JFEAX vs. FSGEX
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
JFEAX vs. FSGEX - Performance Comparison
Loading graphics...
JFEAX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 4.69% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 1.75% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Returns By Period
In the year-to-date period, JFEAX achieves a 4.69% return, which is significantly higher than FSGEX's 1.75% return. Over the past 10 years, JFEAX has outperformed FSGEX with an annualized return of 10.07%, while FSGEX has yielded a comparatively lower 8.87% annualized return.
JFEAX
- 1D
- 2.72%
- 1M
- -5.12%
- YTD
- 4.69%
- 6M
- 13.24%
- 1Y
- 36.60%
- 3Y*
- 23.90%
- 5Y*
- 14.63%
- 10Y*
- 10.07%
FSGEX
- 1D
- 2.99%
- 1M
- -6.85%
- YTD
- 1.75%
- 6M
- 6.01%
- 1Y
- 26.91%
- 3Y*
- 15.45%
- 5Y*
- 7.34%
- 10Y*
- 8.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JFEAX vs. FSGEX - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than FSGEX's 0.01% expense ratio.
Return for Risk
JFEAX vs. FSGEX — Risk / Return Rank
JFEAX
FSGEX
JFEAX vs. FSGEX - 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 Series Global ex U.S. Index Fund (FSGEX). 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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.70 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.81 | 2.26 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.36 | +0.75 |
Martin ratioReturn relative to average drawdown | 12.10 | 9.13 | +2.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JFEAX | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.70 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.49 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.37 | -0.02 |
Correlation
The correlation between JFEAX and FSGEX is 0.93, 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. FSGEX - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, less than FSGEX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 2.64% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 2.97% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
JFEAX vs. FSGEX - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than FSGEX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for JFEAX and FSGEX.
Loading graphics...
Drawdown Indicators
| JFEAX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -34.74% | -27.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.24% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -29.66% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -34.74% | -14.00% |
Current DrawdownCurrent decline from peak | -7.08% | -8.59% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -8.51% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.90% | +0.02% |
Volatility
JFEAX vs. FSGEX - Volatility Comparison
The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 7.16%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.91%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JFEAX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 7.91% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.22% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 16.32% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 15.20% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.14% | +1.87% |