JNUSX vs. NOIEX
Compare and contrast key facts about JPMorgan International Value Fund (JNUSX) and Northern Income Equity Fund (NOIEX).
JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993. NOIEX is managed by Northern Funds. It was launched on Mar 31, 1994.
Performance
JNUSX vs. NOIEX - Performance Comparison
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JNUSX vs. NOIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNUSX JPMorgan International Value Fund | 4.77% | 48.51% | 9.94% | 19.06% | -5.17% | 16.55% | -3.92% | 15.55% | -18.62% | 22.26% |
NOIEX Northern Income Equity Fund | -1.97% | 18.81% | 24.28% | 19.56% | -13.34% | 27.96% | 11.03% | 27.04% | -6.62% | 20.22% |
Returns By Period
In the year-to-date period, JNUSX achieves a 4.77% return, which is significantly higher than NOIEX's -1.97% return. Over the past 10 years, JNUSX has underperformed NOIEX with an annualized return of 10.47%, while NOIEX has yielded a comparatively higher 12.56% annualized return.
JNUSX
- 1D
- 2.70%
- 1M
- -5.12%
- YTD
- 4.77%
- 6M
- 13.46%
- 1Y
- 37.04%
- 3Y*
- 24.32%
- 5Y*
- 15.03%
- 10Y*
- 10.47%
NOIEX
- 1D
- 2.75%
- 1M
- -5.02%
- YTD
- -1.97%
- 6M
- 0.36%
- 1Y
- 19.24%
- 3Y*
- 18.41%
- 5Y*
- 12.13%
- 10Y*
- 12.56%
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JNUSX vs. NOIEX - Expense Ratio Comparison
JNUSX has a 0.63% expense ratio, which is higher than NOIEX's 0.49% expense ratio.
Return for Risk
JNUSX vs. NOIEX — Risk / Return Rank
JNUSX
NOIEX
JNUSX vs. NOIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and Northern Income Equity Fund (NOIEX). 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 | NOIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 1.04 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.62 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.25 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 1.35 | +1.78 |
Martin ratioReturn relative to average drawdown | 12.27 | 6.27 | +5.99 |
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 | NOIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.04 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.75 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.66 | -0.37 |
Correlation
The correlation between JNUSX and NOIEX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JNUSX vs. NOIEX - Dividend Comparison
JNUSX's dividend yield for the trailing twelve months is around 2.78%, less than NOIEX's 8.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNUSX JPMorgan International Value Fund | 2.78% | 2.92% | 4.51% | 5.14% | 3.93% | 5.02% | 2.89% | 4.22% | 4.56% | 2.44% | 6.43% | 1.38% |
NOIEX Northern Income Equity Fund | 8.14% | 7.92% | 6.11% | 7.03% | 5.44% | 14.26% | 7.67% | 8.58% | 15.73% | 7.56% | 3.02% | 5.57% |
Drawdowns
JNUSX vs. NOIEX - Drawdown Comparison
The maximum JNUSX drawdown since its inception was -62.24%, which is greater than NOIEX's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for JNUSX and NOIEX.
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Drawdown Indicators
| JNUSX | NOIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.24% | -45.66% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -12.41% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -21.89% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | -35.31% | -13.03% |
Current DrawdownCurrent decline from peak | -7.06% | -5.87% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -5.01% | -10.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.75% | +0.16% |
Volatility
JNUSX vs. NOIEX - Volatility Comparison
JPMorgan International Value Fund (JNUSX) has a higher volatility of 7.15% compared to Northern Income Equity Fund (NOIEX) at 5.04%. This indicates that JNUSX's price experiences larger fluctuations and is considered to be riskier than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNUSX | NOIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 5.04% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.39% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 19.24% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.37% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.94% | +0.05% |