JFEAX vs. VUG
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard Growth ETF (VUG).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
JFEAX vs. VUG - Performance Comparison
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JFEAX vs. VUG - 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% |
VUG Vanguard Growth ETF | -9.39% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, JFEAX achieves a 4.69% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, JFEAX has underperformed VUG with an annualized return of 10.07%, while VUG has yielded a comparatively higher 16.16% 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%
VUG
- 1D
- 1.09%
- 1M
- -4.37%
- YTD
- -9.39%
- 6M
- -8.17%
- 1Y
- 18.52%
- 3Y*
- 21.59%
- 5Y*
- 11.67%
- 10Y*
- 16.16%
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JFEAX vs. VUG - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
JFEAX vs. VUG — Risk / Return Rank
JFEAX
VUG
JFEAX vs. VUG - 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 Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.82 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.81 | 1.32 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.19 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.19 | +1.92 |
Martin ratioReturn relative to average drawdown | 12.10 | 4.15 | +7.95 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.82 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.53 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.76 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.57 | -0.23 |
Correlation
The correlation between JFEAX and VUG is 0.69, 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. VUG - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, more than VUG's 0.45% 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% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
JFEAX vs. VUG - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JFEAX and VUG.
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Drawdown Indicators
| JFEAX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -50.68% | -11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -16.53% | +5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -35.61% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -35.61% | -13.13% |
Current DrawdownCurrent decline from peak | -7.08% | -12.25% | +5.17% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -7.13% | -7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.72% | -1.80% |
Volatility
JFEAX vs. VUG - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard Growth ETF (VUG) have volatilities of 7.16% and 7.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 7.12% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.70% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 22.70% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 22.22% | -6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 21.38% | -3.37% |