JFEAX vs. GSIMX
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.
Performance
JFEAX vs. GSIMX - Performance Comparison
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JFEAX vs. GSIMX - 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% | 20.52% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.76% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Returns By Period
The year-to-date returns for both investments are quite close, with JFEAX having a 4.69% return and GSIMX slightly higher at 4.76%.
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%
GSIMX
- 1D
- 0.94%
- 1M
- -3.92%
- YTD
- 4.76%
- 6M
- 8.19%
- 1Y
- 16.65%
- 3Y*
- 17.74%
- 5Y*
- 10.40%
- 10Y*
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JFEAX vs. GSIMX - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than GSIMX's 0.76% expense ratio.
Return for Risk
JFEAX vs. GSIMX — Risk / Return Rank
JFEAX
GSIMX
JFEAX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.37 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.81 | 1.81 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.29 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.88 | +1.22 |
Martin ratioReturn relative to average drawdown | 12.10 | 7.59 | +4.51 |
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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.37 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.73 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.82 | -0.47 |
Correlation
The correlation between JFEAX and GSIMX is 0.79, 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. GSIMX - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, less than GSIMX's 4.89% 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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.89% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
Drawdowns
JFEAX vs. GSIMX - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for JFEAX and GSIMX.
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Drawdown Indicators
| JFEAX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -28.84% | -33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.75% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -25.37% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | — | — |
Current DrawdownCurrent decline from peak | -7.08% | -5.23% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -4.85% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.17% | +0.75% |
Volatility
JFEAX vs. GSIMX - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) has a higher volatility of 7.16% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.80%. This indicates that JFEAX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 4.80% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 7.38% | +3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 12.48% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.43% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 15.77% | +2.24% |