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ISIN
US4812A06495
CUSIP
4812A0649
Issuer
JPMorgan
Inception Date
Nov 1, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VEUAX Performance Chart

JPMorgan Europe Dynamic Fund (VEUAX) is up 6.8% since the beginning of the year. VEUAX is currently trading at $43 per share. Investors who bought $1,000 worth of VEUAX shares 5 years ago would now be looking at an investment worth $1,616.


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S&P 500 Index

Returns By Period

JPMorgan Europe Dynamic Fund (VEUAX) has returned 6.78% so far this year and 20.30% over the past 12 months. Over the last ten years, VEUAX has returned 9.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


JPMorgan Europe Dynamic Fund

1D
0.28%
1M
1.74%
YTD
6.78%
6M
7.05%
1Y
20.30%
3Y*
18.02%
5Y*
10.07%
10Y*
9.37%

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)

VEUAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 1995, VEUAX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Oct 2008 at -21.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VEUAX closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +13.4%, while the worst single day was Mar 16, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.70%3.31%-8.42%5.42%0.95%1.29%6.78%
20255.58%5.90%1.79%5.29%5.76%3.10%-3.44%2.65%2.59%0.81%1.94%3.65%41.51%
2024-0.98%3.64%6.57%-3.24%6.50%-4.37%2.63%3.17%0.15%-3.92%-2.27%-3.58%3.48%
20239.05%-1.28%1.90%3.10%-5.88%5.63%0.93%-2.93%-4.07%-2.34%9.48%4.59%18.19%
2022-4.35%-5.94%-0.72%-5.75%1.74%-9.94%5.39%-5.51%-7.61%8.47%11.56%-1.47%-15.39%
2021-1.05%3.82%3.83%4.70%5.13%-3.00%2.04%1.03%-5.48%4.22%-3.98%5.98%17.68%

Benchmark Metrics

JPMorgan Europe Dynamic Fund has an annualized alpha of 2.92%, beta of 0.75, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since November 02, 1995.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.30%) than losses (94.75%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.92%
Beta
0.75
0.50
Upside Capture
95.30%
Downside Capture
94.75%

Expense Ratio

VEUAX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

VEUAX ranks 23 for risk / return — below 23% 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.


VEUAX Risk / Return Rank: 2323
Overall Rank
VEUAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VEUAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VEUAX Omega Ratio Rank: 2121
Omega Ratio Rank
VEUAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VEUAX Martin Ratio Rank: 2626
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 Europe Dynamic Fund (VEUAX) 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.


VEUAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.64

2.78

-1.14

Martin ratioReturn relative to average drawdown

5.70

12.44

-6.74

Dividends

Dividend History

JPMorgan Europe Dynamic Fund provided a 3.23% dividend yield over the last twelve months, with an annual payout of $1.39 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.39$1.39$1.13$0.89$0.20$0.62$0.27$0.70$0.55$0.37$0.42$0.29

Dividend yield

3.23%3.45%3.81%3.02%0.77%2.03%1.01%2.82%2.60%1.38%1.93%1.25%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Europe Dynamic 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$1.39$1.39
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62

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 Europe Dynamic 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 Europe Dynamic Fund was 63.73%, occurring on Mar 9, 2009. Recovery took 1213 trading sessions.

The current JPMorgan Europe Dynamic Fund drawdown is 1.89%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-63.73%Mar 2009
1y 4mo4y 9mo
6y 2moNov 2007 - Dec 2013
Dot-com crash2000–2002
-46.81%Sep 2001
1y 6mo3y 3mo
4y 9moMar 2000 - Dec 2004
COVID crash2020
-44.64%Mar 2020
2y 1mo9mo 23d
2y 11moJan 2018 - Jan 2021
Bear market2022
-30.94%Sep 2022
1y 1mo1y 4mo
2y 6moAug 2021 - Feb 2024
1998 bear market1998
-28.78%Oct 1998
2mo 16d1y 1mo
1y 3moJul 1998 - Nov 1999

Drawdown Indicators


VEUAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.73%

-56.78%

-6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-9.10%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

-18.90%

+6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.94%

-25.43%

-5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-33.92%

-10.72%

Current Drawdown

Current decline from peak

-1.89%

-1.80%

-0.09%

Average Drawdown

Average peak-to-trough decline

-15.43%

-10.71%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.03%

+1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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