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JPMorgan International Equity Fund (VSIEX)

Mutual Fund · Currency in USD · Last updated Dec 9, 2023

The fund invests at least 80% of the value of its assets in equity investments. "Assets" means net assets, plus the amount of borrowings for investment purposes. It primarily invests in foreign companies of various market capitalizations, including foreign subsidiaries of U.S. companies. The fund may invest in securities across all market capitalizations, although it may invest a significant portion of its assets in companies of any one particular market capitalization category.

Summary

Fund Info

ISINUS4812A05323
CUSIP4812A0532
IssuerJPMorgan Chase
Inception DateDec 31, 1996
CategoryForeign Large Cap Equities
Minimum Investment$1,000,000
Asset ClassEquity

Expense Ratio

The JPMorgan International Equity Fund has a high expense ratio of 0.70%, indicating higher-than-average management fees.


0.70%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in JPMorgan International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
162.55%
477.31%
VSIEX (JPMorgan International Equity Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VSIEX

JPMorgan International Equity Fund

Return

JPMorgan International Equity Fund had a return of 12.83% year-to-date (YTD) and 11.36% in the last 12 months. Over the past 10 years, JPMorgan International Equity Fund had an annualized return of 4.00%, while the S&P 500 had an annualized return of 9.85%, indicating that JPMorgan International Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.83%19.92%
1 month6.70%5.06%
6 months1.88%7.11%
1 year11.36%16.17%
5 years (annualized)7.47%11.84%
10 years (annualized)4.00%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.33%4.29%1.52%-4.43%-3.85%-2.09%8.42%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VSIEX
JPMorgan International Equity Fund
0.86
^GSPC
S&P 500
1.25

Sharpe Ratio

The current JPMorgan International Equity Fund Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.86
1.25
VSIEX (JPMorgan International Equity Fund)
Benchmark (^GSPC)

Dividend History

JPMorgan International Equity Fund granted a 2.36% dividend yield in the last twelve months. The annual payout for that period amounted to $0.44 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.44$0.44$1.41$0.23$0.56$0.54$0.30$0.26$0.28$0.40$0.22$0.24

Dividend yield

2.36%2.66%6.74%1.17%3.13%3.69%1.63%1.78%1.94%2.66%1.36%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54
2017$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28
2016$0.00$0.00$0.02$0.00$0.00$0.18$0.00$0.00$0.02$0.00$0.00$0.04
2015$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.02$0.00$0.00$0.04
2014$0.00$0.00$0.08$0.00$0.00$0.28$0.00$0.00$0.02$0.00$0.00$0.02
2013$0.00$0.00$0.04$0.00$0.00$0.15$0.00$0.00$0.02$0.00$0.00$0.01
2012$0.05$0.00$0.00$0.15$0.00$0.00$0.02$0.00$0.00$0.02

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-10.58%
-4.01%
VSIEX (JPMorgan International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan International Equity 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 Equity Fund was 60.80%, occurring on Mar 9, 2009. Recovery took 1329 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.8%Nov 1, 2007338Mar 9, 20091329Jun 19, 20141667
-59.9%Mar 13, 2000749Mar 12, 2003939Dec 4, 20061688
-34.65%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-33.19%Sep 8, 2021266Sep 27, 2022
-28.54%Jul 21, 199854Oct 5, 1998270Oct 29, 1999324

Volatility Chart

The current JPMorgan International Equity Fund volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.12%
2.77%
VSIEX (JPMorgan International Equity Fund)
Benchmark (^GSPC)