JNUSX vs. VOO
Compare and contrast key facts about JPMorgan International Value Fund (JNUSX) and Vanguard S&P 500 ETF (VOO).
JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JNUSX vs. VOO - Performance Comparison
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JNUSX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JNUSX achieves a 2.01% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, JNUSX has underperformed VOO with an annualized return of 10.18%, while VOO has yielded a comparatively higher 14.05% annualized return.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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JNUSX vs. VOO - Expense Ratio Comparison
JNUSX has a 0.63% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JNUSX vs. VOO — Risk / Return Rank
JNUSX
VOO
JNUSX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.98 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.50 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.53 | +1.04 |
Martin ratioReturn relative to average drawdown | 10.57 | 7.29 | +3.28 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 0.98 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.70 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.83 | -0.54 |
Correlation
The correlation between JNUSX and VOO is 0.75, 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. VOO - Dividend Comparison
JNUSX's dividend yield for the trailing twelve months is around 2.86%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JNUSX vs. VOO - Drawdown Comparison
The maximum JNUSX drawdown since its inception was -62.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JNUSX and VOO.
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Drawdown Indicators
| JNUSX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.24% | -33.99% | -28.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -11.98% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -24.52% | -2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | -33.99% | -14.35% |
Current DrawdownCurrent decline from peak | -9.50% | -6.29% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -3.72% | -11.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.52% | +0.43% |
Volatility
JNUSX vs. VOO - Volatility Comparison
JPMorgan International Value Fund (JNUSX) has a higher volatility of 6.68% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that JNUSX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNUSX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 5.29% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 9.44% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 18.10% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 16.82% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 17.99% | -0.02% |