JFEAX vs. VTV
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard Value ETF (VTV).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
JFEAX vs. VTV - Performance Comparison
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JFEAX vs. VTV - 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% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, JFEAX achieves a 4.69% return, which is significantly higher than VTV's 3.54% return. Over the past 10 years, JFEAX has underperformed VTV with an annualized return of 10.07%, while VTV has yielded a comparatively higher 11.83% annualized return.
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%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
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JFEAX vs. VTV - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
JFEAX vs. VTV — Risk / Return Rank
JFEAX
VTV
JFEAX vs. VTV - 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 Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.12 | +1.15 |
Sortino ratioReturn per unit of downside risk | 2.81 | 1.61 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.24 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.44 | +1.66 |
Martin ratioReturn relative to average drawdown | 12.10 | 6.48 | +5.62 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.12 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.79 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.49 | -0.15 |
Correlation
The correlation between JFEAX and VTV is 0.78, 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. VTV - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, more than VTV's 2.02% 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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
JFEAX vs. VTV - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JFEAX and VTV.
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Drawdown Indicators
| JFEAX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -59.27% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.32% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -17.04% | -10.67% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -36.78% | -11.96% |
Current DrawdownCurrent decline from peak | -7.08% | -4.58% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -7.92% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.51% | +0.41% |
Volatility
JFEAX vs. VTV - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) has a higher volatility of 7.16% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that JFEAX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 3.65% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 7.71% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 14.89% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.88% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.67% | +1.34% |