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JFEAX vs. FKRCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFEAX vs. FKRCX - Performance Comparison

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

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JFEAX vs. FKRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FKRCX
Franklin Gold and Precious Metals Fund
-2.21%196.59%17.64%2.03%-23.47%-4.03%44.30%51.48%-18.11%-0.12%

Returns By Period

In the year-to-date period, JFEAX achieves a 1.92% return, which is significantly higher than FKRCX's -2.21% return. Over the past 10 years, JFEAX has underperformed FKRCX with an annualized return of 9.78%, while FKRCX has yielded a comparatively higher 17.20% 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%

FKRCX

1D
-0.11%
1M
-26.98%
YTD
-2.21%
6M
20.89%
1Y
105.24%
3Y*
47.22%
5Y*
23.35%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFEAX vs. FKRCX - Expense Ratio Comparison

JFEAX has a 1.00% expense ratio, which is higher than FKRCX's 0.88% expense ratio.


Return for Risk

JFEAX vs. FKRCX — Risk / Return Rank

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

JFEAX
JFEAX Risk / Return Rank: 9090
Overall Rank
JFEAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JFEAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
JFEAX Omega Ratio Rank: 8989
Omega Ratio Rank
JFEAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
JFEAX Martin Ratio Rank: 9191
Martin Ratio Rank

FKRCX
FKRCX Risk / Return Rank: 9494
Overall Rank
FKRCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FKRCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FKRCX Omega Ratio Rank: 8989
Omega Ratio Rank
FKRCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FKRCX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

JFEAX vs. FKRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Franklin Gold and Precious Metals Fund (FKRCX). 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.


JFEAXFKRCXDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.51

-0.54

Sortino ratio

Return per unit of downside risk

2.47

2.75

-0.27

Omega ratio

Gain probability vs. loss probability

1.39

1.39

0.00

Calmar ratio

Return relative to maximum drawdown

2.55

3.41

-0.86

Martin ratio

Return relative to average drawdown

10.41

12.86

-2.45

JFEAX vs. FKRCX - Sharpe Ratio Comparison

The current JFEAX Sharpe Ratio is 1.98, which is comparable to the FKRCX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of JFEAX and FKRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JFEAXFKRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.51

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.71

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.19

+0.15

Correlation

The correlation between JFEAX and FKRCX is 0.40, 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

JFEAX vs. FKRCX - Dividend Comparison

JFEAX's dividend yield for the trailing twelve months is around 2.71%, less than FKRCX's 10.99% yield.


TTM20252024202320222021202020192018201720162015
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%
FKRCX
Franklin Gold and Precious Metals Fund
10.99%10.75%13.44%3.12%0.00%9.37%10.55%0.00%0.00%0.37%8.73%0.00%

Drawdowns

JFEAX vs. FKRCX - Drawdown Comparison

The maximum JFEAX drawdown since its inception was -62.44%, smaller than the maximum FKRCX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for JFEAX and FKRCX.


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Drawdown Indicators


JFEAXFKRCXDifference

Max Drawdown

Largest peak-to-trough decline

-62.44%

-78.85%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-31.15%

+19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.71%

-48.79%

+21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

-49.54%

+0.80%

Current Drawdown

Current decline from peak

-9.54%

-27.32%

+17.78%

Average Drawdown

Average peak-to-trough decline

-14.97%

-33.79%

+18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

8.25%

-5.30%

Volatility

JFEAX vs. FKRCX - Volatility Comparison

The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 6.67%, while Franklin Gold and Precious Metals Fund (FKRCX) has a volatility of 15.80%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than FKRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFEAXFKRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

15.80%

-9.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

34.39%

-24.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

42.42%

-26.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

33.08%

-16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

32.80%

-14.81%