- ISIN
- US46653M8727
- CUSIP
- 00770G631
- Issuer
- JOHCM Funds
- Inception Date
- Sep 29, 2016
- Category
- Foreign Large Cap Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
JOPSX Performance Chart
JOHCM International Opportunities Fund (JOPSX) is up 10.5% since the beginning of the year. JOPSX is currently trading at $16 per share. Investors who bought $1,000 worth of JOPSX shares 5 years ago would now be looking at an investment worth $2,451.
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Returns By Period
JOHCM International Opportunities Fund (JOPSX) has returned 10.50% so far this year and 18.62% over the past 12 months.
JOHCM International Opportunities Fund
- 1D
- 0.00%
- 1M
- -0.62%
- YTD
- 10.50%
- 6M
- 11.19%
- 1Y
- 18.62%
- 3Y*
- 16.09%
- 5Y*
- 19.64%
- 10Y*
- —
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%
JOPSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, JOPSX's average daily return is +0.06%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2021 with a return of +56.8%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JOPSX closed higher 51% of trading days. The best single day was Dec 15, 2021 with a return of +48.6%, while the worst single day was Mar 12, 2020 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.73% | 4.05% | -6.53% | 6.31% | 2.02% | -0.93% | 10.50% | ||||||
| 2025 | 5.72% | 1.61% | 3.18% | 4.00% | 4.00% | 2.14% | -4.39% | 4.37% | 2.30% | -1.50% | 0.28% | 2.90% | 27.04% |
| 2024 | -0.25% | 3.39% | 2.95% | -2.39% | 3.84% | -2.91% | 4.13% | 3.81% | 1.20% | -4.15% | -0.93% | -3.57% | 4.67% |
| 2023 | 7.54% | -1.68% | 2.00% | 2.05% | -4.11% | 5.33% | 2.80% | -2.37% | -2.25% | -3.13% | 7.71% | 5.08% | 19.55% |
| 2022 | 0.10% | -0.88% | -3.06% | -1.93% | 2.18% | -8.43% | 6.10% | -5.43% | -8.18% | 7.34% | 12.78% | 1.00% | -0.58% |
| 2021 | -1.71% | 1.83% | 2.48% | 4.33% | 2.32% | -1.95% | -0.24% | 0.16% | -5.82% | 2.20% | -6.62% | 56.77% | 51.14% |
Benchmark Metrics
JOHCM International Opportunities Fund has an annualized alpha of 7.87%, beta of 0.59, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.89%) than losses (67.66%) - typical of diversified or defensive assets.
- Beta of 0.59 may look defensive, but with R2 of 0.25 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.25 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.87%
- Beta
- 0.59
- R²
- 0.25
- Upside Capture
- 79.89%
- Downside Capture
- 67.66%
Expense Ratio
JOPSX has an expense ratio of 0.88%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JOPSX ranks 32 for risk / return — below 32% 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 JOHCM International Opportunities Fund (JOPSX) 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.
| JOPSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.78 | -0.70 |
| Martin ratioReturn relative to average drawdown | 7.51 | 12.44 | -4.93 |
Dividends
Dividend History
JOHCM International Opportunities Fund provided a 2.53% dividend yield over the last twelve months, with an annual payout of $0.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.41 | $0.41 | $0.68 | $0.07 | $0.21 | $4.82 | $0.27 | $0.25 | $0.19 | $0.66 |
Dividend yield | 2.53% | 2.80% | 5.80% | 0.61% | 2.13% | 47.16% | 2.30% | 2.24% | 2.00% | 6.26% |
Monthly Dividends
The table displays the monthly dividend distributions for JOHCM International Opportunities Fund. 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 | $0.41 | $0.41 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.82 | $4.82 |
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 JOHCM International Opportunities 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 JOHCM International Opportunities Fund was 30.41%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current JOHCM International Opportunities Fund drawdown is 1.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.41%Mar 2020 | 2mo | 7mo 21d | 9mo 21dJan 2020 - Nov 2020 |
Bear market2022 | -22.17%Sep 2022 | 8mo 15d | 3mo 15d | 12moJan 2022 - Jan 2023 |
2025 selloff2025 | -13.08%Apr 2025 | 19d | 28d | 1mo 17dMar 2025 - May 2025 |
Rate-hike selloffLate 2018 | -13.04%Dec 2018 | 10mo 29d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 |
2021 correction2021 | -12.83%Nov 2021 | 5mo 17d | 15d | 6mo 2dJun 2021 - Dec 2021 |
Drawdown Indicators
| JOPSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.41% | -56.78% | +26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -9.10% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -13.08% | -18.90% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -25.43% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.17% | -1.80% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -10.71% | +6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.03% | +0.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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