JFEAX vs. VOO
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard S&P 500 ETF (VOO).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JFEAX vs. VOO - Performance Comparison
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JFEAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 1.92% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JFEAX achieves a 1.92% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, JFEAX has underperformed VOO with an annualized return of 9.78%, while VOO has yielded a comparatively higher 14.05% annualized return.
JFEAX
- 1D
- 0.55%
- 1M
- -9.54%
- YTD
- 1.92%
- 6M
- 10.65%
- 1Y
- 33.15%
- 3Y*
- 22.80%
- 5Y*
- 14.22%
- 10Y*
- 9.78%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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JFEAX vs. VOO - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JFEAX vs. VOO — Risk / Return Rank
JFEAX
VOO
JFEAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.98 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.50 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.53 | +1.01 |
Martin ratioReturn relative to average drawdown | 10.41 | 7.29 | +3.12 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.98 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.70 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.83 | -0.49 |
Correlation
The correlation between JFEAX and VOO is 0.75, 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. VOO - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.71%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 2.71% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JFEAX vs. VOO - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JFEAX and VOO.
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Drawdown Indicators
| JFEAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -33.99% | -28.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.98% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -24.52% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -33.99% | -14.75% |
Current DrawdownCurrent decline from peak | -9.54% | -6.29% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -3.72% | -11.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.52% | +0.43% |
Volatility
JFEAX vs. VOO - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) has a higher volatility of 6.67% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that JFEAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 5.29% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 9.44% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 18.10% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.82% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.99% | 0.00% |