JNUSX vs. VXUS

Last updated Jun 4, 2026

JNUSX (JPMorgan International Value Fund) and VXUS (Vanguard Total International Stock ETF) are both funds - JNUSX is a Foreign Large Cap Equities fund managed by JPMorgan, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, JNUSX returned 10.67%/yr vs 9.76%/yr for VXUS. Their correlation of 0.92 suggests significant overlap in exposure. JNUSX charges 0.63%/yr vs 0.05%/yr for VXUS.

Performance

JNUSX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Value Fund (JNUSX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JNUSX achieves a 9.93% return, which is significantly lower than VXUS's 14.25% return. Over the past 10 years, JNUSX has outperformed VXUS with an annualized return of 10.67%, while VXUS has yielded a comparatively lower 9.76% annualized return.

JNUSX

• 1D: 0.36%
• 1M: 2.47%
• YTD: 9.93%
• 6M: 13.92%
• 1Y: 32.31%
• 3Y*: 26.26%
• 5Y*: 14.56%
• 10Y*: 10.67%

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JNUSX vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JNUSX JPMorgan International Value Fund	9.93%	48.51%	9.94%	19.06%	-5.17%	16.55%	-3.92%	15.55%	-18.62%	22.26%
VXUS Vanguard Total International Stock ETF	14.25%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between JNUSX and VXUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.92

The correlation between JNUSX and VXUS has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

Return for Risk

JNUSX vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNUSX

JNUSX Risk / Return Rank: 55
JNUSX Sharpe Ratio Rank: 58
JNUSX Sortino Ratio Rank: 54
JNUSX Omega Ratio Rank: 54
JNUSX Calmar Ratio Rank: 56
JNUSX Martin Ratio Rank: 52

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNUSX vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value Fund (JNUSX) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.12	+0.13
Sortino ratio: Return per unit of downside risk	3.08	2.90	+0.19
Omega ratio: Gain probability vs. loss probability	1.40	1.39	+0.02
Calmar ratio: Return relative to maximum drawdown	2.85	2.85	0.00
Martin ratio: Return relative to average drawdown	10.68	11.14	-0.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JNUSX vs. VXUS - Sharpe Ratio Comparison

The current JNUSX Sharpe Ratio is 2.25, which is comparable to the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of JNUSX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JNUSX	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.12	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.53	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.57	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.39	-0.09

Drawdowns

JNUSX vs. VXUS - Drawdown Comparison

The maximum JNUSX drawdown since its inception was -62.24%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JNUSX and VXUS.

Drawdown Indicators

	JNUSX	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-62.24%	-35.97%	-26.27%
Max Drawdown (1Y) Largest decline over 1 year	-10.99%	-11.27%	+0.28%
Max Drawdown (3Y) Largest decline over 3 years	-13.66%	-13.58%	-0.08%
Max Drawdown (5Y) Largest decline over 5 years	-27.49%	-29.44%	+1.95%
Max Drawdown (10Y) Largest decline over 10 years	-48.34%	-35.97%	-12.37%
Current Drawdown Current decline from peak	-2.48%	-0.99%	-1.49%
Average Drawdown Average peak-to-trough decline	-15.28%	-8.22%	-7.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.88%	+0.05%

Volatility

JNUSX vs. VXUS - Volatility Comparison

The current volatility for JPMorgan International Value Fund (JNUSX) is 4.00%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that JNUSX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JNUSX	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	5.60%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	13.00%	-1.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	15.21%	-1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	16.05%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	17.16%	+0.82%

JNUSX vs. VXUS - Expense Ratio Comparison

JNUSX has a 0.63% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

JNUSX vs. VXUS - Dividend Comparison

JNUSX's dividend yield for the trailing twelve months is around 2.65%, which matches VXUS's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JNUSX JPMorgan International Value Fund	2.65%	2.92%	4.51%	5.14%	3.93%	5.02%	2.89%	4.22%	4.56%	2.44%	6.43%	1.38%
VXUS Vanguard Total International Stock ETF	2.66%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both JNUSX and VXUS in my portfolio?

JNUSX and VXUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JNUSX or VXUS?

VXUS has higher volatility (5.60%) compared to JNUSX (4.00%). In terms of maximum drawdown, JNUSX dropped -62.24% vs VXUS's -35.97%.

Which has better risk-adjusted returns?

JNUSX currently has the higher Sharpe Ratio (2.25 vs 2.12), 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.