JNEMX vs. VWILX
Compare and contrast key facts about JPMorgan International Equity Fund Class R6 (JNEMX) and Vanguard International Growth Fund Admiral Shares (VWILX).
JNEMX is managed by JPMorgan. It was launched on Dec 1, 2010. VWILX is managed by Vanguard. It was launched on Aug 13, 2001.
Performance
JNEMX vs. VWILX - Performance Comparison
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JNEMX vs. VWILX - 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% |
VWILX Vanguard International Growth Fund Admiral Shares | -8.61% | 20.08% | 9.18% | 14.80% | -30.80% | -12.81% | 59.77% | 31.50% | -12.58% | 43.17% |
Returns By Period
In the year-to-date period, JNEMX achieves a -1.77% return, which is significantly higher than VWILX's -8.61% return. Both investments have delivered pretty close results over the past 10 years, with JNEMX having a 8.37% annualized return and VWILX not far ahead at 8.60%.
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%
VWILX
- 1D
- -0.03%
- 1M
- -11.47%
- YTD
- -8.61%
- 6M
- -9.53%
- 1Y
- 8.20%
- 3Y*
- 6.93%
- 5Y*
- -3.46%
- 10Y*
- 8.60%
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JNEMX vs. VWILX - Expense Ratio Comparison
JNEMX has a 0.50% expense ratio, which is higher than VWILX's 0.32% expense ratio.
Return for Risk
JNEMX vs. VWILX — Risk / Return Rank
JNEMX
VWILX
JNEMX vs. VWILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) and Vanguard International Growth Fund Admiral Shares (VWILX). 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 | VWILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.32 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.59 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.32 | +0.69 |
Martin ratioReturn relative to average drawdown | 3.84 | 1.08 | +2.76 |
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 | VWILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.32 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.15 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.40 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.32 | +0.06 |
Correlation
The correlation between JNEMX and VWILX is 0.90, 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. VWILX - Dividend Comparison
JNEMX's dividend yield for the trailing twelve months is around 6.83%, less than VWILX's 7.54% 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% |
VWILX Vanguard International Growth Fund Admiral Shares | 7.54% | 6.89% | 9.81% | 1.92% | 7.03% | 0.36% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% |
Drawdowns
JNEMX vs. VWILX - Drawdown Comparison
The maximum JNEMX drawdown since its inception was -34.13%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for JNEMX and VWILX.
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Drawdown Indicators
| JNEMX | VWILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -59.49% | +25.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -14.06% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -33.05% | -53.56% | +20.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -54.08% | +19.95% |
Current DrawdownCurrent decline from peak | -10.96% | -26.59% | +15.63% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -15.06% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.18% | -1.13% |
Volatility
JNEMX vs. VWILX - Volatility Comparison
The current volatility for JPMorgan International Equity Fund Class R6 (JNEMX) is 7.35%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 7.96%. This indicates that JNEMX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNEMX | VWILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 7.96% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 13.72% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 20.74% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 23.36% | -6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 21.59% | -4.42% |