JNEMX vs. ^GSPC
Compare and contrast key facts about JPMorgan International Equity Fund Class R6 (JNEMX) and S&P 500 (^GSPC).
JNEMX is managed by JPMorgan. It was launched on Dec 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNEMX or ^GSPC.
Correlation
The correlation between JNEMX and ^GSPC is 0.80, 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.
Performance
JNEMX vs. ^GSPC - Performance Comparison
Key characteristics
JNEMX:
0.75
^GSPC:
1.74
JNEMX:
1.11
^GSPC:
2.36
JNEMX:
1.13
^GSPC:
1.32
JNEMX:
0.90
^GSPC:
2.62
JNEMX:
2.05
^GSPC:
10.69
JNEMX:
4.82%
^GSPC:
2.08%
JNEMX:
13.24%
^GSPC:
12.76%
JNEMX:
-36.04%
^GSPC:
-56.78%
JNEMX:
-2.19%
^GSPC:
-0.43%
Returns By Period
In the year-to-date period, JNEMX achieves a 8.97% return, which is significantly higher than ^GSPC's 4.01% return. Over the past 10 years, JNEMX has underperformed ^GSPC with an annualized return of 4.97%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.
JNEMX
8.97%
4.75%
1.86%
9.12%
5.49%
4.97%
^GSPC
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
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Risk-Adjusted Performance
JNEMX vs. ^GSPC — Risk-Adjusted Performance Rank
JNEMX
^GSPC
JNEMX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) and S&P 500 (^GSPC). 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.
Drawdowns
JNEMX vs. ^GSPC - Drawdown Comparison
The maximum JNEMX drawdown since its inception was -36.04%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JNEMX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
JNEMX vs. ^GSPC - Volatility Comparison
JPMorgan International Equity Fund Class R6 (JNEMX) has a higher volatility of 3.26% compared to S&P 500 (^GSPC) at 3.01%. This indicates that JNEMX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.