- Issuer
- JPMorgan
- Inception Date
- Dec 1, 2010
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- 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
JNVMX Performance Chart
JPMorgan Developed International Value Fund Class R6 (JNVMX) is up 9.6% since the beginning of the year. JNVMX is currently trading at $22 per share. Investors who bought $1,000 worth of JNVMX shares 5 years ago would now be looking at an investment worth $1,971.
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Returns By Period
JPMorgan Developed International Value Fund Class R6 (JNVMX) has returned 9.55% so far this year and 32.02% over the past 12 months. Over the last ten years, JNVMX has returned 10.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
JPMorgan Developed International Value Fund Class R6
- 1D
- -0.63%
- 1M
- 2.12%
- YTD
- 9.55%
- 6M
- 13.56%
- 1Y
- 32.02%
- 3Y*
- 26.25%
- 5Y*
- 14.53%
- 10Y*
- 10.75%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
JNVMX Monthly Returns History
Based on dividend-adjusted daily data since Nov 30, 2010, JNVMX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 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 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JNVMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 12, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.78% | 5.56% | -7.07% | 4.20% | 1.00% | -0.63% | 9.55% | ||||||
| 2025 | 4.93% | 4.90% | 3.05% | 3.15% | 5.06% | 2.32% | 0.17% | 5.89% | 2.51% | -0.16% | 4.39% | 4.34% | 48.72% |
| 2024 | -0.60% | 2.04% | 6.36% | -0.97% | 6.18% | -4.03% | 4.20% | 1.85% | 0.65% | -4.26% | 0.34% | -1.50% | 10.03% |
| 2023 | 8.32% | -0.47% | -1.65% | 2.88% | -5.68% | 6.44% | 4.57% | -2.89% | -0.38% | -3.37% | 7.06% | 4.02% | 19.21% |
| 2022 | 2.24% | -4.16% | 0.16% | -5.59% | 4.09% | -10.43% | 2.24% | -3.94% | -8.66% | 7.49% | 13.37% | 0.50% | -5.10% |
| 2021 | -0.94% | 7.09% | 4.44% | 2.17% | 4.77% | -3.40% | 0.00% | 1.12% | -1.48% | 2.93% | -6.27% | 5.99% | 16.71% |
Benchmark Metrics
JPMorgan Developed International Value Fund Class R6 has an annualized alpha of -2.55%, beta of 0.86, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 01, 2010.
- This fund participated in 100.75% of S&P 500 Index downside but only 79.41% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.55% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.86 and R2 of 0.64, 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
- -2.55%
- Beta
- 0.86
- R²
- 0.64
- Upside Capture
- 79.41%
- Downside Capture
- 100.75%
Expense Ratio
JNVMX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JNVMX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class R6 (JNVMX) and compare them to S&P 500 Index.
| JNVMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 2.24 | +0.10 |
Sortino ratioReturn per unit of downside risk | 3.19 | 3.07 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.93 | +0.04 |
Martin ratioReturn relative to average drawdown | 11.16 | 13.52 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
JPMorgan Developed International Value Fund Class R6 provided a 2.77% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.61 | $0.65 | $0.70 | $0.48 | $0.67 | $0.37 | $0.55 | $0.54 | $0.38 | $0.82 | $0.21 |
Dividend yield | 2.77% | 3.04% | 4.64% | 5.27% | 4.06% | 5.17% | 3.14% | 4.36% | 4.79% | 2.63% | 6.76% | 1.64% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Developed International Value 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 | $0.61 | $0.61 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.48 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
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 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 Developed International Value Fund Class R6 was 48.20%, occurring on Mar 18, 2020. Recovery took 303 trading sessions.
The current JPMorgan Developed International Value Fund Class R6 drawdown is 2.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -48.20%Mar 2020 | 2y 1mo | 1y 2mo | 3y 4moJan 2018 - Jun 2021 |
2016 bear market2016 | -28.57%Feb 2016 | 1y 7mo | 1y 5mo | 3y 20dJul 2014 - Jul 2017 |
2011 bear market2011 | -27.60%Sep 2011 | 4mo 22d | 1y 7mo | 1y 12moMay 2011 - Apr 2013 |
Bear market2022 | -27.45%Sep 2022 | 8mo 12d | 9mo 19d | 1y 5moJan 2022 - Jul 2023 |
2025 selloff2025 | -13.63%Apr 2025 | 18d | 21d | 1mo 9dMar 2025 - Apr 2025 |
Drawdown Indicators
| JNVMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -56.78% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.10% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -18.90% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -25.43% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -33.92% | -14.28% |
Current DrawdownCurrent decline from peak | -2.81% | -0.74% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -10.72% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.97% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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