JFEAX vs. VYMI
Compare and contrast key facts about JPMorgan Developed International Value Fund Class A (JFEAX) and Vanguard International High Dividend Yield ETF (VYMI).
JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
JFEAX vs. VYMI - Performance Comparison
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JFEAX vs. VYMI - 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% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Returns By Period
In the year-to-date period, JFEAX achieves a 4.69% return, which is significantly lower than VYMI's 6.37% return. Both investments have delivered pretty close results over the past 10 years, with JFEAX having a 10.07% annualized return and VYMI not far ahead at 10.30%.
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%
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
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JFEAX vs. VYMI - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
JFEAX vs. VYMI — Risk / Return Rank
JFEAX
VYMI
JFEAX vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 2.13 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.81 | 2.82 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.09 | +0.01 |
Martin ratioReturn relative to average drawdown | 12.10 | 12.68 | -0.58 |
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 | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.13 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.86 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.61 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.63 | -0.28 |
Correlation
The correlation between JFEAX and VYMI is 0.94, 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. VYMI - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.64%, less than VYMI's 3.60% 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% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Drawdowns
JFEAX vs. VYMI - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JFEAX and VYMI.
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Drawdown Indicators
| JFEAX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -40.00% | -22.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.08% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -24.05% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -40.00% | -8.74% |
Current DrawdownCurrent decline from peak | -7.08% | -5.77% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -6.39% | -8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.70% | +0.22% |
Volatility
JFEAX vs. VYMI - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) has a higher volatility of 7.16% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that JFEAX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 6.40% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.90% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 15.90% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.75% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.89% | +1.12% |