JNEMX vs. VITSX

Last updated Jun 3, 2026

JNEMX (JPMorgan International Equity Fund Class R6) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both mutual funds - JNEMX is a Foreign Large Cap Equities fund managed by JPMorgan, while VITSX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, JNEMX returned 8.94%/yr vs 15.10%/yr for VITSX. A 0.79 correlation means they provide meaningful diversification when combined. JNEMX charges 0.50%/yr vs 0.03%/yr for VITSX.

Performance

JNEMX vs. VITSX - Performance Comparison

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

Returns By Period

In the year-to-date period, JNEMX achieves a 7.82% return, which is significantly lower than VITSX's 11.71% return. Over the past 10 years, JNEMX has underperformed VITSX with an annualized return of 8.94%, while VITSX has yielded a comparatively higher 15.10% annualized return.

JNEMX

• 1D: -0.29%
• 1M: 2.33%
• YTD: 7.82%
• 6M: 9.72%
• 1Y: 13.66%
• 3Y*: 13.77%
• 5Y*: 6.14%
• 10Y*: 8.94%

VITSX

• 1D: 0.25%
• 1M: 5.10%
• YTD: 11.71%
• 6M: 12.08%
• 1Y: 29.66%
• 3Y*: 22.26%
• 5Y*: 12.89%
• 10Y*: 15.10%

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

JNEMX vs. VITSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JNEMX JPMorgan International Equity Fund Class R6	7.82%	26.14%	1.62%	18.11%	-19.44%	11.92%	13.42%	27.95%	-17.69%	30.04%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	11.71%	17.14%	23.25%	26.51%	-19.51%	25.74%	20.99%	30.80%	-5.18%	21.16%

Correlation

The correlation between JNEMX and VITSX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010	0.79

The correlation between JNEMX and VITSX has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

Return for Risk

JNEMX vs. VITSX — Risk / Return Rank

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

JNEMX

JNEMX Risk / Return Rank: 13
JNEMX Sharpe Ratio Rank: 12
JNEMX Sortino Ratio Rank: 13
JNEMX Omega Ratio Rank: 12
JNEMX Calmar Ratio Rank: 13
JNEMX Martin Ratio Rank: 16

VITSX

VITSX Risk / Return Rank: 72
VITSX Sharpe Ratio Rank: 73
VITSX Sortino Ratio Rank: 65
VITSX Omega Ratio Rank: 64
VITSX Calmar Ratio Rank: 74
VITSX Martin Ratio Rank: 83

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. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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	VITSX	Difference
Sharpe ratio Return per unit of total volatility	0.98	2.49	-1.50
Sortino ratio Return per unit of downside risk	1.47	3.38	-1.91
Omega ratio Gain probability vs. loss probability	1.18	1.45	-0.26
Calmar ratio Return relative to maximum drawdown	1.29	3.38	-2.09
Martin ratio Return relative to average drawdown	4.58	15.64	-11.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JNEMX vs. VITSX - Sharpe Ratio Comparison

The current JNEMX Sharpe Ratio is 0.98, which is lower than the VITSX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of JNEMX and VITSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JNEMX	VITSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	2.49	-1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.75	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.82	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.49	-0.09

Drawdowns

JNEMX vs. VITSX - Drawdown Comparison

The maximum JNEMX drawdown since its inception was -34.13%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for JNEMX and VITSX.

Drawdown Indicators

	JNEMX	VITSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.13%	-55.30%	+21.17%
Max Drawdown (1Y) Largest decline over 1 year	-11.62%	-8.92%	-2.70%
Max Drawdown (3Y) Largest decline over 3 years	-12.56%	-19.36%	+6.80%
Max Drawdown (5Y) Largest decline over 5 years	-33.05%	-25.36%	-7.69%
Max Drawdown (10Y) Largest decline over 10 years	-34.13%	-34.97%	+0.84%
Current Drawdown Current decline from peak	-2.27%	0.00%	-2.27%
Average Drawdown Average peak-to-trough decline	-8.22%	-10.07%	+1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	1.93%	+1.35%

Volatility

JNEMX vs. VITSX - Volatility Comparison

JPMorgan International Equity Fund Class R6 (JNEMX) has a higher volatility of 4.87% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 2.95%. This indicates that JNEMX's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JNEMX	VITSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	2.95%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	9.20%	+3.35%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	12.22%	+3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.74%	17.36%	-0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	18.41%	-1.17%

JNEMX vs. VITSX - Expense Ratio Comparison

JNEMX has a 0.50% expense ratio, which is higher than VITSX's 0.03% expense ratio.

Dividends

JNEMX vs. VITSX - Dividend Comparison

JNEMX's dividend yield for the trailing twelve months is around 6.22%, more than VITSX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JNEMX JPMorgan International Equity Fund Class R6	6.22%	6.71%	3.27%	2.40%	2.88%	6.89%	1.30%	3.65%	3.93%	1.83%	2.03%	2.17%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.01%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%

Frequently Asked Questions

Can I hold both JNEMX and VITSX in my portfolio?

JNEMX and VITSX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JNEMX or VITSX?

JNEMX has higher volatility (4.87%) compared to VITSX (2.95%). In terms of maximum drawdown, JNEMX dropped -34.13% vs VITSX's -55.30%.

Which has better risk-adjusted returns?

VITSX currently has the higher Sharpe Ratio (2.49 vs 0.98), 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.