JNUSX vs. FAOSX
JNUSX (JPMorgan International Value Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, JNUSX returned 16.82%/yr vs 2.60%/yr for FAOSX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. JNUSX charges 0.63%/yr vs 1.02%/yr for FAOSX.
Performance
JNUSX vs. FAOSX - Performance Comparison
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Returns By Period
JNUSX
- 1D
- 0.25%
- 1M
- 4.98%
- 6M
- 7.99%
- YTD
- 16.95%
- 1Y
- 35.85%
- 3Y*
- 26.66%
- 5Y*
- 16.82%
- 10Y*
- 11.41%
- ALL TIME*
- 5.88%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.76%
- 3Y*
- 9.01%
- 5Y*
- 2.60%
- 10Y*
- —
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JNUSX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNUSX JPMorgan International Value Fund | 16.95% | 48.51% | 9.94% | 19.06% | -5.17% | 16.55% | -3.92% | 15.55% | -18.62% | 18.57% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between JNUSX and FAOSX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.80 |
Over the past year, the correlation between JNUSX and FAOSX has dropped to 0.40 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
JNUSX vs. FAOSX — Risk / Return Rank
JNUSX
FAOSX
JNUSX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNUSX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.00 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | -0.04 | +3.49 |
| Martin ratioReturn relative to average drawdown | 12.64 | -0.06 | +12.70 |
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Drawdowns
JNUSX vs. FAOSX - Drawdown Comparison
The maximum JNUSX drawdown since its inception was -62.24%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for JNUSX and FAOSX.
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Drawdown Indicators
| JNUSX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.24% | -36.24% | -26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -7.26% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -13.96% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -36.24% | +8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -5.86% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -7.90% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 4.51% | -1.52% |
Volatility
JNUSX vs. FAOSX - Volatility Comparison
JPMorgan International Value Fund (JNUSX) has a higher volatility of 3.56% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that JNUSX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNUSX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 0.00% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 0.00% | +11.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 7.53% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 16.65% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 16.56% | +0.97% |
JNUSX vs. FAOSX - Expense Ratio Comparison
JNUSX has a 0.63% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
JNUSX vs. FAOSX - Dividend Comparison
JNUSX's dividend yield for the trailing twelve months is around 2.49%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
JNUSX JPMorgan International Value Fund | 2.49% | 2.92% | 4.51% | 5.14% | 3.93% | 5.02% | 2.89% | 4.22% | 4.56% | 2.44% | 6.43% | 1.38% |
Frequently Asked Questions
JNUSX and FAOSX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNUSX has higher volatility (3.56%) compared to FAOSX (0.00%). In terms of maximum drawdown, JNUSX dropped -62.24% vs FAOSX's -36.24%.
JNUSX currently has the higher Sharpe Ratio (2.69 vs -0.04), 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.
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