JFEAX vs. FIVLX
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Fidelity International Value Fund (FIVLX).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. FIVLX is managed by Fidelity. It was launched on May 18, 2006.
Performance
JFEAX vs. FIVLX - Performance Comparison
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JFEAX vs. FIVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 1.92% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
FIVLX Fidelity International Value Fund | -1.56% | 43.67% | 5.33% | 19.27% | -7.99% | 14.89% | 3.36% | 18.92% | -17.17% | 17.85% |
Returns By Period
In the year-to-date period, JFEAX achieves a 1.92% return, which is significantly higher than FIVLX's -1.56% return. Over the past 10 years, JFEAX has outperformed FIVLX with an annualized return of 9.78%, while FIVLX has yielded a comparatively lower 8.90% annualized 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%
FIVLX
- 1D
- 0.80%
- 1M
- -9.21%
- YTD
- -1.56%
- 6M
- 4.00%
- 1Y
- 24.26%
- 3Y*
- 18.94%
- 5Y*
- 11.87%
- 10Y*
- 8.90%
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JFEAX vs. FIVLX - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is lower than FIVLX's 1.01% expense ratio.
Return for Risk
JFEAX vs. FIVLX — Risk / Return Rank
JFEAX
FIVLX
JFEAX vs. FIVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Fidelity International Value Fund (FIVLX). 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 | FIVLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.34 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.82 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.77 | +0.78 |
Martin ratioReturn relative to average drawdown | 10.41 | 7.35 | +3.06 |
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 | FIVLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.34 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.73 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.50 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.21 | +0.13 |
Correlation
The correlation between JFEAX and FIVLX is 0.97, 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. FIVLX - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.71%, more than FIVLX's 2.36% 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% |
FIVLX Fidelity International Value Fund | 2.36% | 2.32% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 0.15% | 2.71% | 1.44% |
Drawdowns
JFEAX vs. FIVLX - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, roughly equal to the maximum FIVLX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for JFEAX and FIVLX.
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Drawdown Indicators
| JFEAX | FIVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -65.21% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.58% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -27.49% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -43.43% | -5.31% |
Current DrawdownCurrent decline from peak | -9.54% | -9.33% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -17.19% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.94% | +0.01% |
Volatility
JFEAX vs. FIVLX - Volatility Comparison
The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 6.67%, while Fidelity International Value Fund (FIVLX) has a volatility of 7.04%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than FIVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | FIVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.04% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 10.60% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 17.28% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.43% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.86% | +0.13% |