JFEAX vs. GENI

Last updated Jul 14, 2026

JFEAX (JPMorgan Developed International Value Fund Class A) is Foreign Large Cap Equities fund actively managed by JPMorgan, while GENI (Genius Sports Limited) is a stock. Over the past 5 years, JFEAX returned 15.57%/yr vs -15.93%/yr for GENI. At a 0.30 correlation, their price movements are largely independent.

Performance

JFEAX vs. GENI - Performance Comparison

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

Returns By Period

In the year-to-date period, JFEAX achieves a 12.17% return, which is significantly higher than GENI's -40.02% return.

JFEAX

• 1D: 0.32%
• 1M: 1.32%
• 6M: 9.62%
• YTD: 12.17%
• 1Y: 31.90%
• 3Y*: 25.50%
• 5Y*: 15.57%
• 10Y*: 10.84%

GENI

• 1D: 6.79%
• 1M: -3.50%
• 6M: -35.39%
• YTD: -40.02%
• 1Y: -35.58%
• 3Y*: -4.12%
• 5Y*: -15.93%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JFEAX vs. GENI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JFEAX JPMorgan Developed International Value Fund Class A	12.17%	48.02%	9.57%	18.69%	-5.60%	3.57%
GENI Genius Sports Limited	-40.02%	27.40%	39.97%	73.11%	-53.03%	-53.94%

Correlation

The correlation between JFEAX and GENI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 21, 2021	0.30

The correlation between JFEAX and GENI shifts across timeframes, from 0.20 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

JFEAX vs. GENI — Risk / Return Rank

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

JFEAX

JFEAX Risk / Return Rank: 78
JFEAX Sharpe Ratio Rank: 84
JFEAX Sortino Ratio Rank: 81
JFEAX Omega Ratio Rank: 79
JFEAX Calmar Ratio Rank: 78
JFEAX Martin Ratio Rank: 70

GENI

GENI Risk / Return Rank: 24
GENI Sharpe Ratio Rank: 21
GENI Sortino Ratio Rank: 23
GENI Omega Ratio Rank: 23
GENI Calmar Ratio Rank: 27
GENI Martin Ratio Rank: 27

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. GENI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Genius Sports Limited (GENI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JFEAX	GENI	Difference
Sharpe ratio: Return per unit of total volatility	2.20	-0.53	+2.73
Sortino ratio: Return per unit of downside risk	3.05	-0.47	+3.52
Omega ratio: Gain probability vs. loss probability	1.39	0.94	+0.45
Calmar ratio: Return relative to maximum drawdown	2.83	-0.50	+3.33
Martin ratio: Return relative to average drawdown	10.22	-0.85	+11.07

JFEAX vs. GENI - Sharpe Ratio Comparison

The current JFEAX Sharpe Ratio is 2.20, which is higher than the GENI Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of JFEAX and GENI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JFEAX vs. GENI - Drawdown Comparison

The maximum JFEAX drawdown since its inception was -62.44%, smaller than the maximum GENI drawdown of -90.97%. Use the drawdown chart below to compare losses from any high point for JFEAX and GENI.

Drawdown Indicators

	JFEAX	GENI	Difference
Max Drawdown Largest peak-to-trough decline	-62.44%	-90.97%	+28.53%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	-71.07%	+60.05%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	-71.07%	+57.43%
Max Drawdown (5Y) Largest decline over 5 years	-27.71%	-89.95%	+62.24%
Max Drawdown (10Y) Largest decline over 10 years	-48.74%	—	—
Current Drawdown Current decline from peak	-0.45%	-73.49%	+73.04%
Average Drawdown Average peak-to-trough decline	-14.84%	-67.31%	+52.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	41.95%	-38.90%

Volatility

JFEAX vs. GENI - Volatility Comparison

The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 4.08%, while Genius Sports Limited (GENI) has a volatility of 21.80%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than GENI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JFEAX	GENI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	21.80%	-17.72%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	59.36%	-47.71%
Volatility (1Y) Calculated over the trailing 1-year period	14.17%	66.86%	-52.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	67.52%	-51.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	67.99%	-50.44%

Dividends

JFEAX vs. GENI - Dividend Comparison

JFEAX's dividend yield for the trailing twelve months is around 2.46%, while GENI has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GENI Genius Sports Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JFEAX JPMorgan Developed International Value Fund Class A	2.46%	2.76%	4.26%	4.94%	3.68%	4.79%	2.75%	3.96%	4.12%	2.14%	5.75%	1.11%

Frequently Asked Questions

Can I hold both JFEAX and GENI in my portfolio?

JFEAX and GENI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JFEAX or GENI?

GENI has higher volatility (21.80%) compared to JFEAX (4.08%). In terms of maximum drawdown, JFEAX dropped -62.44% vs GENI's -90.97%.

Which has better risk-adjusted returns?

JFEAX currently has the higher Sharpe Ratio (2.20 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.