JEGI.L vs. FEV.L
Compare and contrast key facts about JPMorgan European Growth & Income plc (JEGI.L) and Fidelity European Values (FEV.L).
JEGI.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe ex UK (total return). It was launched on Mar 15, 1929.
Performance
JEGI.L vs. FEV.L - Performance Comparison
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JEGI.L vs. FEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | -1.93% | 47.40% | 5.81% | 19.14% | -42.50% | 21.15% | -8.57% | 14.83% | -11.82% | 28.33% |
FEV.L Fidelity European Values | -4.17% | 21.13% | -0.04% | 15.34% | -3.84% | 21.74% | 13.11% | 30.62% | -6.80% | 26.27% |
Returns By Period
In the year-to-date period, JEGI.L achieves a -1.93% return, which is significantly higher than FEV.L's -4.17% return. Over the past 10 years, JEGI.L has underperformed FEV.L with an annualized return of 5.44%, while FEV.L has yielded a comparatively higher 11.96% annualized return.
JEGI.L
- 1D
- 5.02%
- 1M
- -8.11%
- YTD
- -1.93%
- 6M
- 7.39%
- 1Y
- 26.14%
- 3Y*
- 18.06%
- 5Y*
- 3.22%
- 10Y*
- 5.44%
FEV.L
- 1D
- 3.15%
- 1M
- -7.07%
- YTD
- -4.17%
- 6M
- -2.65%
- 1Y
- 4.41%
- 3Y*
- 7.76%
- 5Y*
- 9.67%
- 10Y*
- 11.96%
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Return for Risk
JEGI.L vs. FEV.L — Risk / Return Rank
JEGI.L
FEV.L
JEGI.L vs. FEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and Fidelity European Values (FEV.L). 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.
| JEGI.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.25 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.46 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.32 | +1.27 |
Martin ratioReturn relative to average drawdown | 7.22 | 1.24 | +5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEGI.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.25 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.55 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.66 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.65 | -0.36 |
Correlation
The correlation between JEGI.L and FEV.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JEGI.L vs. FEV.L - Dividend Comparison
JEGI.L's dividend yield for the trailing twelve months is around 3.68%, more than FEV.L's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | 3.68% | 3.43% | 4.71% | 4.24% | 4.78% | 3.64% | 3.90% | 5.78% | 4.84% | 4.08% | 4.62% | 1.88% |
FEV.L Fidelity European Values | 2.52% | 2.26% | 2.44% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 2.09% |
Drawdowns
JEGI.L vs. FEV.L - Drawdown Comparison
The maximum JEGI.L drawdown since its inception was -56.35%, which is greater than FEV.L's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for JEGI.L and FEV.L.
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Drawdown Indicators
| JEGI.L | FEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.35% | -46.27% | -10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -14.42% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -56.35% | -22.46% | -33.89% |
Max Drawdown (10Y)Largest decline over 10 years | -56.35% | -31.10% | -25.25% |
Current DrawdownCurrent decline from peak | -10.82% | -9.59% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -8.15% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.78% | -0.08% |
Volatility
JEGI.L vs. FEV.L - Volatility Comparison
JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 10.26% compared to Fidelity European Values (FEV.L) at 6.83%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than FEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGI.L | FEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 6.83% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 11.94% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 17.34% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 17.58% | +10.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 18.09% | +9.82% |