GENI vs. JFEAX

Last updated Apr 1, 2026

Compare and contrast key facts about Genius Sports Limited (GENI) and JPMorgan Developed International Value Fund Class A (JFEAX).

JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001.

Performance

GENI vs. JFEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genius Sports Limited (GENI) and JPMorgan Developed International Value Fund Class A (JFEAX). The values are adjusted to include any dividend payments, if applicable.

GENI vs. JFEAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GENI Genius Sports Limited	-59.80%	27.40%	39.97%	73.11%	-53.03%	-61.58%
JFEAX JPMorgan Developed International Value Fund Class A	1.92%	48.02%	9.57%	18.69%	-5.60%	3.01%

Returns By Period

In the year-to-date period, GENI achieves a -59.80% return, which is significantly lower than JFEAX's 1.92% return.

GENI

• 1D: 4.48%
• 1M: -28.66%
• YTD: -59.80%
• 6M: -64.22%
• 1Y: -55.74%
• 3Y*: -3.83%
• 5Y*: —
• 10Y*: —

JFEAX

• 1D: 0.55%
• 1M: -9.54%
• YTD: 1.92%
• 6M: 10.65%
• 1Y: 33.15%
• 3Y*: 22.80%
• 5Y*: 14.22%
• 10Y*: 9.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GENI vs. JFEAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GENI

GENI Risk / Return Rank: 6
GENI Sharpe Ratio Rank: 5
GENI Sortino Ratio Rank: 6
GENI Omega Ratio Rank: 6
GENI Calmar Ratio Rank: 12
GENI Martin Ratio Rank: 1

JFEAX

JFEAX Risk / Return Rank: 90
JFEAX Sharpe Ratio Rank: 92
JFEAX Sortino Ratio Rank: 89
JFEAX Omega Ratio Rank: 89
JFEAX Calmar Ratio Rank: 90
JFEAX Martin Ratio Rank: 91

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.

GENI vs. JFEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genius Sports Limited (GENI) and JPMorgan Developed International Value Fund Class A (JFEAX). 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.

	GENI	JFEAX	Difference
Sharpe ratio Return per unit of total volatility	-0.99	1.98	-2.97
Sortino ratio Return per unit of downside risk	-1.48	2.47	-3.95
Omega ratio Gain probability vs. loss probability	0.80	1.39	-0.59
Calmar ratio Return relative to maximum drawdown	-0.82	2.55	-3.37
Martin ratio Return relative to average drawdown	-2.07	10.41	-12.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GENI vs. JFEAX - Sharpe Ratio Comparison

The current GENI Sharpe Ratio is -0.99, which is lower than the JFEAX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GENI and JFEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GENI	JFEAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.99	1.98	-2.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.89	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.34	-0.74

Correlation

The correlation between GENI and JFEAX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GENI vs. JFEAX - Dividend Comparison

GENI has not paid dividends to shareholders, while JFEAX's dividend yield for the trailing twelve months is around 2.71%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GENI Genius Sports Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JFEAX JPMorgan Developed International Value Fund Class A	2.71%	2.76%	4.26%	4.94%	3.68%	4.79%	2.75%	3.96%	4.12%	2.14%	5.75%	1.11%

Drawdowns

GENI vs. JFEAX - Drawdown Comparison

The maximum GENI drawdown since its inception was -90.97%, which is greater than JFEAX's maximum drawdown of -62.44%. Use the drawdown chart below to compare losses from any high point for GENI and JFEAX.

Drawdown Indicators

	GENI	JFEAX	Difference
Max Drawdown Largest peak-to-trough decline	-90.97%	-62.44%	-28.53%
Max Drawdown (1Y) Largest decline over 1 year	-68.71%	-11.38%	-57.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.74%	—
Current Drawdown Current decline from peak	-82.23%	-9.54%	-72.69%
Average Drawdown Average peak-to-trough decline	-66.73%	-14.97%	-51.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.28%	2.95%	+24.33%

Volatility

GENI vs. JFEAX - Volatility Comparison

Genius Sports Limited (GENI) has a higher volatility of 15.31% compared to JPMorgan Developed International Value Fund Class A (JFEAX) at 6.67%. This indicates that GENI's price experiences larger fluctuations and is considered to be riskier than JFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GENI	JFEAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.31%	6.67%	+8.64%
Volatility (6M) Calculated over the trailing 6-month period	47.95%	10.26%	+37.69%
Volatility (1Y) Calculated over the trailing 1-year period	56.24%	16.15%	+40.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.46%	16.09%	+50.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.46%	17.99%	+48.47%