JFEAX vs. VIV
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Telefônica Brasil S.A. (VIV).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001.
Performance
JFEAX vs. VIV - Performance Comparison
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JFEAX vs. VIV - 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% |
VIV Telefônica Brasil S.A. | 36.96% | 66.98% | -27.07% | 64.86% | -13.84% | 4.65% | -32.07% | 27.54% | -11.53% | 23.72% |
Returns By Period
In the year-to-date period, JFEAX achieves a 4.69% return, which is significantly lower than VIV's 36.96% return. Both investments have delivered pretty close results over the past 10 years, with JFEAX having a 10.07% annualized return and VIV not far behind at 10.01%.
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%
VIV
- 1D
- 1.70%
- 1M
- -0.77%
- YTD
- 36.96%
- 6M
- 29.68%
- 1Y
- 83.31%
- 3Y*
- 36.09%
- 5Y*
- 22.96%
- 10Y*
- 10.01%
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Return for Risk
JFEAX vs. VIV — Risk / Return Rank
JFEAX
VIV
JFEAX vs. VIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Telefônica Brasil S.A. (VIV). 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 | VIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 2.92 | -0.65 |
Sortino ratioReturn per unit of downside risk | 2.81 | 3.34 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.46 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 7.50 | -4.40 |
Martin ratioReturn relative to average drawdown | 12.10 | 19.94 | -7.84 |
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 | VIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.92 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.81 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.32 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.15 | +0.19 |
Correlation
The correlation between JFEAX and VIV is 0.41, 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. VIV - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, more than VIV's 2.48% 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% |
VIV Telefônica Brasil S.A. | 2.48% | 5.10% | 6.60% | 5.55% | 5.86% | 6.44% | 10.22% | 5.25% | 9.20% | 10.87% | 4.09% | 10.07% |
Drawdowns
JFEAX vs. VIV - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, smaller than the maximum VIV drawdown of -77.73%. Use the drawdown chart below to compare losses from any high point for JFEAX and VIV.
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Drawdown Indicators
| JFEAX | VIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -77.73% | +15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -12.25% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -40.76% | +13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -47.57% | -1.17% |
Current DrawdownCurrent decline from peak | -7.08% | -4.17% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -32.16% | +17.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.61% | -1.69% |
Volatility
JFEAX vs. VIV - Volatility Comparison
The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 7.16%, while Telefônica Brasil S.A. (VIV) has a volatility of 10.30%. This indicates that JFEAX experiences smaller price fluctuations and is considered to be less risky than VIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | VIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 10.30% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 22.40% | -11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 29.06% | -12.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 28.35% | -12.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 31.21% | -13.20% |