JFEAX vs. AVDE
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Avantis International Equity ETF (AVDE).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. AVDE is a passively managed fund by American Century that tracks the performance of the MSCI World ex-USA IMI Index. It was launched on Sep 24, 2019.
Performance
JFEAX vs. AVDE - Performance Comparison
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JFEAX vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 1.92% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 8.83% |
AVDE Avantis International Equity ETF | 3.18% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 8.07% |
Returns By Period
In the year-to-date period, JFEAX achieves a 1.92% return, which is significantly lower than AVDE's 3.18% return.
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%
AVDE
- 1D
- 3.17%
- 1M
- -7.88%
- YTD
- 3.18%
- 6M
- 8.89%
- 1Y
- 31.90%
- 3Y*
- 17.75%
- 5Y*
- 9.87%
- 10Y*
- —
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JFEAX vs. AVDE - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than AVDE's 0.23% expense ratio.
Return for Risk
JFEAX vs. AVDE — Risk / Return Rank
JFEAX
AVDE
JFEAX vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Avantis International Equity ETF (AVDE). 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.
| JFEAX | AVDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.88 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.52 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.67 | -0.12 |
Martin ratioReturn relative to average drawdown | 10.41 | 10.64 | -0.23 |
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
| JFEAX | AVDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.88 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.61 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.26 |
Correlation
The correlation between JFEAX and AVDE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JFEAX vs. AVDE - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.71%, which matches AVDE's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AVDE Avantis International Equity ETF | 2.70% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JFEAX vs. AVDE - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for JFEAX and AVDE.
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Drawdown Indicators
| JFEAX | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -36.99% | -25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.48% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -28.73% | +1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | — | — |
Current DrawdownCurrent decline from peak | -9.54% | -7.96% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -6.26% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.88% | +0.07% |
Volatility
JFEAX vs. AVDE - Volatility Comparison
The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 6.67%, while Avantis International Equity ETF (AVDE) has a volatility of 7.58%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.58% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 10.90% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 17.05% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.15% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 18.94% | -0.95% |