JNEMX vs. PTSIX
Compare and contrast key facts about JPMorgan International Equity Fund Class R6 (JNEMX) and PIMCO RAE PLUS International Fund (PTSIX).
JNEMX is managed by JPMorgan. It was launched on Dec 1, 2010. PTSIX is managed by PIMCO. It was launched on Sep 29, 2011.
Performance
JNEMX vs. PTSIX - Performance Comparison
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JNEMX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNEMX JPMorgan International Equity Fund Class R6 | -1.77% | 26.14% | 1.62% | 18.11% | -19.44% | 11.92% | 13.42% | 27.95% | -17.69% | 30.04% |
PTSIX PIMCO RAE PLUS International Fund | 7.77% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
Returns By Period
In the year-to-date period, JNEMX achieves a -1.77% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, JNEMX has outperformed PTSIX with an annualized return of 8.37%, while PTSIX has yielded a comparatively lower 0.25% annualized return.
JNEMX
- 1D
- 0.47%
- 1M
- -10.89%
- YTD
- -1.77%
- 6M
- 0.26%
- 1Y
- 13.31%
- 3Y*
- 10.93%
- 5Y*
- 5.79%
- 10Y*
- 8.37%
PTSIX
- 1D
- 0.52%
- 1M
- -7.19%
- YTD
- 7.77%
- 6M
- 16.86%
- 1Y
- 36.40%
- 3Y*
- 18.32%
- 5Y*
- -8.79%
- 10Y*
- 0.25%
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JNEMX vs. PTSIX - Expense Ratio Comparison
JNEMX has a 0.50% expense ratio, which is lower than PTSIX's 0.82% expense ratio.
Return for Risk
JNEMX vs. PTSIX — Risk / Return Rank
JNEMX
PTSIX
JNEMX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
| JNEMX | PTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 2.25 | -1.51 |
Sortino ratioReturn per unit of downside risk | 1.07 | 2.77 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.44 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.53 | -1.52 |
Martin ratioReturn relative to average drawdown | 3.84 | 11.73 | -7.89 |
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
| JNEMX | PTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.25 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.29 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.01 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.10 | +0.28 |
Correlation
The correlation between JNEMX and PTSIX 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
JNEMX vs. PTSIX - Dividend Comparison
JNEMX's dividend yield for the trailing twelve months is around 6.83%, more than PTSIX's 4.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNEMX JPMorgan International Equity Fund Class R6 | 6.83% | 6.71% | 3.27% | 2.40% | 2.88% | 6.89% | 1.30% | 3.65% | 3.93% | 1.83% | 2.03% | 2.17% |
PTSIX PIMCO RAE PLUS International Fund | 4.33% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Drawdowns
JNEMX vs. PTSIX - Drawdown Comparison
The maximum JNEMX drawdown since its inception was -34.13%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for JNEMX and PTSIX.
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Drawdown Indicators
| JNEMX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -72.38% | +38.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -11.66% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.05% | -72.38% | +39.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -72.38% | +38.25% |
Current DrawdownCurrent decline from peak | -10.96% | -42.10% | +31.14% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -25.01% | +16.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.77% | +0.28% |
Volatility
JNEMX vs. PTSIX - Volatility Comparison
JPMorgan International Equity Fund Class R6 (JNEMX) has a higher volatility of 7.35% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.66%. This indicates that JNEMX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNEMX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 5.66% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 9.03% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 15.17% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 30.91% | -14.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 25.08% | -7.91% |