JPMorgan International Equity Fund (VSIEX)
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.
Fund Info
| ISIN | US4812A05323 |
|---|---|
| CUSIP | 4812A0532 |
| Issuer | JPMorgan Chase |
| Inception Date | Dec 31, 1996 |
| Category | Foreign Large Cap Equities |
| Minimum Investment | $1,000,000 |
| Asset Class | Equity |
Expense Ratio
The JPMorgan International Equity Fund has a high expense ratio of 0.70%, indicating higher-than-average management fees.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.83% | 19.92% |
| 1 month | 6.70% | 5.06% |
| 6 months | 1.88% | 7.11% |
| 1 year | 11.36% | 16.17% |
| 5 years (annualized) | 7.47% | 11.84% |
| 10 years (annualized) | 4.00% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 0.86 | ||||
^GSPC S&P 500 | 1.25 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2007 | 338 | Mar 9, 2009 | 1329 | Jun 19, 2014 | 1667 |
| -59.9% | Mar 13, 2000 | 749 | Mar 12, 2003 | 939 | Dec 4, 2006 | 1688 |
| -34.65% | Jan 29, 2018 | 541 | Mar 23, 2020 | 161 | Nov 9, 2020 | 702 |
| -33.19% | Sep 8, 2021 | 266 | Sep 27, 2022 | — | — | — |
| -28.54% | Jul 21, 1998 | 54 | Oct 5, 1998 | 270 | Oct 29, 1999 | 324 |
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.