JNUSX vs. PZRIX
Compare and contrast key facts about JPMorgan International Value Fund (JNUSX) and PIMCO RAE Global ex-US Fund (PZRIX).
JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
JNUSX vs. PZRIX - Performance Comparison
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JNUSX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, JNUSX achieves a 4.77% return, which is significantly lower than PZRIX's 9.93% return. Both investments have delivered pretty close results over the past 10 years, with JNUSX having a 10.47% annualized return and PZRIX not far behind at 10.15%.
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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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JNUSX vs. PZRIX - Expense Ratio Comparison
JNUSX has a 0.63% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
JNUSX vs. PZRIX — Risk / Return Rank
JNUSX
PZRIX
JNUSX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 2.67 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.84 | 3.39 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.52 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.09 | +0.04 |
Martin ratioReturn relative to average drawdown | 12.27 | 14.29 | -2.02 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.67 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.69 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.30 |
Correlation
The correlation between JNUSX and PZRIX is 0.94, 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. PZRIX - Dividend Comparison
JNUSX's dividend yield for the trailing twelve months is around 2.78%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
JNUSX vs. PZRIX - Drawdown Comparison
The maximum JNUSX drawdown since its inception was -62.24%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for JNUSX and PZRIX.
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Drawdown Indicators
| JNUSX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.24% | -43.53% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -10.68% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -30.85% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | -43.53% | -4.81% |
Current DrawdownCurrent decline from peak | -7.06% | -5.20% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -9.00% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.45% | +0.46% |
Volatility
JNUSX vs. PZRIX - Volatility Comparison
JPMorgan International Value Fund (JNUSX) has a higher volatility of 7.15% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that JNUSX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNUSX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 5.45% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 8.92% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 14.17% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 15.85% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 17.02% | +0.97% |