return Rank: 7373
Overall Rank
JNUSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JNUSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
JNUSX Omega Ratio Rank: 7373
Omega Ratio Rank
JNUSX Calmar Ratio Rank: 7171
Calmar Ratio Rank
JNUSX Martin Ratio Rank: 6262
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 Value Fund (JNUSX) 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.


JNUSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.12

2.78

+0.33

Martin ratioReturn relative to average drawdown

11.47

12.44

-0.97

Dividends

Dividend History

JPMorgan International Value Fund provided a 2.64% dividend yield over the last twelve months, with an annual payout of $0.59 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.59$0.59$0.64$0.69$0.47$0.65$0.34$0.53$0.52$0.36$0.79$0.17

Dividend yield

2.64%2.92%4.51%5.14%3.93%5.02%2.89%4.22%4.56%2.44%6.43%1.38%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan International Value 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$0.59$0.59
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
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$0.65$0.65

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 Value 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 Value Fund was 62.24%, occurring on Mar 9, 2009. Recovery took 2181 trading sessions.

The current JPMorgan International Value Fund drawdown is 1.87%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.24%Mar 2009
1y 4mo8y 8mo
10y 4dNov 2007 - Nov 2017
2003 bear market2003
-56.01%Mar 2003
3y 5d2y 5mo
5y 6moMar 2000 - Sep 2005
COVID crash2020
-48.34%Mar 2020
2y 1mo1y 2mo
3y 4moJan 2018 - Jun 2021
Bear market2022
-27.49%Sep 2022
8mo 12d9mo 19d
1y 5moJan 2022 - Jul 2023
1998 bear market1998
-27.40%Oct 1998
2mo 16d8mo 19d
11mo 5dJul 1998 - Jun 1999

Drawdown Indicators


JNUSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.24%

-56.78%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-9.10%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-13.66%

-18.90%

+5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.49%

-25.43%

-2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-48.34%

-33.92%

-14.42%

Current Drawdown

Current decline from peak

-1.87%

-1.80%

-0.07%

Average Drawdown

Average peak-to-trough decline

-15.26%

-10.71%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.03%

+0.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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