JFEAX vs. VIV
JFEAX (JPMorgan Developed International Value Fund Class A) is Foreign Large Cap Equities fund actively managed by JPMorgan, while VIV (Telefônica Brasil S.A.) is a stock. Over the past 10 years, JFEAX returned 11.05%/yr vs 8.32%/yr for VIV. At a 0.41 correlation, their price movements are largely independent.
Performance
JFEAX vs. VIV - Performance Comparison
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Returns By Period
In the year-to-date period, JFEAX achieves a 9.14% return, which is significantly lower than VIV's 16.02% return. Over the past 10 years, JFEAX has outperformed VIV with an annualized return of 11.05%, while VIV has yielded a comparatively lower 8.32% annualized return.
JFEAX
- 1D
- -1.37%
- 1M
- -0.60%
- YTD
- 9.14%
- 6M
- 8.97%
- 1Y
- 30.76%
- 3Y*
- 25.29%
- 5Y*
- 14.69%
- 10Y*
- 11.05%
VIV
- 1D
- -0.53%
- 1M
- -1.17%
- YTD
- 16.02%
- 6M
- 17.74%
- 1Y
- 27.06%
- 3Y*
- 21.04%
- 5Y*
- 15.60%
- 10Y*
- 8.32%
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 | 9.14% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
VIV Telefônica Brasil S.A. | 16.02% | 67.26% | -27.07% | 64.86% | -13.84% | 4.65% | -32.07% | 27.54% | -11.53% | 23.72% |
Correlation
The correlation between JFEAX and VIV is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2001 | 0.41 |
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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.
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 | VIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.16 | +1.78 |
| Martin ratioReturn relative to average drawdown | 10.74 | 3.28 | +7.46 |
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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 | -11.02% | -23.44% | +12.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | -30.17% | +16.53% |
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 | -3.14% | -20.04% | +16.90% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -32.00% | +17.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 8.27% | -5.26% |
Volatility
JFEAX vs. VIV - Volatility Comparison
The current volatility for JPMorgan Developed International Value Fund Class A (JFEAX) is 3.92%, while Telefônica Brasil S.A. (VIV) has a volatility of 7.66%. 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 | 3.92% | 7.66% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 22.48% | -11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 29.14% | -15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 28.53% | -12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 31.17% | -13.53% |
Dividends
JFEAX vs. VIV - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.53%, less than VIV's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 2.53% | 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. | 6.74% | 5.25% | 6.60% | 5.55% | 5.86% | 6.44% | 10.22% | 5.25% | 9.20% | 10.87% | 4.09% | 10.07% |
Frequently Asked Questions
JFEAX and VIV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIV has higher volatility (7.66%) compared to JFEAX (3.92%). In terms of maximum drawdown, JFEAX dropped -62.44% vs VIV's -77.73%.
JFEAX currently has the higher Sharpe Ratio (2.30 vs 0.93), 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.
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