JNUSX vs. FDT
Compare and contrast key facts about JPMorgan International Value Fund (JNUSX) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT).
JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011.
Performance
JNUSX vs. FDT - Performance Comparison
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JNUSX vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNUSX JPMorgan International Value Fund | 2.01% | 48.51% | 9.94% | 19.06% | -5.17% | 16.55% | -3.92% | 15.55% | -18.62% | 22.26% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -19.98% | 34.42% |
Returns By Period
In the year-to-date period, JNUSX achieves a 2.01% return, which is significantly lower than FDT's 9.83% return. Both investments have delivered pretty close results over the past 10 years, with JNUSX having a 10.18% annualized return and FDT not far behind at 9.73%.
JNUSX
- 1D
- 0.53%
- 1M
- -9.50%
- YTD
- 2.01%
- 6M
- 10.82%
- 1Y
- 33.61%
- 3Y*
- 23.22%
- 5Y*
- 14.63%
- 10Y*
- 10.18%
FDT
- 1D
- 3.59%
- 1M
- -10.30%
- YTD
- 9.83%
- 6M
- 17.39%
- 1Y
- 54.93%
- 3Y*
- 24.48%
- 5Y*
- 11.26%
- 10Y*
- 9.73%
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JNUSX vs. FDT - Expense Ratio Comparison
JNUSX has a 0.63% expense ratio, which is lower than FDT's 0.80% expense ratio.
Return for Risk
JNUSX vs. FDT — Risk / Return Rank
JNUSX
FDT
JNUSX vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). 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.
| JNUSX | FDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.86 | -0.85 |
Sortino ratioReturn per unit of downside risk | 2.50 | 3.48 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.55 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 4.01 | -1.44 |
Martin ratioReturn relative to average drawdown | 10.57 | 16.70 | -6.14 |
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
| JNUSX | FDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.86 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.63 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.53 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.35 | -0.06 |
Correlation
The correlation between JNUSX and FDT is 0.88, 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
JNUSX vs. FDT - Dividend Comparison
JNUSX's dividend yield for the trailing twelve months is around 2.86%, less than FDT's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNUSX JPMorgan International Value Fund | 2.86% | 2.92% | 4.51% | 5.14% | 3.93% | 5.02% | 2.89% | 4.22% | 4.56% | 2.44% | 6.43% | 1.38% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.24% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
Drawdowns
JNUSX vs. FDT - Drawdown Comparison
The maximum JNUSX drawdown since its inception was -62.24%, which is greater than FDT's maximum drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for JNUSX and FDT.
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Drawdown Indicators
| JNUSX | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.24% | -46.10% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -13.41% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -33.18% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | -46.10% | -2.24% |
Current DrawdownCurrent decline from peak | -9.50% | -10.30% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -10.86% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.22% | -0.27% |
Volatility
JNUSX vs. FDT - Volatility Comparison
The current volatility for JPMorgan International Value Fund (JNUSX) is 6.68%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 9.73%. This indicates that JNUSX experiences smaller price fluctuations and is considered to be less risky than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNUSX | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 9.73% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 13.97% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 19.35% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 17.86% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.32% | -0.35% |