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Performance
Performance Chart
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.
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Returns By Period
JPMorgan International Equity Fund (VSIEX) has returned -1.82% so far this year and 13.07% over the past 12 months. Over the last ten years, VSIEX has returned 8.10% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
JPMorgan International Equity Fund
- 1D
- 0.47%
- 1M
- -10.91%
- YTD
- -1.82%
- 6M
- 0.14%
- 1Y
- 13.07%
- 3Y*
- 10.70%
- 5Y*
- 5.58%
- 10Y*
- 8.10%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 31, 1996, VSIEX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Dec 1997 with a return of +73.8%, while the worst month was Oct 2008 at -20.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, VSIEX closed higher 52% of trading days. The best single day was Dec 22, 1997 with a return of +45.3%, while the worst single day was Nov 6, 2008 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.28% | 5.68% | -10.91% | -1.82% | |||||||||
| 2025 | 5.22% | 3.33% | 0.54% | 3.84% | 4.08% | 1.73% | -3.05% | 3.84% | 2.00% | 0.65% | -0.22% | 1.56% | 25.90% |
| 2024 | -1.11% | 3.64% | 3.41% | -2.95% | 4.43% | -1.83% | 1.81% | 3.21% | 0.48% | -5.95% | -0.56% | -2.62% | 1.41% |
| 2023 | 8.74% | -3.20% | 3.48% | 2.69% | -3.33% | 4.29% | 1.52% | -4.43% | -3.85% | -2.09% | 8.42% | 5.57% | 17.89% |
| 2022 | -6.26% | -5.41% | -0.32% | -7.36% | 1.34% | -8.59% | 4.92% | -6.25% | -8.21% | 5.03% | 14.36% | -2.28% | -19.62% |
| 2021 | -1.90% | 1.83% | 1.25% | 3.51% | 3.96% | -1.88% | 1.92% | 2.02% | -4.64% | 3.92% | -3.50% | 5.18% | 11.70% |
Benchmark Metrics
JPMorgan International Equity Fund has an annualized alpha of 2.66%, beta of 0.77, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.
- R² of 0.48 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.66%
- Beta
- 0.77
- R²
- 0.48
- Upside Capture
- 97.72%
- Downside Capture
- 97.24%
Expense Ratio
VSIEX has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VSIEX ranks 30 for risk / return — below 30% 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 JPMorgan International Equity Fund (VSIEX) and compare them to a chosen benchmark (S&P 500 Index).
| VSIEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.90 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.39 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.40 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.75 | 6.61 | -2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VSIEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
JPMorgan International Equity Fund provided a 6.53% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.41 | $1.41 | $0.57 | $0.42 | $0.44 | $1.41 | $0.23 | $0.56 | $0.54 | $0.30 | $0.26 | $0.28 |
Dividend yield | 6.53% | 6.41% | 3.06% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $1.41 | $1.41 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 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 | $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 | $1.41 |
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 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 1330 trading sessions.
The current JPMorgan International Equity Fund drawdown is 10.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.8% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1330 | Jun 19, 2014 | 1669 |
| -53.03% | Mar 13, 2000 | 752 | Mar 12, 2003 | 710 | Jan 4, 2006 | 1462 |
| -34.65% | Jan 29, 2018 | 541 | Mar 23, 2020 | 161 | Nov 9, 2020 | 702 |
| -33.19% | Sep 8, 2021 | 266 | Sep 27, 2022 | 409 | May 14, 2024 | 675 |
| -27.24% | Jul 21, 1998 | 54 | Oct 5, 1998 | 232 | Sep 7, 1999 | 286 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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