JMVYX vs. VTSNX

Last updated Aug 1, 2026

JMVYX (JPMorgan Mid Cap Value Fund Class R6) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - JMVYX is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while VTSNX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, JMVYX returned 10.79%/yr vs 8.84%/yr for VTSNX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. JMVYX charges 0.60%/yr vs 0.08%/yr for VTSNX.

Performance

JMVYX vs. VTSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JMVYX achieves a 13.77% return, which is significantly higher than VTSNX's 12.79% return.

JMVYX

• 1D: -0.82%
• 1M: 1.45%
• 6M: 9.91%
• YTD: 13.77%
• 1Y: 18.58%
• 3Y*: 16.81%
• 5Y*: 10.79%
• 10Y*: —
• ALL TIME*: 10.47%

VTSNX

• 1D: 2.75%
• 1M: 0.11%
• 6M: 6.67%
• YTD: 12.79%
• 1Y: 27.72%
• 3Y*: 16.82%
• 5Y*: 8.84%
• 10Y*: 9.42%
• ALL TIME*: 6.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JMVYX JPMorgan Mid Cap Value Fund Class R6	$0.00	$0.00	$0.00
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	$0.00	$0.00	$0.00

JMVYX vs. VTSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMVYX JPMorgan Mid Cap Value Fund Class R6	13.77%	5.28%	27.89%	11.46%	-8.00%	29.92%	0.38%	26.72%	-11.66%	13.09%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	12.79%	32.24%	5.38%	15.29%	-15.99%	8.64%	11.27%	21.69%	-14.41%	27.54%

Correlation

The correlation between JMVYX and VTSNX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (5Y) Shows whether the relationship held over a longer period.	0.68
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.69

The correlation between JMVYX and VTSNX shifts across timeframes, from 0.54 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JMVYX vs. VTSNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JMVYX

JMVYX Risk / Return Rank: 56
JMVYX Sharpe Ratio Rank: 49
JMVYX Sortino Ratio Rank: 56
JMVYX Omega Ratio Rank: 45
JMVYX Calmar Ratio Rank: 69
JMVYX Martin Ratio Rank: 61

VTSNX

VTSNX Risk / Return Rank: 72
VTSNX Sharpe Ratio Rank: 73
VTSNX Sortino Ratio Rank: 69
VTSNX Omega Ratio Rank: 72
VTSNX Calmar Ratio Rank: 74
VTSNX Martin Ratio Rank: 74

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JMVYX vs. VTSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.

	JMVYX	VTSNX	Difference
Sharpe ratio: Return per unit of total volatility	1.36	1.65	-0.29
Sortino ratio: Return per unit of downside risk	2.09	2.27	-0.18
Omega ratio: Gain probability vs. loss probability	1.24	1.31	-0.07
Calmar ratio: Return relative to maximum drawdown	2.29	2.33	-0.04
Martin ratio: Return relative to average drawdown	7.95	8.66	-0.70

JMVYX vs. VTSNX - Sharpe Ratio Comparison

The current JMVYX Sharpe Ratio is 1.36, which is comparable to the VTSNX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of JMVYX and VTSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JMVYX vs. VTSNX - Drawdown Comparison

The maximum JMVYX drawdown since its inception was -43.08%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for JMVYX and VTSNX.

Drawdown Indicators

	JMVYX	VTSNX	Difference
Max Drawdown Largest peak-to-trough decline	-43.08%	-35.72%	-7.36%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-11.29%	+4.12%
Max Drawdown (3Y) Largest decline over 3 years	-15.89%	-13.14%	-2.75%
Max Drawdown (5Y) Largest decline over 5 years	-25.53%	-29.50%	+3.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.72%	—
Current Drawdown Current decline from peak	-1.23%	-2.62%	+1.39%
Average Drawdown Average peak-to-trough decline	-6.90%	-8.04%	+1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	3.03%	-0.96%

Volatility

JMVYX vs. VTSNX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) is 3.57%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.43%. This indicates that JMVYX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMVYX	VTSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	5.43%	-1.86%
Volatility (6M) Calculated over the trailing 6-month period	8.71%	14.12%	-5.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	15.98%	-3.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	15.36%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	15.83%	+4.90%

JMVYX vs. VTSNX - Expense Ratio Comparison

JMVYX has a 0.60% expense ratio, which is higher than VTSNX's 0.08% expense ratio.

Dividends

JMVYX vs. VTSNX - Dividend Comparison

JMVYX's dividend yield for the trailing twelve months is around 18.73%, more than VTSNX's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JMVYX JPMorgan Mid Cap Value Fund Class R6	18.73%	21.31%	23.38%	6.20%	11.85%	15.03%	7.75%	5.23%	8.31%	2.71%	0.00%	0.00%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	2.58%	3.17%	3.36%	3.24%	3.08%	3.08%	2.13%	3.16%	3.19%	2.75%	2.95%	2.86%

Frequently Asked Questions

Can I hold both JMVYX and VTSNX in my portfolio?

JMVYX and VTSNX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JMVYX or VTSNX?

VTSNX has higher volatility (5.43%) compared to JMVYX (3.57%). In terms of maximum drawdown, JMVYX dropped -43.08% vs VTSNX's -35.72%.

Which has better risk-adjusted returns?

VTSNX currently has the higher Sharpe Ratio (1.65 vs 1.36), 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.