PortfoliosLab logoPortfoliosLab logo
JNEMX vs. RNWGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNEMX vs. RNWGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Equity Fund Class R6 (JNEMX) and American Funds New World Fund® Class R-6 (RNWGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JNEMX vs. RNWGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNEMX
JPMorgan International Equity Fund Class R6
1.23%26.14%1.62%18.11%-19.44%11.92%13.42%27.95%-17.69%30.04%
RNWGX
American Funds New World Fund® Class R-6
-1.47%28.67%6.88%16.26%-21.77%5.09%25.30%28.03%-12.00%33.07%

Returns By Period

In the year-to-date period, JNEMX achieves a 1.23% return, which is significantly higher than RNWGX's -1.47% return. Over the past 10 years, JNEMX has underperformed RNWGX with an annualized return of 8.70%, while RNWGX has yielded a comparatively higher 9.76% annualized return.


JNEMX

1D
3.06%
1M
-6.23%
YTD
1.23%
6M
2.70%
1Y
16.66%
3Y*
12.04%
5Y*
6.08%
10Y*
8.70%

RNWGX

1D
2.62%
1M
-8.56%
YTD
-1.47%
6M
2.11%
1Y
24.01%
3Y*
13.88%
5Y*
4.79%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JNEMX vs. RNWGX - Expense Ratio Comparison

JNEMX has a 0.50% expense ratio, which is lower than RNWGX's 0.57% expense ratio.


Return for Risk

JNEMX vs. RNWGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNEMX
JNEMX Risk / Return Rank: 4646
Overall Rank
JNEMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JNEMX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JNEMX Omega Ratio Rank: 4242
Omega Ratio Rank
JNEMX Calmar Ratio Rank: 4949
Calmar Ratio Rank
JNEMX Martin Ratio Rank: 4747
Martin Ratio Rank

RNWGX
RNWGX Risk / Return Rank: 7979
Overall Rank
RNWGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RNWGX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RNWGX Omega Ratio Rank: 7979
Omega Ratio Rank
RNWGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
RNWGX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNEMX vs. RNWGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) and American Funds New World Fund® Class R-6 (RNWGX). 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.


JNEMXRNWGXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.59

-0.60

Sortino ratio

Return per unit of downside risk

1.41

2.19

-0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.32

-0.11

Calmar ratio

Return relative to maximum drawdown

1.35

1.83

-0.48

Martin ratio

Return relative to average drawdown

5.12

7.62

-2.50

JNEMX vs. RNWGX - Sharpe Ratio Comparison

The current JNEMX Sharpe Ratio is 0.99, which is lower than the RNWGX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JNEMX and RNWGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JNEMXRNWGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.59

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.32

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.61

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.46

-0.07

Correlation

The correlation between JNEMX and RNWGX is 0.87, 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

JNEMX vs. RNWGX - Dividend Comparison

JNEMX's dividend yield for the trailing twelve months is around 6.62%, more than RNWGX's 6.18% yield.


TTM20252024202320222021202020192018201720162015
JNEMX
JPMorgan International Equity Fund Class R6
6.62%6.71%3.27%2.40%2.88%6.89%1.30%3.65%3.93%1.83%2.03%2.17%
RNWGX
American Funds New World Fund® Class R-6
6.18%6.09%4.11%2.88%1.33%7.32%0.44%4.05%2.71%2.26%1.37%1.04%

Drawdowns

JNEMX vs. RNWGX - Drawdown Comparison

The maximum JNEMX drawdown since its inception was -34.13%, roughly equal to the maximum RNWGX drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for JNEMX and RNWGX.


Loading graphics...

Drawdown Indicators


JNEMXRNWGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.13%

-33.40%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-13.00%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.05%

-33.40%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-33.40%

-0.73%

Current Drawdown

Current decline from peak

-8.24%

-10.73%

+2.49%

Average Drawdown

Average peak-to-trough decline

-8.27%

-8.12%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.13%

-0.07%

Volatility

JNEMX vs. RNWGX - Volatility Comparison

JPMorgan International Equity Fund Class R6 (JNEMX) has a higher volatility of 7.97% compared to American Funds New World Fund® Class R-6 (RNWGX) at 7.09%. This indicates that JNEMX's price experiences larger fluctuations and is considered to be riskier than RNWGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JNEMXRNWGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

7.09%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

11.01%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

15.63%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

15.17%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

15.98%

+1.21%